Greed and Fear - Daily trading signals based on mathematics and software, no opinion, no emotion, no ego.

The Greed and Fear indicator really started at the end of September 2010. From there on the direction of the indicator was released on a daily basis.

These last 3 months of 2010 have been extremely difficult for the indicator to analyse. The net result is almost zero, where the S&P 500 index made a nice gain of 132 points. During these months a plain and simple EFT would have done a better job than the indicator. In the chart you will see that the S&P 500 (blue line) closes the year above the G&F indicator (orange line).

For a detailed explanation about how the results are calculated, there's more: How do the daily signals add up? 

 

 

Date S&P 500 S&P 500 daily change S&P 500 daily cumulative G&F indicator G&F daily result G&F daily result cumulative G&F cumulative
15-09-2010 1125,07 0,00 0,00 N/A 0,00 0,00 1125,07
16-09-2010 1124,66 -0,41 -0,41 G -0,41 -0,41 1124,66
17-09-2010 1125,59 0,93 0,52 G 0,93 0,52 1125,59
20-09-2010 1142,71 17,12 17,64 G 17,12 17,64 1142,71
21-09-2010 1139,78 -2,93 14,71 G -2,93 14,71 1139,78
22-09-2010 1134,28 -5,50 9,21 G -5,50 9,21 1134,28
23-09-2010 1124,83 -9,45 -0,24 ? 0,00 9,21 1134,28
24-09-2010 1148,67 23,84 23,60 F -22,50 -13,29 1111,78
27-09-2010 1142,16 -6,51 17,09 G -6,51 -19,80 1105,27
28-09-2010 1147,70 5,54 22,63 G 5,54 -14,26 1110,81
29-09-2010 1144,73 -2,97 19,66 G -2,97 -17,23 1107,84
30-09-2010 1141,20 -3,53 16,13 ? 0,00 -17,23 1107,84
01-10-2010 1146,24 5,04 21,17 F -5,04 -22,27 1102,80
04-10-2010 1137,03 -9,21 11,96 F 9,21 -13,06 1112,01
05-10-2010 1160,75 23,72 35,68 G 23,72 10,66 1135,73
06-10-2010 1159,97 -0,78 34,90 F 0,78 11,44 1136,51
07-10-2010 1158,06 -1,91 32,99 G -1,91 9,53 1134,60
08-10-2010 1165,15 7,09 40,08 G 7,09 16,62 1141,69
11-10-2010 1165,32 0,17 40,25 G 0,17 16,79 1141,86
12-10-2010 1169,77 4,45 44,70 G 4,45 21,24 1146,31
13-10-2010 1178,10 8,33 53,03 ? 0,00 21,24 1146,31
14-10-2010 1173,81 -4,29 48,74 G -4,29 16,95 1142,02
15-10-2010 1176,19 2,38 51,12 G 2,38 19,33 1144,40
18-10-2010 1184,71 8,52 59,64 G 8,52 27,85 1152,92
19-10-2010 1165,90 -18,81 40,83 G -18,81 9,04 1134,11
20-10-2010 1178,17 12,27 53,10 F -12,27 -3,23 1121,84
21-10-2010 1180,26 2,09 55,19 G 2,09 -1,14 1123,93
22-10-2010 1183,08 2,82 58,01 F -2,82 -3,96 1121,11
25-10-2010 1185,62 2,54 60,55 F -2,54 -6,50 1118,57
26-10-2010 1185,64 0,02 60,57 F -0,02 -6,52 1118,55
27-10-2010 1182,45 -3,19 57,38 F 3,19 -3,33 1121,74
