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[技术分析] 03/29/2011 大盘回顾 (Higher High Tomorrow?)

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发表于 2011-3-29 08:13 PM | 显示全部楼层 |阅读模式


  TREND MOMENTUM COMMENT
Long-term 2 of 2 are BUY  
Intermediate 3 of 5 are SELL 5 of 5 are NEUTRAL SPY ST Model in *BUY mode; Non-Stop in *BUY? mode.
Short-term 6 of 6 are NEUTRAL
GANN DAY MOON:SOLAR CYCLE CONCLUSION
04/07-04/11 04/03 : 04/05 04/04-04/13 Next pivot date: 04/04-04/13
BULLISH 09/27 Market Recap: 9 POMO within 20 trading days means 14%+ up in 3 months.
02/23 Market Recap: Pullback could last 4 weeks, then 02/18 highs will be revisited.
03/11 Market Recap: Bullish in 3 to 6 months.
BEARISH 4.0.1 SPX Long-term Trading Signals: Weekly EMA(13) is way too high above weekly EMA(34).
03/18 Market Recap: Could see lower low ahead.
03/25 Market Recap: VIX 18% below MA(10) is bearish in 5 days.
My Thoughts The pullback since 02/22 may last but the 02/18 high will be revisited in 69 calendar days on average.
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.


SHORT-TERM: COULD SEE HIGHER HIGH TOMORROW


五点说明:


  1. 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。
  2. 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。
  3. 两个intermediate-term trading model都是buy了,不过有点细节需要解释一下。
  4. 操作上还是优先考虑buy dip。
  5. 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。


SPY60min.png

 

1.2.0 INDU Leads Market,INDU已经higher high了,SPX多半会follow。


INDULeadsMarket.png

 

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


NvsN.png

 

今天Non-StopSPY ST Model都是buy了,因此officially intermediate-term is up,不过,有两点要说明一下。


  • Non-Stop不是正式的buy,因为NYSI还没有buy,所以谨慎起见,可以等几天。

 

NonStop.png


  • 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。

CobraImpulse.png

 

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:

  1. Last trading day of March, Dow down 11 of last 16, Russell 2000 up 12 of last 16.
  2. 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

TREND COMMENT
QQQQ&Weekly DOWN
IWM & Weekly UP
SSEC & Weekly UP
EEM & Weekly UP
XIU & Weekly UP TOADV MA(10) is way too high.
TLT & Weekly UP
FXE & Weekly UP
GLD & Weekly UP
GDX & Weekly 03/23 L
USO & Weekly UP
XLE & Weekly UP
XLF & Weekly DOWN
IYR & Weekly UP
XLB & Weekly UP
DBA & Weekly DOWN

  1. 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.
  2. * = New update; Blue Text = Link to a chart in my public chart list.
  3. UP = Intermediate-term uptrend. Set when weekly buy signal is triggered.
  4. DOWN = Intermediate-term downtrend. Set when weekly sell signal is triggered.

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发表于 2011-3-29 08:13 PM | 显示全部楼层
sfsfsfs!!!!
回复 鲜花 鸡蛋

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发表于 2011-3-29 08:14 PM | 显示全部楼层
板凳!!!
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发表于 2011-3-29 08:14 PM | 显示全部楼层
摊位招租。。。
回复 鲜花 鸡蛋

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发表于 2011-3-29 08:15 PM | 显示全部楼层
顶.
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发表于 2011-3-29 08:16 PM | 显示全部楼层
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发表于 2011-3-29 08:16 PM | 显示全部楼层
xie xie!
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发表于 2011-3-29 08:17 PM | 显示全部楼层
thanks
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发表于 2011-3-29 08:19 PM | 显示全部楼层
thanks
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发表于 2011-3-29 08:22 PM | 显示全部楼层
谢谢班长,什么地方看COBRA IMPULSE?
回复 鲜花 鸡蛋

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发表于 2011-3-29 08:22 PM | 显示全部楼层
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发表于 2011-3-29 08:24 PM | 显示全部楼层
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发表于 2011-3-29 08:29 PM | 显示全部楼层

Thanks a lot!
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发表于 2011-3-29 08:33 PM | 显示全部楼层
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发表于 2011-3-29 08:35 PM | 显示全部楼层
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发表于 2011-3-29 08:35 PM | 显示全部楼层
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发表于 2011-3-29 08:36 PM | 显示全部楼层
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发表于 2011-3-29 08:39 PM | 显示全部楼层
Cobra 发表于 2011-3-29 21:13
 

              TREND

"当然,明天要是break above 1332的话,那么这个理由就不成立了。"  1332? 应该是1333吧?
回复 鲜花 鸡蛋

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发表于 2011-3-29 08:40 PM | 显示全部楼层
大盘的确很强啊, 不过希望明后天会回调一下, 下个月再冲新高
回复 鲜花 鸡蛋

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发表于 2011-3-29 08:40 PM | 显示全部楼层
thanks
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