No, I have that [mostly?] under control and is [mostly?] modeled. The "year end pump", I don't know if I believe those myths are based on anything other than what I already model. I will know better when I see this again next year, since I only have one data point. What may screw the model is the lack of participants. "Pumps" and manipulations best happen when the cat is away. But note that there is no indication of manipulation whatsoever! Read the post above. POFVF is saying THIS IS WHAT SHOULD HAPPEN! Unfortunately, at least for now, the short term smart money is leading POFVF instead of the other way around When I change the model to adjust the POFVF lookahead based on VIX, I think we start leading again. Since VIX is seasonably low this time of year, it becomes glaringly obvious. Time gets lengthened. The market wants you to win, but you have to descrypt it first. It is like a woman that wants you to figure her out. But the pieces are all there.
http://www.bing.com/videos/watch/vi...ai?cpkey=78c5918a-20f4-4ed9-a3ec-edb8aa656b31||||..art makes a point in here about the dollar at appx the 21 minute mark
http://www.zerohedge.com/news/world...es-bypass-dollar-engage-direct-currency-trade and then there is this scenario
http://www.washingtonpost.com/busin.../25/gIQAn3Y3HP_story.html?tid=pm_business_pop this article says commercial banks still have to create letters of credit for the underlying currency swap changes..looks like you will be chiseling away at the marble some more
I am too lazy to look it up, but I would say the last 3 weeks of the year is about 80% bullish. Go ahead, look it up, prove me wrong. Edit: I looked up the last 15 years, between Dec 10-31 the market raised 10 times, so that is 66%. But if I look at the charts, instead of the numbers, even in 2000, 2007 and 08 there were 4-5% rallies in the last few days, although not necesserily for the whole 3 weeks. So there, that is 12 out of 15, that is about 80%.... No it doesn't. Following the predictions, yes, what you said, no.
SPX, 1253.75. FV, 1060.20. OFV, 1122.23. POFVF, 1223.70. Just and update. Up to five day ahead POFVF values: 1216.2, 1231.2, 1244.2, 1249.2 The five day ahead forecast is locked on.
SPX, 1249.64. FV, 1055.20. OFV, 1115.52. POFVF, 1215.70. POFVF values: 1209.2, 1222.2, 1227.2, 1226.2. An update on how the values went out. Note that POFVF has imploded.
SPX, 1256.79. FV, 1053.72. OFV, 1132.53. POFVF, 1231.22. 5-Day POFVF = 1224.72 : 1237.72 : 1242.72 : 1232.72