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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 |
*? |
03/23 Low |
I hold long position overnight for speculation play only. |
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SHORT-TERM: 90% CHANCES A GREEN DAY TOMORROW
三点说明:
- 明天有90%的几率收绿。
- 维持03/25 Market Recap提到的,本周会有回调的预期。
- 操作上,今天收盘我已经buy dip了,但明天如果暴跌的话,我会做熊。Long position会持有直到stop loss为止,我的stop loss很大,below 03/23 low。
今天的After Bell Quick Summary里提到了,虽然有可能今天的intraday high是the 3rd push up,不过由于RSI negative divergence不是很明显,因此比较大的几率是明天还有the 3rd push up。
下面的两个证据,既是说明天会有反弹,也是我维持03/25 Market Recap里提到的本周会有pullback的依据。
SPY daily图上今天形成的Bearish Engulfing,统计上讲,明天有90%的几率收绿。不过,稍稍有点bearish in 5 days。
6.5.2b Seasonality – Last Few Days of the Month,注意绿色的箭头,这个图是说,明天收绿的几率很大,但是后天,大后天会比较不好玩。
第三个证据是说短期会有pullback。6.4.3a SPY Bearish Reversal Day Watch,既使是在前一段时间啥bearish信号都不工作的时候都工作得不错,所以应该可信度是比较高的。
最后,回答一下今天After Bell Quick Summary里提到的问题,高达290+的ISEE Equities Only Index是个非常extreme的数字,至少在历史纪录的前10名以内,表明散户过于bullish了,因此我不认为这是bullish的特征。下面的图显示了更糟糕的情况,在散户狂call equities的同时OEX Put Call Ratio也升高,而过去的历史证明了OEX Option Trader通常是正确的,因此again,我不认为 290+的 ISEE Equities Only Index是bullish的特征。
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 03/31, BULLISH 04/01
According to Stock Trader’s Almanac:
- Last trading day of March, Dow down 11 of last 16, Russell 2000 up 12 of last 16.
- Frist trading day in April, Dow up 13 of last 16.
See Friday’s After Bell Quick Summary for seasonality chart for the last 2 and the 1st trading days of 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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