In this period we have two bottom both indicated by the red boxes (TT under -2000),After the first red box price has a steady up-leg going very easily over the pink & gold band,
from June 17 we have a slow down of the market with first test of the pink band on June 21st tentative higher stopped around the 20 hours moving average and than the start of the leg down with a test of the gold band and a counter leg up stopped by the pink band on June 23rd, some meandering under the gold band and than down till the second red box.
here the numbers for this period:
| DATE | ST | MT | LT | TT | BALANCE ST | BALANCE MT | BALANCE LT | BALANCE TT | |
| 2010-06-04 | 17 | -123 | -431 | -537 | $13,065.10 | $11,621.04 | $11,123.71 | $12,775.75 | 38% |
| 2010-06-07 | -380 | -551 | -810 | -1741 | $13,065.10 | $12,046.65 | $11,531.11 | $13,243.65 | 36% |
| 2010-06-08 | -937 | -935 | -921 | -2793 | $13,065.10 | $12,092.35 | $11,574.86 | $13,293.90 | 0% |
| 2010-06-09 | -957 | -916 | -912 | -2785 | $13,065.10 | $12,295.48 | $11,769.29 | $13,517.21 | 3% |
| 2010-06-10 | -93 | -234 | -868 | -1195 | $13,065.10 | $11,590.89 | $11,094.85 | $12,742.60 | 71% |
| 2010-06-11 | 237 | 239 | -557 | -81 | $13,065.10 | $11,368.72 | $10,882.19 | $12,498.36 | 79% |
| 2010-06-14 | 953 | 640 | -215 | 1378 | $12,587.21 | $10,952.87 | $10,894.34 | $12,512.31 | 100% |
| 2010-06-15 | 952 | 926 | -24 | 1854 | $13,256.98 | $11,535.68 | $10,304.96 | $12,898.33 | 92% |
| 2010-06-16 | 956 | 929 | 92 | 1977 | $13,384.34 | $11,646.50 | $10,207.75 | $13,022.25 | 81% |
| 2010-06-17 | 952 | 926 | 193 | 2071 | $13,461.20 | $11,713.38 | $10,069.46 | $13,097.03 | 71% |
| 2010-06-18 | 908 | 912 | 185 | 2005 | $13,499.41 | $11,746.63 | $10,098.05 | $13,134.21 | 69% |
| 2010-06-21 | 259 | 891 | 141 | 1291 | $13,303.09 | $11,575.80 | $9,951.19 | $12,943.20 | 66% |
| 2010-06-22 | -306 | 464 | 15 | 173 | $13,041.77 | $11,348.42 | $9,755.72 | $12,688.95 | 63% |
| 2010-06-23 | -726 | 77 | -162 | -811 | $13,201.80 | $11,268.16 | $9,686.73 | $12,599.22 | 68% |
| 2010-06-24 | -951 | -138 | -368 | -1457 | $13,604.85 | $10,916.57 | $9,792.33 | $12,736.58 | 69% |
| 2010-06-25 | -946 | -107 | -373 | -1426 | $13,658.08 | $11,109.07 | $9,830.65 | $12,786.41 | 70% |
| 2010-06-28 | -827 | -137 | -405 | -1369 | $13,734.13 | $11,170.92 | $9,885.39 | $12,857.61 | 57% |
| 2010-06-29 | -759 | -300 | -521 | -1580 | $14,775.21 | $12,017.71 | $10,634.73 | $13,832.25 | 37% |
| 2010-06-30 | -935 | -828 | -705 | -2468 | $15,238.34 | $12,394.40 | $10,968.07 | $14,265.82 | 18% |
| 2010-07-01 | -944 | -925 | -885 | -2754 | $15,346.33 | $12,482.24 | $11,045.80 | $14,366.92 | 4% |
| 2010-07-02 | -956 | -922 | -888 | -2766 | $15,422.37 | $12,544.09 | $11,100.53 | $14,438.11 | 4% |
Looking at ST (that concentrate on the last 5 market days) (the first signal on June 8 is not executed since the system volatility threshold got effected by the volatility in the market and for that reason for the period the system sit in cash mode indicated by the orange capital balance column),
The first ST buy signal in this period is a touch late showing but than we have a nice sell signal on June 23rd
MT (that concentrate on the last 15 days of the market) has a concomitant buy signal with ST on June 14
this system stay on the buy side all the way to a late sell on June 25, this one is the last sell signal this time on the down leg.
LT (that concentrate on the last 45 days of the market) has a late buy signal with not bad sell signal concomitant with TT on June 24.
TT (that is a system derived by the running balance of the other three systems numbers) has a buy signal on June 15 just above the gold band and a sell signal concomitant with LT on June 24,.
Going to the capital balance columns ST & TT are the winners so far with a starting capital of $10000 on Feb 25 2010
the last column represent a percentile result of the correlation of the three system numbers between them compared to the same for the last three months of results
a 0% indicate that the 3 system numbers are the closest to each other in the last three month (we have an example on June 8)
a 100% indicate that the 3 system numbers are the farther to each other in the last three month (we have an example on June 14)
This triple system (with a fourth system (TT) derived by the other three systems numbers is quite valuable not only for:
- a) the various buy/sell signals generated
- b) but also for the three daily system numbers and their position respect to the zero line (buy/sell line) but also their position in the scale and their position respect to +800 and above (bull area) and -800 and below (bear area)
-c) but also the interaction between the three system numbers between themselves and their position in the total scale (+1000 to -1000)
-d) but also the daily changes in the numbers from previous day(s) to gage the speed of change in the market now also indicated by change in percentile of the standard deviation (last column) for the last three month readings.
we suggest to visit beginning posts to learn the in-and-out of the system
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