COMBINATION PEERLESS SELL S9-S12s in Bull
Markets:
1928-2016
(C) 2016 www.tigersoft.com and William
Schmidt, Ph.D.
www.tigersoft.com/Peerless-Research/S9-S12/INDEX.htm
S9-S12s: total 24 earlier cases
Losses and Gains on Shorting DJI on second Sell.
Losses = 3
Gains 4% to +8% = 7
Gains 8% to +12% = 5
Gains 12% to 20% = 2
Gains >20% = 3
Median Gain = > +8%
Paper Losses
None = 7
0% to +1% = 4
1% to +2% = 5
2% to +3% = 4
3% to +4% = 3
4.3% = 1
Date Signal DJI Gain from Paper Selling Loss Short 19290130 S12 312.6 .039 19290201 S9 319.7 .06 0.8% 19290426 S9 314.2 .066 19290430 S12 319.3 .081 2.2% 19290614 S9 313.7 -.047 19290617 S12 319.3 -.029 2.9% 19290828 S12 372.1 .436 19290903 S9 381.2 .45 none 19340404 S12 103.2 .11 19340412 S9 104.8 .124 1.7% -------------------------------------------------------------------------- 19340821 S9 92.6 .036 19340821 S12 92.6 .036 3.1% 19340927 S9 93.4 -.02 19341005 S12 92.9 -.026 2.6% 19380107 S9 128.2 .039 19380114 S12 131.8 .065 none 19380413 S9 114.9 .048 19380419 S12 116.3 .053 none 19561206 S9 492.7 .062 19561206 S12 492.7 .062 1.4% ---------------------------------------------------------------------------- 19590701 S9 650.2 .019 19590701 S12 650.2 .019 4.3% 19660106 S9 985.46 .213 19660106 S12 985.46 .213 1.0% 19710826 S9 906.1 .088 19710831 S12 898.07 .08 3.7% 19720803 S9 947.7 .027 19720804 S12 951.76 .032 2.3% 19730108 S9 1047.86 .114 19730111 S12 1051.7 .118 none --------------------------------------------------------------------------- 19750829 S9 835.34 .048 19750829 S12 835.34 .048 0.4% 19870506 S9 2342.19 .052 19870506 S12 2342.19 .052 none 19870608 S12 2351.64 -.04 19870609 S9 2352.7 -.039 3.9% 19871001 S9 2639.2 .341 19871002 S12 2640.99 .342 none 19980708 S9 9174.97 .168 19980708 S12 9174.97 .168 1.8% 7/17 ---------------------------------------------------------------------------- 19990817 S9 11117.07 .099 19990817 S12 11117.07 .099 1.9% 8/25 20071206 S12 13619.89 .099 20071207 S9 13625.58 .099 0.7% 12/10 20110630 S12 12414.34 .075 20110705 S9 12569.87 .086 1.2% 7/21 20111205 S9 12097.83 .027 20111207 S12 12196.37 .035 none =========================================================================
|