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Daily Quant | 2013 | November
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2013 November

The Globe at a Glance: Friday, November 29, 2013

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The Globe

No countries switched from negative YTD to positive. No countries changed from positive to now negative YTD. Last week, Russia had the largest loss with a loss of -3.01%. Taiwan saw the largest gain across the globe with a gain of 3.45%. The average change last week was 0.35%.

The Global Markets

GlobalMarkets_2013-11-01  
Country Ticker Name YTD Last Quarter Last Week
Australia EWA Australia Index MSCI Ishares 0.88% 11.91% -1.44%
EWAS Australia Smallcap Index Fund MSCI Ishares -14.36% 15.70% -2.75%
Austria EWO Austria Investable Mkt Idx MSCI Ishares 11.32% 18.98% 0.40%
Belgium EWK Belgium Investable Mkt Idx MSCI Ishares 16.25% 13.00% 1.96%
Brazil EWZ Brazil Index MSCI Ishares -16.07% 9.23% -2.45%
EWZS Brazil Smallcap Index MSCI Ishares -27.23% 4.38% -2.79%
Canada EWC Canada Index MSCI Ishares 2.43% 8.26% -1.22%
EWCS Canada Smallcap Index Fund MSCI Ishares -2.84% 9.61% -1.72%
Chile ECH Chile Investable Mkt Idx MSCI Ishares -24.91% -6.73% -0.04%
China ECNS China Smallcap Index MSCI Ishares 14.16% 8.30% 0.99%
FCHI FTSE China [Hk Listed] Index Ishares 3.22% 12.18% 0.95%
FXI FTSE China 25 Index Fund Ishares -0.79% 14.02% 0.43%
MCHI China Index MSCI Ishares 2.85% 12.70% 1.07%
Denmark EDEN Denmark Capped Investable Mkt Idx Fd MSCI Ishare 35.18% 17.96% 2.83%
Finland EFNL Finland Cp Investable Mkt Indx Fund MSCI Ishares 29.65% 23.89% -0.44%
France EWQ France Index MSCI Ishares 18.40% 15.32% 0.50%
Germany EWG Germany Index MSCI Ishares 23.77% 12.59% 2.14%
EWGS Germany Smallcap Index Fund MSCI Ishares 30.67% 14.88% 2.30%
Hong Kong EWH Hong Kong Index MSCI Ishares 6.85% 9.33% 0.53%
EWHS Hong Kong Smallcap MSCI Ishares 21.56% 10.47% 1.89%
India INDA India Index Fund MSCI Ishares -8.92% -5.07% 1.66%
INDY S&P India Nifty 50 Index Ishares -8.63% -5.78% 2.71%
Indonesia EIDO Indonesia Invstble Mkt Idx MSCI Ishares -23.63% -24.32% -2.20%
Ireland EIRL Ireland Cppd Invstb Mkt Idx MSCI Ishares 41.37% 15.53% 0.65%
Israel EIS Israel Cap Invest Mkt Index MSCI Ishares 15.08% 7.80% 1.45%
Italy EWI Italy Index MSCI Ishares 13.98% 19.56% 0.13%
Japan EWJ Japan Index MSCI Ishares 23.69% 6.24% -0.82%
ITF S&P/Topix 150 Index Ishares 22.97% 6.02% -0.61%
SCJ Japan Smallcap Index MSCI Ishares 22.98% 11.22% -1.03%
Malaysia EWM Malaysia Index MSCI Ishares 4.10% -3.28% 0.70%
Mexico EWW Mexico Investable Mkt Idx MSCI Ishares -4.69% -2.07% 1.85%
Netherlands EWN Netherlands Invstbl Mkt Idx MSCI Ishares 23.21% 14.42% 0.72%
New Zealand ENZL New Zealand Invstb Mkt Idx MSCI Ishares 9.77% 14.67% -2.37%
Norway ENOR Norway Capped Investable Mkt Idx Fd MSCI Ishares 5.57% 8.08% 0.66%
Peru EPU All Peru Capped Index MSCI Ishares -30.88% -4.45% 1.21%
Philippines EPHE Philippines Invstb Mkt Idx MSCI Ishares -3.13% -6.14% 3.21%
Poland EPOL Poland Investable Mkt Index MSCI Ishares 6.45% 17.76% -0.57%
Russia ERUS Russia Capped Index MSCI Ishares -10.02% 12.55% -3.01%
Singapore EWS Singapore Index MSCI Ishares -0.80% 4.38% 0.00%
EWSS Singapore Smallcap Fund MSCI Ishares -6.30% 5.56% -1.13%
South Africa EZA South Africa Index MSCI Ishares -10.34% 8.20% 0.28%
South Korea EWY South Korea Index MSCI Ishares 2.65% 15.60% 2.52%
Spain EWP Spain Index MSCI Ishares 24.42% 25.50% 1.65%
Sweden EWD Sweden Index MSCI Ishares 13.91% 14.89% 0.91%
Switzerland EWL Switzerland Index MSCI Ishares 20.45% 9.18% 0.09%
Taiwan EWT Taiwan Index MSCI Ishares 5.58% 4.66% 3.45%
Thailand THD Thailand Invest Mkt Index MSCI Ishares -11.03% -4.95% 0.45%
Turkey TUR Turkey Invest Mkt Index MSCI Ishares -16.11% -7.14% -0.88%
United Kingdom EWU United Kingdom Index MSCI Ishares 14.33% 11.10% 0.24%
EWUS United Kingdom Smallcap Index Fund MSCI Ishares 31.88% 16.39% 2.65%
United States IVV S&P 500 Index Ishares 27.13% 4.99% 0.07%
 