28-10-2010 1183,78 1,33 58,71 F -1,33 -4,66 1120,41
29-10-2010 1183,26 -0,52 58,19 N/A 0,00 -4,66 1120,41
01-11-2010 1184,38 1,12 59,31 G 1,12 -3,54 1121,53
02-11-2010 1193,57 9,19 68,50 G 9,19 5,65 1130,72
03-11-2010 1197,96 4,39 72,89 G 4,39 10,04 1135,11
04-11-2010 1221,06 23,10 95,99 G 23,10 33,14 1158,21
05-11-2010 1225,85 4,79 100,78 ? 0,00 33,14 1158,21
08-11-2010 1223,25 -2,60 98,18 F 2,60 35,74 1160,81
09-11-2010 1213,40 -9,85 88,33 G -9,85 25,89 1150,96
10-11-2010 1218,71 5,31 93,64 G 5,31 31,20 1156,27
11-11-2010 1213,54 -5,17 88,47 F 5,17 36,37 1161,44
12-11-2010 1199,21 -14,33 74,14 G -14,33 22,04 1147,11
15-11-2010 1197,75 -1,46 72,68 F 1,46 23,50 1148,57
16-11-2010 1178,34 -19,41 53,27 G -19,41 4,09 1129,16
17-11-2010 1178,59 0,25 53,52 F -0,25 3,84 1128,91
18-11-2010 1196,69 18,10 71,62 F -18,10 -14,26 1110,81
19-11-2010 1199,73 3,04 74,66 F -3,04 -17,30 1107,77
22-11-2010 1197,84 -1,89 72,77 G -1,89 -19,19 1105,88
23-11-2010 1180,73 -17,11 55,66 F 17,11 -2,08 1122,99
24-11-2010 1198,35 17,62 73,28 F -17,62 -19,70 1105,37
26-11-2010 1189,40 -8,95 64,33 G -8,95 -28,65 1096,42
29-11-2010 1187,76 -1,64 62,69 G -1,64 -30,29 1094,78
30-11-2010 1180,55 -7,21 55,48 G -7,21 -37,50 1087,57
01-12-2010 1206,07 25,52 81,00 G 25,52 -11,98 1113,09
02-12-2010 1221,53 15,46 96,46 G 15,46 3,48 1128,55
03-12-2010 1224,71 3,18 99,64 G 3,18 6,66 1131,73
06-12-2010 1223,12 -1,59 98,05 G -1,59 5,07 1130,14
07-12-2010 1223,75 0,63 98,68 F -0,63 4,44 1129,51
08-12-2010 1228,28 4,53 103,21 G 4,53 8,97 1134,04
09-12-2010 1233,00 4,72 107,93 G 4,72 13,69 1138,76
10-12-2010 1240,40 7,40 115,33 F -7,40 6,29 1131,36
13-12-2010 1240,46 0,06 115,39 G 0,06 6,35 1131,42
14-12-2010 1241,59 1,13 116,52 G 1,13 7,48 1132,55
15-12-2010 1235,23 -6,36 110,16 G -6,36 1,12 1126,19
16-12-2010 1242,87 7,64 117,80 ? 0,00 1,12 1126,19
17-12-2010 1243,91 1,04 118,84 G 1,04 2,16 1127,23
20-12-2010 1247,08 3,17 122,01 G 3,17 5,33 1130,40
21-12-2010 1254,60 7,52 129,53 F -7,52 -2,19 1122,88
22-12-2010 1258,84 4,24 133,77 G 4,24 2,05 1127,12
23-12-2010 1256,77 -2,07 131,70 N/A 0,00 2,05 1127,12
27-12-2010 1257,54 0,77 132,47 N/A 0,00 2,05 1127,12
28-12-2010 1258,51 0,97 133,44 N/A 0,00 2,05 1127,12
29-12-2010 1259,78 1,27 134,71 N/A 0,00 2,05 1127,12
30-12-2010 1257,88 -1,90 132,81 N/A 0,00 2,05 1127,12
31-12-2010 1257,64 -0,24 132,57 N/A 0,00 2,05 1127,12
               
Date S&P 500 S&P 500 daily change S&P 500 daily cumulative G&F indicator G&F daily result G&F daily result cumulative G&F cumulative