08/24/2010 大盘回顾 （Test 07/01 Low?）

Cobra

TREND MOMENTUM COMMENT Long-term 2 of 2 are SELL   Intermediate 3 of 3 are SELL 5 of 5 are NEUTRAL SPY ST Model in SELL mode; Non-Stop in SELL mode. Short-term Model is SELL 5 of 5 are NEUTRAL Trend is down but I hold no short position overnight. GANN DAY MOON/SOLAR CYCLE CONCLUSION 8/26, 9/10 08/24 / 08/23 8/23 Next pivot date: 08/23 – 08/26

BULLISH BEARISH *0.2.3 NYSE McClellan Oscillator: the 3rd Hindenburg Omen triggered. *T2105 too high.

SPY SETUP ENTRY DATE STOP LOSS INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE. TRADING PLATFORM: SSO/SDS, UPRO/SPXU Non-Stop 08/16 S N/A For general direction guide only. ST Model 08/23 S *Breakeven *Adjust stop loss.

*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.

SEASONALITY: NO UPDATE

 

INTERMEDIATE-TERM: STATISTICS ARE BEARISH

 

See 08/20 Market Recap for more details.

 

还记得08/20 Market Recap里关于T2105 extremely high的back test吧？由于T2105这两天持续new high，因此提高条件再测试：Sell short at close when MACD(10, 200, 1) > 0.60 (so called normalizing), cover when MACD(10, 200, 1) < 0.60 since year 2000，下面的图应该足以说明问题，因此就不blah blah了哈。

 

 

下面的图是上面的back test的visual back test，供“感受”，呵呵。

 

 

SHORT-TERM: THE 07/01 LOW MAY BE TESTED

 

先说结论：

1. Head and Shoulders Top and Rising Wedge text book target均指向07/01 low，因此07/01 low很可能会被retest。
2. 下一个重要的pivot date是08/26(+-)。
3. 牛牛的希望是可能形成Head and Shoulders Bottom，因为这次的selling明显的比前三次弱。Personally I won’t put my bet on this though.

1.0.0 S&P 500 SPDRs (SPY 60 min)，这个图应该解释了为什么07/01 low may be tested。

 

 

下面的图应该也清楚的解释了为什么08/26是个重要的日子，特别是今年两个最重要的日子，04/26 high and 05/25 low都发生在26号附近，此外我还有不便公开的第三方资料也是说08/26重要（NND，说我是抄的吧，看看，不打自招了吧？呵呵）。至于08/26是low还是high，目前还不好说。如果market持续pullback到08/26，且price在07/01 low附近或1040附近(possible Head and Shoulders Bottom as shown on the chart below)的话，那么很可能08/26会是个important low。

 

 

HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

	TREND	DTMFS	COMMENT – *New update. Click BLUE to see chart if link is not provided.
QQQQ	*DOWN	SELL
IWM	*DOWN	SELL
CHINA	UP		Head and Shoulders Bottom in the forming?
EMERGING	UP	SELL	4.1.6 iShares MSCI Emerging Markets (EEM Weekly): EEM to SPX ratio too high.
EUROPEAN	DOWN	SELL
CANADA	UP	SELL
BOND	UP		4.2.0 20 Year Treasury Bond Fund iShares (TLT Weekly): Too far away from MA(200).
EURO	DOWN	SELL
GOLD	UP
GDX	UP		4.3.1 Market Vectors Gold Miners (GDX Weekly): GDX to SPX ratio too high.
OIL	DOWN	SELL
ENERGY	DOWN	SELL
FINANCIALS	DOWN	SELL	4.4.2 Financials Select Sector SPDR (XLF Weekly): Head and Shoulders Top in the forming?
REITS	*DOWN	SELL	4.4.3 Real Estate iShares (IYR Weekly): Home builder is lagging, be careful.
MATERIALS	*DOWN	SELL

*DTFMS = Dual Time Frame Momentum Strategy. The signal is given when both weekly and daily STO have the same buy/sell signals. Use it as a filter, don’t trade directly.

babyruth

SF?

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