The Daily: Friday, November 29, 2013

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2013-11-27.2

End of the month and the end of the year begins….

Wednesday’s action was very lack luster. But by the end of the session, the market got some traction and began to move back toward the highs to close with yet another historic high. The configuration continues to suggest that the market should move into the projected range for this week between the 1812/1820 levels. While it is likely to be quiet due to the shortened session following the Thanksgiving holiday, the bias should be clearly up. Since today is a monthly close as well as a weekly close, the prices today will affect the intermediate and long term trends.  A close today above the 1808.85 level will signal a continuation of the trend into next week. From a long term perspective, a close above the 1800 level will confirm a move toward the upward targets of the 1875/1904 levels over the next two to three months. A close today below the 1800 level would indicate a consolidation phase for the next 3 to 5 sessions. However, there is only a 30 percent probability for this to occur. The markets should open higher. A higher close is expected as long as the market remains above the 1800.35 level today.

Today’s Key Levels

RX 1814.15
R3 1812.50
R2 1810.70
Resistance R1 1808.85
Prior Close   1807.23 +4.48
Support S1 1805.60
S2 1803.80
S3 1801.95
SX 1800.35

The Daily: Wednesday, November 27, 2013

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2013-11-26.2

Have a great Thanksgiving! Market action looks to be flat as the holiday begins.

Yesterday’s action traded in a tight range while making a new high by a few cents.  The news that came out had a positive effect for the most part which helped to keep a bid in the market until the last hour.  Just like Monday, the late session sell off left the market to close near the low of the session.  The configuration suggests that if the 1800.75 level is penetrated, then a decline toward the 1796.30/1794.30 levels will unfold.  A further penetration of the 1794.30 level would suggest a decline toward the 1788.30/1784.60 levels. However, there is only a 30 percent probability for this to occur. The market will have a chance to rally early in the session but as the day moves on the volume is likely to dry up as we enter into holiday mode. The markets should open lower. A lower close is expected as long as the market remains below the 1804.70 level today.

