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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 |
Short is for aggressive traders only. |
| ST Model |
03/22 S |
1.9*ATR(10) |
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| Short-term |
UP |
03/18 Low
03/11 High |
I hold both long and short overnight. The short position is trapped. |
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SHORT-TERM: NO CONCLUSION, BEARS ARE NOT OVER YET
今天没有结论，看明天吧。大盘感觉很牛，我的印象是这种低开低走然后强烈反转收绿的情况后续都是很牛的，但是今天的图形可以做两种解释，还无法说明熊熊已经完蛋了，因此看明天吧。操作上，由于现在short-term是uptrend，因此我优先考虑的是buy dip。
我知道，肯定会有人问，明天要是又涨的话，是不是以后就不会有lower low了呢？下面的图是我今后两天重点注意的地方，牛牛要证明自己的话，需要在2天内上破SPX 1325才行，否则，根据n vs n rule，这依然是个sellable bounce。
今天有个比较特别的地方就是ISEE Indices & ETFs Only Index非常低，小于30，不过，我没看出来最近有什么edge，去年倒是可能意味着顶部。
今天另一个比较特别的地方也是ISEE Equities Only Index大于200，这个数值并没有设么特别，但是和今天的ISEE Indices & ETFs Only Index比，分歧就显得比较大了，散户在狂买equity call的同时大量买入index put。下面的图，我也没看出来最近有啥edge，虽然去年也是意味着顶部。
INTERMEDIATE-TERM: BULLISH IN 3 TO 6 MONTHS
Combine the study mentioned in 02/23 Market Recap and 03/11 Market Recap, I still believe that 02/18 high will be revisited.
SEASONALITY: BEARISH THE NEXT WEEK
According to Stock Trader’s Almanac:
- Week after Triple Witching, Dow down 15 of last 23, but rallied 4.9% in 2000, 3.1% in 2007 and 6.8% in 2009.
- March historically weak later in the month.
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 2011-3-23 04:43 PM
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变色卡
发表于 2011-3-23 04:45 PM
发表于 2011-3-23 04:51 PM
