NEW MMXV ALPHA BLACK SWAN MODEL WITH TOTAL WEIGHT STUDY

[bimetalaupt]

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4/7/13	Forecast	current	discount	sd	2009 low
djia	12656.5	14550.4	11.133724590350%	12.3714%	10428	2228.54
djtm	16523.03906	16171.5	10.17886540%	14.6015082%	11182.4	5340.64906
djua	483.933	514.730	18.457249%	17.6370881677%	379.200	104.733
russell 2m	800.579	923.28	9.36130910%	15.69613949%	625.39	175.189
qqqq	81.6799	67.86	20.3652993672%	18.4762%	45.98	35.6999
	trend
djia	10776.0	11425.3	−5.68316%	12.3714%	10428	347.991
djtm	10715.4	16171.5	−33.73883%	14.6015082%	11182.4	−466.99
djua	433.541	514.730	−15.77310%	17.6370881677%	379.200	54.3411
russell 2k	697.374	923.28	−24.46778%	15.69613949%	625.39	71.9839
qqqq	49.5445	53.69	−7.7211907152%	18.4762%	45.98	3.56449
ballanced	djia with black swan		weighted average	12656.5
	projected loss		including loss	−$1893.81
MMXV-Black Swan		(c) 2013	Bruce C. Lendrum MBA		LenData,USA

[bimetalaupt]

Synopses of what was said on SFW..

We have now used the major system of weighted Back propagation to integrate data from MMXIV.. I will post more on Back Propergation later.. we have too many Black Swans at the current time to not worry about the possible crash in Equity Valuations.

Just a thought,
BiMetalAuPt..

This was not cut and pasted from SFW but a short Synopses for the yet to be published ....I am having problems with the current Edit from Proboard!!!

[damnotagain]

Nice Bruce. Not a very good looking forecast .

[Virgil Showlion]

I'm looking at

projected loss

including loss

−$1893.81

Is that in billions of dollars? Over the whole of the US equities market?

[bimetalaupt]

Apr 7, 2013 21:05:28 GMT -5 Virgil Showlion said:

I'm looking at

projected loss

including loss

−$1893.81

Is that in billions of dollars? Over the whole of the US equities market?

Virgil,
 The quote is for reduction in the DJIA .. this is just above SD...IE 13.02%.. if you back out dividend then losses on average would be  about 10%....

The projection for Total market is about gain of 2.18%.. The Total Market is less dependent on International Trade.. Problems in Black Swans are EU, Japan and China.. These are all problems with Black Swans..

Thank-you for your input.. Again you make me more and more alert to the poor writing habits ...

Just a thought,
BimetalAuPt

[bimetalaupt]

Apr 7, 2013 21:04:06 GMT -5 damnotagain said:

Nice Bruce. Not a very good looking forecast .

DNA,
 Did you get your PM

This is not too bad..Just a bit lower then SD.. 2008-209 had far lower readings... Esp Aug 2008..

Just a thought,
Bruce...

[Virgil Showlion]

if you back out dividend then losses on average would be  about 10%...

I could believe it. We've seen worse.

I don't have much money in stocks at the moment. My wife and I decided to invest in an in-law's business not long ago. The cause was good, and the return is decent.

[damnotagain]

Apr 7, 2013 21:57:49 GMT -5 bimetalaupt said:

Apr 7, 2013 21:04:06 GMT -5 damnotagain said:

Nice Bruce. Not a very good looking forecast .

DNA,
 Did you get your PM

This is not too bad..Just a bit lower then SD.. 2008-209 had far lower readings... Esp Aug 2008..

Just a thought,
Bruce...

Yes thanks again . 

[Aman A.K.A. Ahamburger]

Feb 28, 2013 1:55:03 GMT -5 bimetalaupt said:

Feb 28, 2013 1:24:09 GMT -5 Aman A.K.A. Ahamburger said:

Like I have been saying for over two years now the Fed May Decide Not to Sell Securities.  They will hold them until they mature, and pay the UST back 3.1+ trillion with interest added into that.  This is almost a story about recycling.  

A+++,
 Remember the effect of the reverse repo in the summer of 2011.

It was a disaster I am sure Ben B. would like to forget..Market crashed with this test of the system.. And it was not large enough to make it worth his efforts.. You know the banksters made money on that.

Worth studying...

BiMetalAuPt

BiMetal,

  The numbers look good on the new model B..  You and Big E always produce.. 

Per this conversation above... Fed Faces Risk of Fourth Summer Slump While Pushing QE...  The dirty blonde swans are there for sure....  Iran, Asian, and I forgot the EU banking system in my list the other day..  2013 we did hit a debt wall and a lot of things are changing.  The thing is that 'stress tests' show stronger banks in the US and the housing market is recovering.  If that recovery keeps up and the fed is able to slowly remove stimulus as hiring improves, maybe 2013 isn't going to be a terrible year for the markets after all??  Perhaps watching out for 2013 is showing us the trends that will appear once the next banking crisis in Asia starts to flare up??  I know that nationalism is going to affect the overall markets at sometime that is for sure...