Today’s Key Levels

RX 1811.20
R3 1809.20
R2 1806.75
Resistance R1 1804.75
Prior Close   1802.75 +0.27
Support S1 1800.75
S2 1798.75
S3 1796.30
SX 1794.30

Лучшие Казино

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Лучшие Казино

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The Daily: Tuesday, November 26, 2013

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2013-11-25.2

Yesterday’s action was able to render a new intra-day high for the sequence but retraced to close slightly lower on the session. The next two sessions have the most possible impact from a fundamental viewpoint as there are several reports to be released today and on Wednesday.  With the continuing flattening of the real estate recovery, the Case-Shiller HPI and housing starts will be in focus.  Also, the Consumer Confidence report will have some effect. The configuration suggests that a close above the 1804.95 level will be important to keep the upward momentum rising.  Sessions like yesterday tend to relieve over-bought conditions with minimal downside prices. Should the market continue to hold the 1797.25 level today, then this will set the tone for a further rally on Wednesday. As I mentioned in yesterday’s comments, the target range on the upside for this short week is the 1812/1820 levels. There is a 60 percent probability for this zone to be reached. The markets should open higher. A higher close is expected as long as the market remains above the 1797.25 level today.

Today’s Key Levels

RX 1812.90
R3 1810.45
R2 1807.70
Resistance R1 1804.95
Prior Close   1802.48 -2.28
Support S1 1800.00
S2 1797.25
S3 1794.50
SX 1792.05

Weekly Research: Monday, November 25, 2013

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2013-07-22 Major Markets

Major Markets

Major Markets Ticker ER Ratio Last Close Entry Date Entry Price GainsLoss
MSCI EAFE Index EFA 513.021 66.15 2012-07-02 50.13 31.96%
MSCI Emerging Markets Index EEM 195.501 42.05 2013-09-09 40.39 4.11%
S&P 500 Index SPY 148.779 180.81 2013-01-28 150.33 20.28%
S&P MidCap 400 Index MDY 219.335 238.2 2013-01-07 191.44 24.43%
S&P SmallCap 600 Index IJR 114.54 106.53 2012-12-24 77.98 36.61%
 

2013-07-22 The Globe

 

