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Re: The trader's hours
In Response To: The trader's hours ()

Interesting $SPX Predictor

I have $SPX data dating back to 1950. I stumbled upon an accurate predictor of weekly $SPX directional movement for 2013 (so far). i.e. Ignoring the magnitude of a weekly gain/loss on any given week...will the $SPX close positive or negative that week?

So far out of 9 weeks completed in 2013 the predictor is 100% accurate. When a given week number has closed positive more than 50% of the years dating back to 1950, the same week number in 2013 will be positive. Vice versa for negative weekly closures.

Below A="Week Number", B="Percentage of years this week number was positive" and C = "2013 Gain/Loss"

A B C
1 62.50% 4.57%
2 53.13% 0.38%
3 51.56% 0.95%
4 64.06% 1.14%
5 57.81% 0.68%
6 57.81% 0.31%
7 60.32% 0.12%
8 46.03% -0.28%
9 57.14% 0.17%

In summary when the majority of years dating back to 1950 a given week ends with a gain, that same week will close positive in 2013.

Here are near-term forward-looking weeks. Week 17 closes out the month of April.

A B C
10 55.56% 1.42% (so far)
11 66.67% +
12 47.62% -
13 52.38% +
14 65.08% +
15 57.14% +
16 68.25% +
17 57.14% +

I am confident the predictive power will end but, so far it's 100%