|
|
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 |
|
|
| | *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: BEARISH EARLY NEXT WEEK, BULLISH LATER
See 08/27 Market Recap for more details.
INTERMEDIATE-TERM: STATISTICS ARE BEARISH, THE NEXT PIVOT DATE IS AROUND 09/07 TO 09/10
See 08/27 Market Recap for more details.
SHORT-TERM: TICK MA(3) TOO HIGH, COULD SEE PULLBACK SOON
今天比较特别的地方是TICK MA(3) extremely high,从下图看,这意味着至少短期会有pullback。
其他没啥说的,明天又是Non Farm Payroll day,关于这个day的特点,我讲过很多次了,高开多半低走,低开则多半高走。具体可以参看08/05 Market Recap。(顺便说在天朝的读者应该没法访问我blog的链接,解决的办法是用胡同的search,找我对应的08/05/2010 大盘回顾,英文版的其实是从中文版翻译过去的)提示一下,从下面的图看,明天如果是red day,就要小心trend change,我的next pivot date around 09/07 to 09/10可能会成真。
这个看一下,非常有趣,和08/05 Market Recap的情形一模一样,明天如果低开,当天unfilled话,这个gap几天内多半会补,理由是back to back unfilled gap非常非常少,至少下面的图上没有,每个unfilled gap之间都是要隔上几天的。因此明天既使低开,unfilled,最后red,意味着很大可能trend change的话,也不用紧张,因为今天的close几天内还会去的。
下面的图解释了什么是back to back unfilled gap,因为我发现很多同学没有明白我的意思。
HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST
*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.
|