| BUY B10 (C) May 13, 2013 William Schmidt, Ph.D. Confirmed Price Breakouts above flat, well-tested resistance that goes back more than 40 days  46 Buy B10s since 1928 have averaged .117 (11.7%). Since 1965, the 27 Buy B10s gained 7.7%. Overall, paper losses were small. In fact, in 37% (17) of the 46 cases there were no paper losses at all. The 4 biggest paper losses were each between 3.5% and 3.9%. When closed out at the next Buy signal, there were 4 losses; each was under 0.7%. This is a very safe signal. Though there can be false breakouts when the DJI breaks out above a well-tested, flat resistance, the presence of a Buy B10 shows that the internal strength indicators are sufficiently positive to prevent a decline of more than 3.9%. Should a B10 be followed by a DJI decline of more than 4% on a closing basis, I would mistrust the signal because the size of the decline with this signal has no precedent. The biggest gains occurred in the Year of Mid-Term Elections, +22.4%. The following year's gains averaged only 7.0% in 8 instances. Buy B10s in the first 10 days of the month were also more profitable, gaining an average 17.4% in 18 cases. Returns by Size of Gain ----------------------- No. Pct.of Total =>.10 19 .413 =>.05 - <.10 10 .217 =>.02 - <.05 9 .195 =>0 - <.02 4 .087 <0 4 .087 -------------------------------------- Total 46 1.0 (100%)
Average Key Values of Buy B10 Buy B10s: 1965-2013 Number of Trades = 27 Avg.Gain = .077 Avg.Paper Loss = .007 Avg.LAST/21DMA = 1.03 Avg.Ann.Roc. = .019 Avg.PI = 239.8 AVG.PI Change = 35.0 AVG.Adj.PI = 324.1 AVG.IP21 = .113 One case where IP21<0. AVG.V-I = 23.8 AVG.OBV-Pct = .268 AVG.65-dPctCh. = .054 |
BREAKDOWN of BUY B10 TRADES: 1929-2013
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No. Date Peerless DJI Pct Paper
Signal Gain Loss
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1 19341108 B10 97.3 .069 None
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2 19421008 B10 113.6 .254 .004
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3 19440308 B10 139.5 .176 .033
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4 19441208 B10 150.5 .09 .012
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5 19450824 B10 169.9 .172 None
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6 19460528 B10 211.7 .004 None
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7 19480519 B10 188.3 .026 None
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8 19490802 B10 177.6 .242 .002
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9 19500316 B10 207.9 .061 .008
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10 19521128 B10 283.7 .029 .007
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11 19540302 B10 297.5 .575 .003
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12 19550415 B10 425.5 .101 .027
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13 19560309 B10 497.8 .042 None
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14 19570611 B10 509.5 .015 .024
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15 19580203 B10 454.0 .432 .039
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16 19580502 B10 459.6 .414 .009
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17 19611114 B10 732.6 -.002 .017
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18 19621116 B10 630.9 .488 .007
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19 19640706 B10 844.2 .112 .025
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20 19650817 B10 894.3 .102 .008
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21 19650916 B10 931.2 .058 .005
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22 19670117 B10 843.67 .052 None
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23 19680930 B10 935.79 .045 None
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24 19730926 B10 949.5 .04 .002
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25 19760107 B10 898.69 .123 None
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26 19790115 B10 848.67 .044 .017
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27 19790815 B10 885.84 .0 .002
