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[技术分析] 03/31/2011 大盘回顾 (Pennant)

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发表于 2011-3-31 07:05 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 *BUY 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 *03/31 L N/A *Beware the winning rate for a trend following system is usually below 50%.
ST Model 03/22 S  1.9*ATR(10) Stopped out of short position on 03/30 with loss.
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: MORE LIKELY A GREEN DAY TOMORROW


三点说明:


  1. 虽然坛子里涨声一片着实让我很害怕,不过不得不承认,无论统计上还是图形上,都是说明天收绿的可能性很大。
  2. 明天是Non Farm Payroll day,一般会收绿。Intraday pattern则通常是高开低走或者低开高走,这个已经说了无数遍了,所以自己看link吧。
  3. 操作上,没说的,优先考虑的还是buy dip。

看一下明天收绿的理由吧。


无论是Pennant还是Ascending Triangle,都是continuation pattern,因此向上的可能性很大。

 

SPY15min.png


关于明天的seasonality下面的统计来自Bespoke


Seasonality.png

 

Non Farm Payroll day本身看起来也是收绿的机率比较大。


NFP.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 NAADV MA(10) is way too high.
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 *Ascending Triangle, so may go higher from here.
GDX & Weekly 03/30 S
USO & Weekly UP *Ascending Triangle, so may go higher from here.
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 2011-3-31 07:07 PM | 显示全部楼层
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发表于 2011-3-31 07:12 PM | 显示全部楼层
本帖最后由 yam 于 2011-3-31 20:13 编辑

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thanks
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1st page?
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