The Globe

Country Ticker Name ER Ratio Last Close Entry Date Entry Price GainsLoss
Australia EWA Australia Index MSCI Ishares 112.21 25.73 2013-09-30 25.28 1.78%
EWAS Australia Smallcap Index Fund MSCI Ishares 18.35 21.47 2013-09-16 22.12 -2.94%
Austria EWO Austria Investable Mkt Idx MSCI Ishares 143.98 20.17 2013-08-12 18.27 10.40%
Belgium EWK Belgium Investable Mkt Idx MSCI Ishares 119.35 15.79 2012-07-02 11.53 36.95%
Brazil EWZ Brazil Index MSCI Ishares 248.09 48.13 2013-09-16 47.54 1.24%
EWZS Brazil Smallcap Index MSCI Ishares 43.82 20.81 0.00
Canada EWC Canada Index MSCI Ishares 105.13 29.45 2013-08-19 27.94 5.40%
EWCS Canada Smallcap Index Fund MSCI Ishares 1.58 23.32 2013-08-23 22.67 2.87%
Chile ECH Chile Investable Mkt Idx MSCI Ishares 127.66 47.51 2013-09-23 51.66 -8.03%
China ECNS China Smallcap Index MSCI Ishares 81.49 46.45 2013-09-09 42.75 8.66%
FCHI FTSE China [Hk Listed] Index Ishares 129.55 50.77 2013-08-19 45.84 10.76%
FXI FTSE China 25 Index Fund Ishares 219.81 39.96 0.00
MCHI China Index MSCI Ishares 142.23 49.35 2013-08-19 44.92 9.86%
Denmark EDEN Denmark Capped Investable Mkt Idx Fd MSCI Ishare 658.75 42.04 2013-08-19 39.33 6.89%
Finland EFNL Finland Cp Investable Mkt Indx Fund MSCI Ishares 263.92 34.08 2013-08-19 28.94 17.76%
France EWQ France Index MSCI Ishares 106.48 27.79 2013-08-05 25.80 7.71%
Germany EWG Germany Index MSCI Ishares 107.27 29.93 2013-08-05 26.63 12.39%
EWGS Germany Smallcap Index Fund MSCI Ishares 64.67 39.15 2013-08-19 35.78 9.42%
Hong Kong EWH Hong Kong Index MSCI Ishares 168.63 20.64 0.00
EWHS Hong Kong Smallcap MSCI Ishares 502.34 31.82 2013-09-03 29.43 8.12%
India INDA India Index Fund MSCI Ishares 88.22 23.50 2013-10-14 24.39 -3.65%
INDY S&P India Nifty 50 Index Ishares 47.58 22.16 0.00
Indonesia EIDO Indonesia Invstble Mkt Idx MSCI Ishares 86.83 23.63 0.00
Ireland EIRL Ireland Cppd Invstb Mkt Idx MSCI Ishares 7.72 35.24 2012-09-10 22.07 59.67%
Israel EIS Israel Cap Invest Mkt Index MSCI Ishares 204.76 47.53 2013-09-23 45.80 3.78%
Italy EWI Italy Index MSCI Ishares 131.82 15.31 2013-08-12 13.55 12.99%
Japan EWJ Japan Index MSCI Ishares 151.48 12.16 2012-12-31 9.66 25.88%
ITF S&P/Topix 150 Index Ishares 81.29 52.52 2013-11-04 50.88 3.22%
SCJ Japan Smallcap Index MSCI Ishares 60.43 55.15 2013-10-21 55.98 -1.48%
Malaysia EWM Malaysia Index MSCI Ishares 720.51 15.64 2013-09-23 15.63 0.06%
Mexico EWW Mexico Investable Mkt Idx MSCI Ishares 180.47 66.00 2013-11-18 66.80 -1.20%
Netherlands EWN Netherlands Invstbl Mkt Idx MSCI Ishares 78.17 25.09 2013-07-22 22.57 11.17%
New Zealand ENZL New Zealand Invstb Mkt Idx MSCI Ishares 100.00 38.88 2013-09-23 38.28 1.57%
Norway ENOR Norway Capped Investable Mkt Idx Fd MSCI Ishares 217.79 30.52 2013-09-16 30.02 1.67%
Peru EPU All Peru Capped Index MSCI Ishares 195.21 31.33 0.00
Philippines EPHE Philippines Invstb Mkt Idx MSCI Ishares 165.74 32.42 0.00
Poland EPOL Poland Investable Mkt Index MSCI Ishares 208.73 31.71 2013-07-22 26.48 19.75%
Russia ERUS Russia Capped Index MSCI Ishares 74.58 21.94 2013-08-26 20.30 8.08%
Singapore EWS Singapore Index MSCI Ishares 248.59 13.58 0.00
EWSS Singapore Smallcap Fund MSCI Ishares 61.44 28.42 0.00
South Africa EZA South Africa Index MSCI Ishares 125.23 64.00 2013-08-12 61.37 4.29%
South Korea EWY South Korea Index MSCI Ishares 101.26 63.43 2013-08-26 55.99 13.29%
Spain EWP Spain Index MSCI Ishares 108.61 37.04 2013-08-05 31.64 17.07%
Sweden EWD Sweden Index MSCI Ishares 191.04 34.09 0.00
Switzerland EWL Switzerland Index MSCI Ishares 208.73 32.25 2012-09-04 23.75 35.79%
Taiwan EWT Taiwan Index MSCI Ishares 84.73 13.90 2013-09-03 13.84 0.43%
Thailand THD Thailand Invest Mkt Index MSCI Ishares 554.09 73.06 0.00
Turkey TUR Turkey Invest Mkt Index MSCI Ishares 928.25 56.52 0.00
United Kingdom EWU United Kingdom Index MSCI Ishares 178.86 20.46 2013-07-22 18.95 7.97%
EWUS United Kingdom Smallcap Index Fund MSCI Ishares 152.17 39.25 2013-07-15 34.35 14.27%
United States IVV S&P 500 Index Ishares 195.51 181.84 2013-04-08 156.01 16.56%
 