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28 19840802 B10 1166.07 .106 .002
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29 19850605 B10 1320.56 .383 .023
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30 19890112 B10 2222.32 .045 None
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31 19910131 B10 2736.39 .106 .001
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32 19911227 B10 3101.52 .081 None
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33 19950914 B10 4801.8 .156 .02
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34 19960912 B10 5771.94 .188 None
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35 20030604 B10 9038.98 .085 None
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36 20041108 B10 10391.31 .05 .002
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37 20050304 B10 10940.85 -.003 .002
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38 20051121 B10 10820.28 .07 .009
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39 20060109 B10 11011.9 .051 None
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40 20061214 B10 12416.76 -.002 -.002
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41 20070712 B10 13861.73 .006 None
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42 20101104 B10 11434.84 .12 .038
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43 20120118 B10 12578.95 .043 None
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44 20120314 B10 13194.10 -.005 None
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45 20130122 B10 13712.21 .107 None
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46 20131113 B10 15821.63 .049 .005
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Total N0.= 45 .117 .009
Returns by Size of Gain
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No. Pct.of Total
=>.10 19 .413
=>.05 - <.10 10 .217
=>.02 - <.05 9 .195
=>0 - <.02 4 .087
<0 4 .087
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Total 46 1.0 (100%)
Returns by Year
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No. Avg.Gain Pct.of Total
Pres. Election Years 13 .072 .282
Year after Pres.El.Yr. 13 .097 .282
Mid-Term Election Yr. 11 .224 .239
Year before Pres.El.Yr. 9 .07 .195
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Total 46 .117 1.0 (100%)
Returns by Month
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No. Avg.Gain Pct.of Total January 8 .071 .173 February 1 .431 .021 March 6 .14 .13 April 1 .101 .021 May 3 .147 .065 June 3 .161 .065 July 2 .059 .043 August 5 .124 .108 September 5 .094 .108 October 1 .254 .021 November 8 .108 .173 December 3 .056 .065 -------------------------------------------------------- Total 46 .117 1.0 (100%)
Returns by Day of Month
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No. Avg.Gain Pct.of Total
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1-10 18 .174 .391
11-20 19 .073 .413
21-31 9 .072 .195
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Total 46 .117 1.0 (100%)
KEY VALUES OF BUY B10s
No. Date Signal DJI Pct Gain Paper Loss La/ma Annroc PI PI-ch Adj.PI IP21 VI OBVPct 65d PctCh. 1 341108 B10 97.3 .069 None 1.0287 .606 35 22.1 193.6 .086 11 .13 .104 ---------------------------------------------------------------------------------------------------- 2 421008 B10 113.6 .254 .004 1.044 .691 114.3 20.8 579.4 .325 91 .571 .053 ---------------------------------------------------------------------------------------------------- 3 440308 B10 139.5 .176 .033 1.0227 .463 110 22 587.7 .179 86 .361 .053 ---------------------------------------------------------------------------------------------------- 4 441208 B10 150.5 .09 .012 1.0216 .243 106.4 18.2 568.3 .134 91 .536 .027 ---------------------------------------------------------------------------------------------------- 5 450824 B10 169.9 .172 0 1.0382 .598 139 28.8 628.5 .139 69 .276 .023 ---------------------------------------------------------------------------------------------------- 6 460528 B10 211.7 .004 0 1.0264 .324 68.1 18.7 265.8 .267 48 .351 .131 ---------------------------------------------------------------------------------------------------- 7 480519 B10 188.3 .026 0 1.0267 .494 108.3 13.9 461.5 .211 138 .413 .119 ---------------------------------------------------------------------------------------------------- 8 490802 B10 177.6 .242 .002 1.0212 .652 153.3 -10.6 599.3 .33 137 .492 .02 ---------------------------------------------------------------------------------------------------- 9 500316 B10 207.9 .061 .008 1.0199 .345 37.8 29.7 136.9 .203 -22 .217 .069 ---------------------------------------------------------------------------------------------------- 10 521128 B10 283.7 .029 .007 1.0335 .774 186.2 13.8 688.9 .19 217 .469 .034 ---------------------------------------------------------------------------------------------------- 11 540302 B10 297.5 .575 .003 1.0167 .208 63.9 -2.2 214.7 .135 0 .017 .074 ---------------------------------------------------------------------------------------------------- 12 550415 B10 425.5 .101 .027 1.0282 .646 109.8 -17.1 315.2 .063 73 .445 .064 ---------------------------------------------------------------------------------------------------- 13 560309 B10 497.8 .042 0 1.035 .66 165 49.7 524.7 .085 266 .218 .023 ---------------------------------------------------------------------------------------------------- 14 570611 B10 509.5 .015 .024 1.0117 .265 -31.1 13.4 -99.2 .063 -216 .095 .08 ---------------------------------------------------------------------------------------------------- 15 580203 B10 454 .432 .039 1.0169 .251 179.9 -18 568.3 .021 247 .084 .042 ---------------------------------------------------------------------------------------------------- 16 580502 B10 459.6 .414 .009 1.0251 .49 141.3 30.8 446.6 .163 177 .314 .022 ---------------------------------------------------------------------------------------------------- 17 611114 B10 732.6 -.002 .017 1.0334 .493 86.4 12.8 251.4 .128 55 .324 .014 ---------------------------------------------------------------------------------------------------- 18 621116 B10 630.9 .488 .007 1.056 .864 116 32.7 322.3 .111 70 .148 .04 ---------------------------------------------------------------------------------------------------- 19 640706 B10 844.2 .112 .025 1.0268 .605 134.2 40 371.7 .089 196 .654 .028 ---------------------------------------------------------------------------------------------------- 20 650817 B10 894.3 .102 .008 1.0195 .19 88.7 8 244 0 38 .265 -.048 ---------------------------------------------------------------------------------------------------- 21 650916 B10 931.2 .058 .005 1.0305 .487 92.9 9.9 255.4 .05 27 .388 .065 ---------------------------------------------------------------------------------------------------- 22 670117 B10 843.67 .052 0 1.0461 .51 181.9 46.4 456.6 .092 9 .227 .084 ---------------------------------------------------------------------------------------------------- 23 680930 B10 935.79 .045 0 1.0199 .565 119.9 8.2 275.7 .09 12 .591 .028 ---------------------------------------------------------------------------------------------------- 24 730926 B10 949.5 .04 .002 1.0534 1.045 306 17.4 590.5 .301 2 .481 .092 ---------------------------------------------------------------------------------------------------- 25 760107 B10 898.69 .123 0 1.0572 1.124 286.9 35.5 530.7 .2 2 .547 .105 ---------------------------------------------------------------------------------------------------- 26 790115 B10 848.67 .044 .017 1.0416 .568 133 42.1 252.8 .108 2 .338 -.059 ---------------------------------------------------------------------------------------------------- 27 790815 B10 885.84 0 .002 1.0438 .807 232.3 49.7 441.4 .317 5 .477 .074 ---------------------------------------------------------------------------------------------------- 28 840802 B10 1166.07 .106 .002 1.0458 .34 -32.4 48.5 -56.7 .106 0 .1 -.014 ---------------------------------------------------------------------------------------------------- 29 850605 B10 1320.56 .383 .023 1.0228 .673 234.6 11.2 464.5 .125 15 .474 .024 ---------------------------------------------------------------------------------------------------- 30 890112 B10 2222.32 .045 0 1.0234 .454 118.7 21.4 204.2 .078 11 .198 .034 ---------------------------------------------------------------------------------------------------- 31 910131 B10 2736.39 .106 .001 1.0579 .58 143.2 33.6 263.5 .116 12 .227 .126 ---------------------------------------------------------------------------------------------------- 32 911227 B10 3101.52 .081 0 1.0574 .755 117 18.4 215.2 .078 6 .208 .027 ---------------------------------------------------------------------------------------------------- 33 950914 B10 4801.8 .156 .02 1.0321 .413 237.8 24.6 328.2 .08 14 .159 .071 ---------------------------------------------------------------------------------------------------- 34 960912 B10 5771.94 .174 0 1.0141 .261 129.1 60 165.3 .117 8 .259 .018 ---------------------------------------------------------------------------------------------------- 35 030604 B10 9038.98 .085 0 1.0408 .697 569.2 63 550.5 .101 154 .245 .153 ---------------------------------------------------------------------------------------------------- 36 041108 B10 10391.31 .05 .002 1.0374 .4 299.1 -35.3 280 .066 3 .137 .059 ---------------------------------------------------------------------------------------------------- 37 050304 B10 10940.85 -.003 .002 1.0165 .381 251.9 40.9 340 .093 -15 .146 .049 ---------------------------------------------------------------------------------------------------- 38 051121 B10 10820.28 .07 .009 1.026 .685 227.9 -10 307.6 .108 108 .329 .025 ---------------------------------------------------------------------------------------------------- 39 060109 B10 11011.9 .051 0 1.0157 .221 376.6 95.7 346.9 -.021 57 .116 .067 ---------------------------------------------------------------------------------------------------- 40 061214 B10 12416.76 -.002 -.002 1.0109 .193 343.4 -30.9 316.3 .075 54 .265 .076 ---------------------------------------------------------------------------------------------------- 41 070712 B10 13861.73 .006 0 1.0244 .5 283.5 189.4 255.4 .035 25 .098 .102 ---------------------------------------------------------------------------------------------------- 42 101104 B10 11434.84 .12 .038 1.0289 .501 358.5 106.4 348.1 .112 4 .33 .071 ---------------------------------------------------------------------------------------------------- 43 120118 B10 12578.95 .043 0 1.0235 .69 553.5 46.5 553.5 .125 95 .115 .096 ---------------------------------------------------------------------------------------------------- 44 120314 B10 13194.1 -.005 0 1.0188 .295 129.3 -147.1 129.3 .069 -24 .245 .1 ---------------------------------------------------------------------------------------------------- 45 130122 B10 13712.21 .107 0 1.0258 .411 460.6 57.3 460.6 .263 12 .155 .021 ---------------------------------------------------------------------------------------------------- 46 131113 B10 15821.63 .043 .005 1.015 .5 231 133 231 .179 6 .124 .023 ---------------------------------------------------------------------------------------------------- Buy B10s: 1928-2013 Number of Trades = 46 Avg.Gain = .117 Avg.Paper Loss = .0089 Avg.LAST/21DMA = 1.03 Avg.Ann.Roc. = 1.087 Avg.PI = 184.7 AVG.PI Change = 27.5 AVG.Adj.PI = 356.0 AVG.IP21 = .130 AVG.V-I = 51.7 AVG.OBV-Pct = .290 AVG.65-dPctCh. = .054
Buy B10s: 1965-2013 Number of Trades = 27 Avg.Gain = .077 Avg.Paper Loss = .007 Avg.LAST/21DMA = 1.03 Avg.Ann.Roc. = .019 Avg.PI = 239.8 AVG.PI Change = 35.0 AVG.Adj.PI = 324.1 AVG.IP21 = .113 AVG.V-I = 23.8 AVG.OBV-Pct = .268 AVG.65-dPctCh. = .054
Buy B10s: 1984-2013 Number of Trades = 19 Avg.Gain = .085 Avg.Paper Loss = .008 Avg.LAST/21DMA = 1.028 Avg.Ann.Roc. = .026 Avg.PI = 264.9 AVG.PI Change = 38.2 AVG.Adj.PI = 300.2 AVG.IP21 = .100 AVG.V-I = 28.7 AVG.OBV-Pct = .207 AVG.65-dPctCh.= 5.93684210526316E-02
Buy B10s: 2000-2013 Number of Trades = 5 Avg.Gain = .062 Avg.Paper Loss = .020 Avg.LAST/21DMA = 1.02 Avg.Ann.Roc. = .1 Avg.PI = 346.6 AVG.PI Change = 39.2 AVG.Adj.PI = 344.5 AVG.IP21 = .1496 AVG.V-I = 18.6 AVG.OBV-Pct = .194 AVG.65-dPctCh. = .0622