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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 |
*Unofficial buy signal trigged, the model could be in buy mode now. |
ST Model |
03/22 S |
1.9*ATR(10) |
*Primary buy triggered, either cover tomorrow or wait until stopped out.
*No long position should be entered yet.
*Poor performance this year, working on better model, will replace this model soon. |
Short-term |
*UP |
03/23 Low |
I hold partial long position overnight. |
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SHORT-TERM: COULD SEE HIGHER HIGH TOMORROW
五点说明:
- 明天多半会有higher high。涨幅很大的话,我最近提的3 push up pattern就无效了。
- 在没有看到明天大涨特涨之前,继续维持03/25 Market Recap里提到的,在new high之前会先去测试03/16 lows的判断。
- 两个intermediate-term trading model都是buy了,不过有点细节需要解释一下。
- 操作上还是优先考虑buy dip。
- 考虑到以下三个因素,短期赌一下pullback可能可行,不过for aggressive traders only。
为什么说明天多半会有higher high?
由于今天price没有higher high,因此RSI的negative divergence还不成立。
1.2.0 INDU Leads Market,INDU已经higher high了,SPX多半会follow。
为什么认为03/16 lows会去?除了上面第五点里提到的短期bearish因素以外,还因为9 vs 9,牛牛输了。当然,明天要是break above 1332的话,那么这个理由就不成立了。关于n vs n有效性的论证,详见03/25 Market Recap。
今天Non-Stop和SPY ST Model都是buy了,因此officially intermediate-term is up,不过,有两点要说明一下。
- SPY ST Model今年表现相当糟糕,我在03/25 intraday comment里已经提了,会用Cobra Impulse替代这个model,目前Cobra Impulse还在测试中。Cobra Impulse早在03/24就已经是long position了,今天要求收紧stop loss,这也是为什么前面我提到可能短期赌向下有可能可行的附加原因。Cobra Impulse的winning rate可能不会超过SPY ST Model,不过实用性会很强,不会出现说晚上我告诉你,今天盘中该long,然后第二天告诉你已经无法跟了,第三天就stop out的情况了,所有的入口都可以提前一天通知到。
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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