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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 |
02/24 S |
N/A |
02/23: Close long and sell short. Short is for aggressive traders only. |
| ST Model |
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*Long if up day the next Monday. The stop loss is 1.9*ATR(10). However, the model could turn into a sell mode within day or two, so may not be a good trade here. |
| Short-term |
DOWN? |
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I hold no position over the weekend. | |
SHORT-TERM: COULD BE A DOWN MONDAY, BUT A LOW OF SOME KIND COULD HAVE BEEN IN
周五的After Bell Quick Summary里，我提了两种可能性，either Shooting Star kissing the broken trend line goodbye or a Head and Shoulders Bottom breakout targeting SPY $131.93。从周末的搜集的信息看，可能Head and Shoulders Bottom比较免强，因此，我目前倾向于down Monday，不过，机会比较大，周五的low，不是the final low (means we’ll see a new high soon)，就是a short-term low (means a rebound will last several days)。
下面的统计是down Monday but a low of some kind could have been in的主要理由，SPX up while BPSPX down 1+，surprisingly经常发生在底部附近。
记得02/23 Market Recap里，我关于no 2.5%+ pullback for 40+ trading days, the 1st 2.5%+ pullback could last 4 weeks then 02/18 highs will be revisited的统计吗？Well，现在pullback size and time很接近average了。
再比较一下March 2009以来几次比较大的2 leg down pullback的size and time，也是现在都差不多了。
还记得03/01 Market Recap里关于Bearish Engulfing的统计吗？一周内neutral，但是2周到4周后就是very bullish，03/01 + 14 = 03/15，正好是下周。
4.1.3 Volatility Index (Weekly), 2 Doji + 1 Shooting Star，VIX weekly looks bearish，这个应该是说SPX要反弹。
Rydex Beta Chase Index，散户is way too bearish，这往往意味着一个重要的底部。
最后还记得03/10 Market Recap里关于impulse down and price overlap的corrective down的比较吗？Still I don’t see any impulse push down，因此这一轮下跌能走多远，实在是个疑问。
以上说了一大堆，总之一个意思，就是牛牛很有希望。但是，有一个地方要注意，就是20 day buy-to-open PC/Ratio。这个图，最近三次都准确的抓住了顶部和底部，现在的问题是，pullback是否要等这个图的红线跌到2.5 to 3.0才有可能结束，这就是说，还有的跌？我不sure，因为longer history这个图并不总是工作，只是最近几次工作的非常好。
INTERMEDIATE-TERM: COULD NOT BE VERY BRIGHT
Intermediate-term，我还是维持03/04 Market Recap的forecast，可能会有big pullback，主要理由是OEX Open Interest Ratio too high，这可能是2个月内的事情，因为统计上，似乎3到6个月以后很牛。
下面的统计是说，longer time frame，3到6个月以后，很牛。Info only，我是看不了那么远的。
SEASONALITY: BULLISH MONDAY
According to Stock Trader’s Almanac:
- Monday before March Triple Witching, Dow up 17 of last 23.
- March Triple Witching Day mixed last 10 years, Dow down 3 of last 4.
For March seasonality chart please refer to 03/01 Market Recap.
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.
- * = New update; Blue Text = Link to a chart in my public chart list.
- UP = Intermediate-term uptrend. Set when weekly buy signal is triggered.
- DOWN = Intermediate-term downtrend. Set when weekly sell signal is triggered.
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狗仔卡
发表于 2011-3-12 09:45 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2011-3-12 09:49 PM
发表于 2011-3-12 10:11 PM
