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Strategies & Market Trends : General market lab and commentary

SPY 683.41

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4:00 PM EST

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From: Robohogs	7/28/2016 9:11:00 AM
	of 668

I have all sorts of half finished files all over my computer. Main issue is updating does require manual effort. I rotate around every 2-4 weeks for most files. I half the time create from scratch for basic quick tables. Anyway, I went back to my AD work and my cum signal for extreme days indicating -10% due over next quarter. I throw that out there because it is there. Looking at XBI though, the cum signal since 2000 is highly negative. The net tick since 2000 is highly negative for some reason. Pretty steady down bottoming in 2009. This is survivors in XBI not dying companies. Weird. Anyway, I converted signal to a rolling 40 day signal - picked out of air (30-40 feels right for recent cycling). Distribution very normal and we sit on ZERO right now, best level for solid returns in all periods moving forward. The -10+% signal btw was residual from the first high post-Brexit. It never got worked off. So reality somewhere in between as time seems to have done the job. Signal looks pretty robust. I will keep folks informed. Jon PS My gut says mkt has been net net calmer recently. This matches. We did never work off last extremes though so that us kinda true too.

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