Also, that 50/50 expert system should be liking these now eh? Treasury sells $21 bln in 10-yr debt at 2.029%..  What's that 1.79 for 102 right now?? 

Later,

A++++  

[frankq]

The dirty blonde swans are there for sure....

ooooohhhhhhh..........Nothing I like better than a dirty blonde.........

[bimetalaupt]

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4/10/13	Forecast	current	discount	sd	12/31/2009 low for day
djia	12686.3	14673.5	11.393518352704%	12.3714%	10428	2258.3
djtm	16523.03906	16336.5	10.25724653%	14.5830365%	11182.4	5340.64906
djua	484.606	517.330	18.621860%	17.6126132400%	379.200	105.406
russell 2m	801.990	929.34	9.55405092%	15.66852479%	625.39	176.600
qqqq	82.2694	68.68	19.7865334143%	18.4762%	45.98	36.2894
	trend
djia	10776.0	11425.3	−5.68316%	12.3714%	10428	347.991
djtm	10715.4	16336.5	−34.40836%	14.5830365%	11182.4	−466.99
djua	433.541	517.330	−16.19640%	17.6126132400%	379.200	54.3411
russell 2k	697.374	929.34	−24.96031%	15.66852479%	625.39	71.9839
qqqq	49.5445	53.69	−7.7211907152%	18.4762%	45.98	3.56449

[Aman A.K.A. Ahamburger]

I hear ya. Flarety has a bank rescue plan for Canada in place similar to Cyprus now and the praries are having the coldest winter on record.. There will be no seeding up here for about a month, at least, at this point.

[usaone]

We are overdue for a correction. 10% down and then onward and upward. USA is looking better than anywhere else in the world!

[Aman A.K.A. Ahamburger]

USA is looking better than anywhere else in the world!

[bimetalaupt]

Per mmhmm instructions: I will no longer re-post MMXV data and opinions from Super Fed-Watch.. You may read them there .. open to read if you sign on from Face-book or Yahoo..

If you have problems please PM me here or there.

BiMetalAuPt

[Aman A.K.A. Ahamburger]

Don't forget the link my friend.. Super Fed-Watch. 

[bimetalaupt]

RUSSELL DOWN
^RUT Russell 2000 907.31 3:14PM EDT Down 35.54 (3.77%) Chart, More

PULLED AN EXTRA AGAIN...AT 3:30....

Dow Jones U.S. Total Stock Market Index
Last: 16194.50 15 Apr 14:47
Change: DOWN 358.15 DOWN 2.16%

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4/15/13	Forecast	current	discount	sd	12/31/2009 low for day
djia	12844.1	14658.7	12.846312190038%	12.3714%	10428
djtm	16847.30841	16189.6	10.70074204%	14.5994726%	11182.4
djua	488.196	519.590	19.500552%	17.4831070650%	379.200
russell 2m	813.015	907.74	11.06001182%	15.45606140%	625.39
qqqq	90.8423	68.74	32.1534787052%	18.4762%	45.98
	trend
djia	12902.5	11425.3	12.92884%	12.3714%	10428
djtm	14253.8	16189.6	−11.95703%	14.5994726%	11182.4
djua	497.237	519.590	−4.30209%	17.4831070650%	379.200
russell 2k	841.934	907.74	−7.24938%	15.45606140%	625.39
qqqq	67.6405	68.74	−1.5994390455%	18.4762%	45.98
ballanced	djia with black swan		weighted average	12844.1
	projected loss		including loss	−$1814.60
MMXV-Black Swan alpha class		(c) 2013	Bruce C. Lendrum MBA		LenData,USA
beta	4/15/2013
discount = without		black swan	correction

[bimetalaupt]

Looking back MMXV BLACK SWAN WITH THE STUDY SHOWING THE RISK TO GETTING OUT OF THE MARKET WAS GREATER THEN THE RISK OF STAYING..All system did not violate loss projections limits.

MMXV PICK OF BUYING QQQ WAS THE RIGHT CALL!!!

THE OTHER POST OF RATIO OF REWARD TO RISK OF UP TO MAXIMUM OF 3.5 WAS ALSO CORRECT..VERY AGGRESSIVE CALL FOR RUSSELL 2000...NOTE MMXV BLACK SWAN IS TO STUDY RISK...MMXIII IS ALPHA STUDY!!

Just a thought on past math models....I do know Math Model Out Puts can be confusing..Your thoughts please!! 

