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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 |
*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. |
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SHORT-TERM: MORE LIKELY A GREEN DAY TOMORROW
三点说明:
- 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。
- 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。
- 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。
关于明天的seasonality下面的统计来自Bespoke。
Non Farm Payroll day本身看起来也是收绿的机率比较大。
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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