MAY/JUNE 2010

Visually, in this period we have a fast market with volatility, already the ST system from May 11 go in cash mode all the way to June 13.
The period of first red box (TT system under -2000) May20/May24, price try to hold but get rejected by the pink band and we have the last real bottom of this period on May 25,
finally price see strength going over the pink band and testing with one day success the gold band on June 3rd,
Price goes to e higher low on June 8 (second TT under -2000 red box of the period) and from there goes and slice through both pink/gold bands.

 
here the numbers for this period:

DATE	ST	MT	LT	TT	BALANCE ST	BALANCE MT	BALANCE LT	BALANCE TT
2010-05-14	322	275	278	875	$13,065.10	$11,321.20	$10,836.71	$11,463.45
2010-05-17	83	100	83	266	$13,065.10	$11,321.20	$10,836.71	$11,463.45
2010-05-18	-459	-98	-144	-701	$13,065.10	$11,321.20	$10,836.71	$11,463.45
2010-05-19	-608	-227	-267	-1102	$13,065.10	$11,330.63	$10,845.73	$11,473.00
2010-05-20	-954	-632	-684	-2270	$13,065.10	$12,163.77	$11,643.21	$12,316.60
2010-05-21	-977	-833	-896	-2706	$13,065.10	$11,895.58	$11,386.50	$12,045.04
2010-05-24	-966	-938	-947	-2851	$13,065.10	$11,984.44	$11,471.56	$12,135.03
2010-05-25	-267	-665	-950	-1882	$13,065.10	$11,971.75	$11,459.41	$12,122.17
2010-05-26	-183	-654	-946	-1783	$13,065.10	$12,232.00	$11,708.53	$12,385.70	66%
2010-05-27	153	-152	-595	-594	$13,065.10	$11,310.00	$10,825.98	$11,452.11	64%
2010-05-28	645	-66	-384	195	$13,065.10	$11,419.50	$10,930.80	$11,562.98	90%
2010-06-01	525	-122	-356	47	$13,065.10	$11,648.02	$11,149.53	$11,496.78	78%
2010-06-02	302	-182	-435	-315	$13,065.10	$11,088.78	$10,614.23	$12,060.67	64%
2010-06-03	343	-128	-374	-159	$13,065.10	$10,892.64	$10,426.48	$11,974.97	62%
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%

Looking at ST (that concentrate on the last 5 market days) (all the signals till June 11 are 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), 
All the three ST signal in this period are late showing that this system is to slow for this fast market, still we have a fast reaction from -93 reading on June 10 to +953 on June 14 in three days

MT (that concentrate on the last 15 days of the market) has a sell signal with all the other system indicating a really negative market on May 19,
this system stay on the sell side all the way to a combined buy with ST on May 14, practically buying at the same price level as the previous sell signal, market clearly to fast for the system

LT (that concentrate on the last 45 days of the market) has a sell signal with all the other system indicating a really negative market on May 19, no other signal from this system in this period.

 TT (that is a system derived by the running balance of the other three systems numbers)  has a sell signal with all the other system indicating a really negative market on May 19,
has a late buy signal at the beginning of June and
a good sell signal June 3rd,
no other signal till the end of this period.

Going to the capital balance columns ST & TT are the closer winner so far with a starting capital of $10000 on Feb 25 2010


For this period we have a new column added (last column)
each day we get the standard deviation number between the ST, MT & LT numbers and compare that number to the last 3 month of numbers and see on a percentile basis where today number is respect to the last three month of numbers,
for example on June 8 we have a 0% reading that means on the days the standard deviation number between the tree systems numbers

-937

-935

-921

 was the lowest (numbers very close to each other)
On the contrary

953

640

-215

on June 14 the number give a last column percentile of 100% since the number are the farther from each other showing how in a few days we go from one extreme to the other indicating a fast changing market.

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