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[技术分析] 09/03/2010 大盘回顾 (Mini SPX 100 points up from 08/27 close?)

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发表于 2010-9-5 11:47 AM | 显示全部楼层 |阅读模式


  TREND MOMENTUM COMMENT
Long-term 2 of 2 are SELL  
Intermediate 2 of 3 are BUY 5 of 5 are NEUTRAL SPY ST Model in SELL mode; Non-Stop in BUY mode.
Short-term Model is BUY 4 of 6 are OVERBOUGHT Hold partial long taken on 09/01 over weekend.
GANN DAY MOON/SOLAR CYCLE CONCLUSION
9/10 09/08 / 09/08 9/5, 9/6 Next pivot date: 09/07 – 09/10
BULLISH
BEARISH

*6.2.3 VIX:VXV Trading Signals: A little bit low, be careful.
*
6.2.2a VIX Trading Signals (BB): VIX closed out of BB, a potential short setup.

*T2122 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 *Close short next Tuesday and take long position.
ST Model *Short if SPY Tuesday’s open > Tuesday’s close. The stop loss will be 1.9*ATR(10).
*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.

SHORT-TERM: HIGHER HIGH THEN PULLBACK

 

为什么说还有higher high?

 

周五是Major Accumulation Day (NYSE Up Volume : NYSE Down Volume >= 9),这个几乎guarantee an immediate higher high。

 

HigherHighGuaranteed.png

 

一般SPY 60 min RSI要形成negative divergence以后才可能有pullback。

 

NoRSIDivergenceYet.png

 

1.0.6 SPY Unfilled Gaps,周二如果gap down,几乎guarantee会补,理由还是back to back unfilled gap is rare,至少从下面的图看,从来就没有。

 

SPYUnfilledGaps.png

 

下面的图,解释了为什么周二gap down unfilled话,是back to back unfilled gap.

 

BackToBackUnfilledGaps.png

 

为什么说higher high以后会有pullback?

 

09/02 Market Recap提到了TICK MA(3) too high,周五it even higher,因此还是要pullback的样子。

 

TICKMA3.png

 

T2122,too high。这个是我看overbought/oversold的终极武器。

 

T2122.png

 

6.2.3 VIX:VXV Trading Signals,too low。这个图顺便说,是熊熊最大的希望,按理,VIX:VXV too low,大盘应该走不远。不过,由于最近的上涨动力很强,我必须respect一般规律,a forward accelerating car has to slow down first before it can be reversed,因此关于VIX:VXV过低的问题暂时存疑,等到积攒更多证据后再给熊熊翻案吧。

 

VIXvsVXVTooLow.png

 

6.2.2a VIX Trading Signals (BB)VIX closed below BB是个potential short setup。关于这个setup,我在04/13 Market Recap里有过讨论(Again,在天朝的读者,应该无法看我blog,因此请搜索胡同04/13/2010 大盘回顾),在目前SPY ST Model是sell mode (see table above)的情况下,成功率是100%,当然只有5个case,少了点儿。

 

VIXBBSetup.png

 

最后,不要忘了,我在08/27 Market Recap里提到的09/07 to 09/10 pivot date,现在看应该是个top。不过目前我认为这个top很大可能仅仅是short-term top,并不如我最初想象的那么重要。

 

INTERMEDIATE-TERM: EXPECT 3 LEG UP, MINI SPX 100 POINT FROM 08/27 CLOSE

 

关于3 leg up and 100 SPX up points的说法,更多的是一般规律:象最近这么强的上升动力的,不会只有one leg up,mini mini should be two leg up。由于这个论断很难量化证明,因此下面给出的理由多少有些speculation成分。更具体的分析,只能走一步看一步了,subject to change at any time, LOL。

 

下面的图是最近所有2 leg down以后发生的情况,基本上意味着SPX 08/09 high at 1129 will be broken。

 

3LegUp.png

 

从下面的图可以看到,pullback越来越弱,而rebound则越来越强,from 29 to 39 to 100,因此logically,08/27的这一轮反弹,不会少于100点。反弹时间则是31 trading day (The 1st rebound lasted 5 trading days, the 2nd rebound lasted 18 trading days and the 3rd rebound lasted 26 trading days, so 18 – 5 = 13, 26 – 18 = 8, the previous prime number before 13 and 8 is 5, so 26 + 5 = 31. If you don’t understand what I’m saying, doesn’t matter, it’s just for fun),也就是说到10/11左右,正好是个无比重要的日子,因为10/11/2007是all time high,coincidence? Well, we’ll see.

 

PriceTargetAnalysis.png

 

关于上图提到的Island Reversal,下面的图应该很清楚了。

 

SPY60min.png

 

SEASONALITY: DAY AFTER LABOR DAY WAS BULLISH, THE WHOLE SEPTEMBER IS BEARISH

 

According to Stock Trader’s Almanac, day after labor day Dow up 12 of last 15.

 

The following chart is from Bespoke:

 

SeptemberSeasonality.png

 

The following chart is from sentimentrader:

 

Seasonality.png

 


HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST
*I’ve changed the trend indicator, now it should respond much faster.
TREND DTFMS COMMENT – *New update. Click BLUE to see chart if link is not provided.
QQQQ UP
IWM UP
CHINA UP Head and Shoulders Bottom in the forming?
EMERGING UP 4.1.6 iShares MSCI Emerging Markets (EEM Weekly): EEM to SPX ratio too high.
EUROPEAN UP
CANADA UP *Black bar, pullback?
BOND DOWN SELL 4.2.0 20 Year Treasury Bond Fund iShares (TLT Weekly): Too far away from MA(200).
*Hollow red bar, rebound?
EURO UP
GOLD LA
GDX UP 4.3.1 Market Vectors Gold Miners (GDX Weekly): GDX to SPX ratio too high, pullback?
OIL UP *BUY 4.4.0 United States Oil Fund, LP (USO Weekly): USO to SPX ratio too low, rebound?
ENERGY UP
FINANCIALS UP 4.4.2 Financials Select Sector SPDR (XLF Weekly): Head and Shoulders Top in the forming?
REITS UP 4.4.3 Real Estate iShares (IYR Weekly): Home builder is lagging and IYR to SPX ratio too high.
MATERIALS UP
*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.
*LA = Lateral Trend.

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发表于 2010-9-5 11:53 AM | 显示全部楼层
shafa
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发表于 2010-9-5 11:54 AM | 显示全部楼层
哈,真的。
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发表于 2010-9-5 12:09 PM | 显示全部楼层
Thanks a lot
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发表于 2010-9-5 12:45 PM | 显示全部楼层
1st page
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发表于 2010-9-5 12:51 PM | 显示全部楼层
Thank you!
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发表于 2010-9-5 01:02 PM | 显示全部楼层
Title should be: (Mini SPX 100 points up from 08/27 close?)

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发表于 2010-9-5 01:03 PM | 显示全部楼层
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 楼主| 发表于 2010-9-5 01:06 PM | 显示全部楼层
Title should be: (Mini SPX 100 points up from 08/27 close?)
源济 发表于 2010-9-5 15:02



    Thanks, fixed.
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发表于 2010-9-5 01:17 PM | 显示全部楼层
本帖最后由 dommy 于 2010-9-5 15:54 编辑

今日忙里偷闲,iphone来上论坛;
忽见蛇帖出现,言此rally未完.
吾心激动万千,忙持鲜花上前;
不想肥指一按,送了大个鸡蛋。
急得脑门出汗,却已无法改变;
唯有打油一篇,还望楼主海涵!

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