2013-07-22 Commodities Comparison

Commodities

Commodity Ticker ER Ratio Last Close Entry Date Entry Price GainsLoss
Gold GLD 200.895 119.92 2013-09-03 135.43 -11.45%
Oil OIL 260.146 22.21 0
Silver SLV 108.206 19.13 2013-08-19 22.42 -14.67%

2013-07-22 Diversified Assets

Diversified Assets

Mutual Fund Ticker ER Ratio Last Close Entry Date Entry Price GainsLoss
Commodities Broad Basket DXCLX 119.508 59.07 2013-09-03 52.19 13.18%
Diversified Emerging Mkts GBFAX 292.287 14.07 2013-10-21 14.12 -0.35%
Foreign Large Value FIVLX 205.029 9.04 2013-09-16 8.58 5.36%
Foreign Small/Mid Value QUSOX 495.944 11.73 2013-10-14 11.35 3.35%
Global Real Estate FIRAX 132.544 10.27 2013-10-21 10.58 -2.93%
Large Blend PIXAX 578.933 7.16 2013-07-15 6.566 9.05%
Large Growth IWIRX 105.532 29.37 2012-09-10 20.275 44.86%
VHCAX 160.95 108.4 2012-09-10 74.285 45.92%
Large Value CAMAX 198.61 15.5 2012-12-24 10.88 42.46%
SFLNX 222.912 14.08 2013-11-11 13.83 1.81%
Real Estate KSRAX 238.981 27.51 0
Small Blend FSCRX 171.075 31.87 2012-09-10 21.658 47.15%
  2013-11-25 Sector Exposure 2013-11-25 Fund Exposure One of the new developments that we have made within the VPM Labs are the Sector and Fund Investment Exposure Charts. These charts are designed to provide a high level view of the current Long positions and any new Buys and Sells in term of percentage of that category. The Opt. Weekly Sector Investment Exposure charts shows the percentage of all stocks within each sector that are Long in addition to the percentage of new Buys and Sells this week using the current mapped Optimized Weekly Trade Systems. The Opt. Weekly Fund Investment Exposure Chart details the current Mutual Fund investment exposure by Investment Group and Category. This is a look at all Funds in our system across all shares classes to provide a comprehensive view of the current investment exposure in each of the investment categories that are represented in your Mutual Fund portfolios.  

The Weekly Brief: Monday, November 25, 2013

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Market Overview

YTD Performance 2013-11-25 YTD S&P 500 Pacing 2013-11-25 SPPacing

Market continues to climb the wall of worry!

As this week begins we are due to open in historic territory again. While many are talking about a market bubble, the markets continue to advance. This week is a holiday shortened week with most expectations for a lower volume or less participation but this may not be the case until Wednesday.  The Thanksgiving week through year end is usually positive as the year winds down.  Market participants seem to be optimistic in spite of the so called bubble talk around the street. The beauty of this rally is that it has been recycling as it has been going up. In other words, the 5 to 8 sessions of sidewise trading relieves the overbought condition and the markets move higher. This has been the case for the past several months.  As I mentioned in last week’s comments, the market was acting as it has done at previous psychological resistance levels trading sidewise around the 1600, 1700 level now the close at 1804.76 on Friday has signaled the continuation of the trend. There is a fair amount of news coming out on Tuesday and Wednesday ahead of the holiday break. This may be enough to keep a solid bid in the market to move higher this week. The VPM Database continues to be very bullish as it is at 75.71 percent bullish with only about 50 percent of the duration and only 40 percent of the expected return realized.  As I have discussed over the past several weeks, this suggests that this rally is likely to continue into Q1 of 2014. Most market participants don’t have a perspective that those of us with a quantitative view of the markets have. This is certainly one of the benefits of being able to monitor over 18,000 individual trends and compile them into a market perspective like VPM can. This is a huge advantage in understanding the internals of the trends. Most use the indices and a few other factors. This is the edge that VPM gives us. This is why over the past couple of months the analysis has become more bullish. Remember there have been nearly 6400 new trades put on by VPM since 9-16 with a huge tranche on 10-21 and 10-28. The effects of these new buys have caused the duration of the trend to recycle as the 6400 new buys represent nearly 50% of all of the current open trades.  This is the main factor that is driving most of this trend at this time and forecasting the continuation for the market to move higher.

