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| SPY SETUP |
ENTRY DATE |
STOP LOSS |
INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE.
TRADING PLATFORM: SSO/SDS, UPRO/SPXU |
| Non-Stop |
09/07 L |
N/A |
Partial profits on 09/24. |
| ST Model |
11/23 S |
1.9*ATR(10) |
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| NYMO Sell |
11/12 S |
11/26 High |
*Stopped out flat. Reference only, not meant to be followed. | |
SHORT-TERM: TRADADABLE BOTTOM BUT MAY JUST BE A RETEST OF THE SPX 11/05 HIGHS BEFORE ROLLOVER AGAIN
我在11/29 Market Recap里提到，decisively breakout above SPX 1200，则confirm low was in了。今天we got this much anticipated confirmation，并且有证据表明there’s more upside room。那么同样as mentioned in 11/29 Market Recap，下面就是两种可能：
- Wave 5 up to SPX 1300+.
- Retest the SPX 11/05 highs before rollover again.
Whichever it’ll be depends on whether SPX 11/05 highs could be decisively broken。所以下面的看点是SPX 1227。我个人目前暂时倾向于这是retest the SPX 11/05 highs，理由同样也是在11/29 Market Recap里提到的，put call ratio is way too crazy now。
先说说为什么more upside room ahead。除了今天的After Bell Quick Summary里给出的理由以外(basically it’s law of inertia, neither short huge green bar nor long huge red bar)，从下面的图看，2 Major Accumulation Day within 5 trading days，无一列外，at least都是tradable bottom，如果不是intermediate-term bottom的话。
那么，为什么我目前暂时倾向于这个反弹仅仅是retest the SPX 11/05 highs呢？因为今天的ISEE Equities Only Index疯掉了，readings高达327，换句话说，就是散户call buy to open是put buy to open的三倍，类似的情况出现在今年四月份的顶部，当时ISEE Equities Only Index创下了348的历史纪录。当然，一天的spike也许不说明问题，因此我说“暂时”倾向于这仅仅是个反弹。下面我们重点要关注的就是这个ISEE Equities Only Index or whatever sentiment indicators，如果继续crazy，那么chances are very high，这次反弹只是retest of the SPX 11/05 highs。下面的图是有史以来所有ISEE Equities Only Index >= 260的情况，供参考。
INTERMEDIATE-TERM: 2 MAJOR DISTRIBUTION DAYS WITIN 5 DAYS MEANS MORE PULLBACKS AHEAD
The intermediate-term is in danger of entering a downtrend. See 11/23 Market Recap for more details.
SEASONALITY: MONDAY AND TUESDAY BEARISH, WEDNESDAY (12/01) BULLISH, WHOLE WEEK BEARISH
See 11/26 Market Recap for more details. For November seasonality chart please refer to 11/11 Market Recap for more details.
HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST
- Please make sure you understand how to use the table above. The purpose of this report is to provide info so contradictory signals are always presented.
- Position reported in short-term session of the table above is for short-term model only, I may or may not hold other positions which will not be disclosed.
- Conclusions can be confirmed endlessly, but trading wise, you have to take actions at certain risk level as soon as you feel the confirmation is enough. There’s no way for me to adapt to different risk levels therefore no trading signals will be given in this report except the mechanical signals such as SPY ST Model.
- * = New update; Blue Text = Link to a chart in my public chart list.
- Trading signals in OTHER ETFs table are mechanical signals. See HERE for back test results. 08/31 L, for example, means Long on 08/31.
- UP = Intermediate-term uptrend. Set when I see at least one higher high and higher low on weekly chart.
- DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on weekly chart.
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狗仔卡
发表于 2010-12-1 08:33 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2010-12-1 08:35 PM
发表于 2010-12-1 08:37 PM
,,thanks
