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  
 
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