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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) |
*Stopped out of short position with loss. No long position 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: MORE PUSH UP AHEAD
两点说明:
- 可能明天会有pullback,不确定,比较确定的是应该还没有涨完,所以操作上我会at least buy the very first pullback。
- 维持03/25 Market Recap的判断,03/16 lows最终会去的,不过已经不敢说是否一定是在new high前去了。
先说没有涨完的理由。主要是今天的上涨幅度比较大,因此对于SPX,3 push up pattern肯定是不成立了,还需要一次pullback后测试前高的过程,才有可能会有比较大的pullback。而为什么说明天可能会有pullback呢?因为对于QQQ,已经完成了典型的3 push up,所以明天pullback的可能比较大,这会拖累SPX。
另一个没有涨完的理由是,INDU又higher high了。这个,顺便说,也是我现在不敢说new high前先去测试03/16 lows的理由,因为INDU只要稍稍加点力就new high了,如果这样的话,SPX可能会先new high。
下面的图是明天可能会pullback的理由,不是很充分,但是有趣,所以了解一下吧。一般规律,上涨的动能会越来越弱的。从图上看,03/16到03/21的上升波,3天走了51点,03/23到03/25的上升波,3天走了35点,35 / 51 = 0.68,03/29到03/30的上升波,2天走了26点,26 / 35 = 0.74,已经超过前一次0.68的比例了,所以我猜,至少今天high已经in了,既使明天长,可能也不会higher high了。
关于维持03/16 lows最终会去的判断,主要理由还是9 down vs 10 up,牛牛输了,因此这应该还是个sellable bounce,换句话说就是03/16 low不是THE BOTTOM。
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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