By the Box

YTD Performance
2013-11-25 StyleBoxes1
Performance Divergence
2013-11-25 StyleBoxes2

SP 500 for the week of 11/18/2013

2013-11-25 PriorWeek2013-11-25 PriorWeekLevels

Looking back on last week’s action:

On Monday, the markets began the week on a negative note as the NASDAQ led the market down with a 37 point loss. In fact, all of the high beta names were under pressure giving the illusion that there was more of a broad based move unfolding. The talk on the street that the high beta names had bubble-like valuations similar to the dot com bust. This kept the pressure on the market into the close. Tuesday, the selling continued, pushing the market down for the second consecutive session for the first time in several months. However, the market was able to recover into the close to cut the losses as most market participants were focused on the October FOMC minutes that were going to be released on Wednesday. Wednesday, the market traded in a sidewise pattern early in the session. However, the market changed course following the release of the FOMC meeting minutes. They were viewed as negative and heavy selling emerged as the “taper” talk was the loudest voice. This kept the market under pressure for the balance of the session, finishing near the lows.  The general view was that the Fed didn’t really have anything new in the minutes other than the notion that the fed could pull back on bond purchases in the coming months. Thursday, the market opened higher and never looked back as the buy-the-dip trade was back on. Also, the release of CPI and PPI seemed to support that the Fed wouldn’t need to pull back on its bond purchases any time soon. The bid was huge and ran right up into the close to finish near the highs of the session. Friday, the market opened steady and moved higher throughout the session.  The S&P finished at 1804.76 +0.5%. While the market was able to finish at historic highs, only 4 out of ten sectors finished higher for the week as the rally was selective. The sectors were (+1.7%), healthcare (+1.6%), energy (+0.7%), and industrials (+0.6%). The other big story that is brewing is gold as it continues to decline to the 1243 level. Gold is likely to continue much lower and we could see this market move to the 1000 level early next year. The week ahead will be a shortened week due to the Thanksgiving holiday on Thursday.  So, allow us in advance to wish you a Happy Thanksgiving.

S&P 500 for 11/22/2013

2013-11-22.2 Friday’s action traded through the resistance early in the session at the 1803.00 level, signaling the test of the 1804.70 level. The high for the session was 1804.84 with a close at 1804.76.  The close has signaled that the market will continue toward the 1812/1820 levels with the possibilities of reaching the 1833.35/1835.95 levels. It is critical that the S&P 500 closes above the 1808.10 level today to keep the short term momentum expanding. The critical level on the downside this week is the 1790.70 level. As long as this level holds, the rally will continue. The intermediate chart also surged from a momentum viewpoint. This suggests acceleration to the upside is occurring. This indicates that a rally toward the 1833/1854 levels will unfold as there should be at least 1 to 3 more weeks of higher prices before the next sidewise pattern.  There is a 60 percent probability that a minor high will form between the 1833/1870 levels in the next two weeks. The markets should open flat to higher. A higher close is expected as long as the market remains above the 1797.70 level today.

This Week’s Key Levels

ER 1835.95
R3 1828.60
R2 1820.35
Resistance R1 1812.15
Prior Close   1804.76 +6.58
Support S1 1797.70
S2 1789.20
S3 1780.95
ES 1773.60

Today’s Key Levels

ER 1818.85
R3 1815.55
R2 1811.80
Resistance R1 1808.10
Prior Close   1804.76 +8.91
Support S1 1801.45
S2 1797.70
S3 1794.00
ES 1790.70

Почему Казино Всегда В Плюсе

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Почему Казино Всегда В Плюсе

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