BiMetalAuPt 

[bimetalaupt]

up and down side combined...bias to the buy with risk backstopped by the FED!!!

Dow
15,570.28
+61.07
+0.39%
^DJI

Nasdaq
3,943.36
0.00
0.00%
^IXIC

10-Year Bond
2.50
-0.02
-0.75%
^TNX

Gold
1,352.50
+2.00
+0.15%
GCZ13.CMX

Oil
97.85
+0.79
+0.81%
CLZ13.NYM

EUR/USD
1.3808
0.00
0.00%
EURUSD=X

More »
WITH THE MMXIV Platinum: DYNAMIC RESULTS IT HAS DEMONSTRATED: THE GREATER UP SIDE TO THE MARKET (15 MONTHS) THE DOWN SIDE.
......................FAT TAIL...........FAT HEAD..............TOTAL RISK
FAT STUDY MMXIV.......16910.01165........18118.38992..........-1080.378268

SO TOTAL RISK IS.....-1080.378268
TODAY'S DJIA............15,248
FAT HEAD ................18118.39
NET UP SIDE...........2870.26
COMBINED 50/50.........1790.88
REWARD RATIO..............2.657

OR THE MODEL IS IMPLYING FOR EVERY DOLLAR OF RISK DJIA HAS $2.657 IN GAINS.

JUST A MODEL..HAS NO FEELINGS ONLY NUMBERS...

[Aman A.K.A. Ahamburger]

Oct 26, 2013 17:39:59 GMT -5 bimetalaupt said:

Looking back MMXV BLACK SWAN WITH THE STUDY SHOWING THE RISK TO GETTING OUT OF THE MARKET WAS GREATER THEN THE RISK OF STAYING..All system did not violate loss projections limits.

MMXV PICK OF BUYING QQQ WAS THE RIGHT CALL!!!

THE OTHER POST OF RATIO OF REWARD TO RISK OF UP TO MAXIMUM OF 3.5 WAS ALSO CORRECT..VERY AGGRESSIVE CALL FOR RUSSELL 2000...NOTE MMXV BLACK SWAN IS TO STUDY RISK...MMXIII IS ALPHA STUDY!!

Just a thought on past math models....I do know Math Model Out Puts can be confusing..Your thoughts please!! 

BiMetalAuPt 

  When the math model starts flashing nothing but down, down, down, there is no money in the system, time to wait it out on the sidelines..  Politics and human emotion over events create buying opportunities in a growing economy.  

We need to see the money that is left in Asia.... 

[bimetalaupt]

NEVER FORGET YOUR DREAMS!!!!
 BETTER TO RISK ON YOUR DREAMS THEN THE NIGHTMARE YOU DID NOT FILL YOUR DREAMS.
www.investopedia.com/articles/trading/08/strategies-for-volatile-market.asp

Most investors are aware that the market undergoes times of strong trends and times of lateral ranging. Many investors employ a different trading system for each environment. But what happens in a period of extreme volatility? Any system a trader might use is susceptible to the increased market swings, which could wipe out previous gains and more. By using either a non-directional or a probability-based trading method, investors may be able to more fully protect their assets.

When Volatility Increases
It is important to understand the difference between volatility and risk. Volatility in the financial markets is seen as extreme and rapid price swings. Risk is the possibility of losing some or all of an investment. So as volatility increases, so does profit potential and the risk of loss, as the market swings from peaks to troughs. There is a marked increase in the frequency of trades during these periods and a corresponding decrease in the amount of time that positions are held. During times of increased volatility, a hyper-sensitivity to news is often reflected in market prices.

Directional Investing
Most private investors practice directional investing, which simply requires the markets to move consistently in the desired direction, which can be either up or down. Market timers, long or short equity investors and trend investors all rely on directional investing strategies. Times of increased volatility can result in a directionless or sideways market, repeatedly triggering stop losses. Gains earned over years can be eroded in a few days.

BUT THE 50/50 EXPERT SYSTEM MAKES MONEY FROM THE COUNTER MOVEMENTS OF BONDS VS STOCK...LOWER RISK AT A SMALL COST IN TOTAL INCOME!!

Trading on Volatility
Investors who seek profits from market volatility can trade ETFs or ETNs on a volatility index such as iPath S&P 500 VIX Short-Term Futures ETN (ARCA:VXX). The VXX tracks the movement of the CBOE volatiliy index (VIX). During the budget impasse and debt ceiling problem in 2013, VXX rose nearly 21%. After the problem was solved, it fell nearly 30%. If investors had bought VXX before it rose significantly and sold at the peak, they would have realized large profits.

Just a thought,
BiMetalAuPt

[Aman A.K.A. Ahamburger]

Oct 30, 2013 4:04:51 GMT -5 bimetalaupt said:

But what happens in a period of extreme volatility? 

A buying opportunity!!!