|
|
|
|
| SPY SETUP |
ENTRY DATE |
STOP LOSS |
INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE.
TRADING PLATFORM: SSO/SDS, UPRO/SPXU |
| Non-Stop |
09/07 L |
N/A |
Partial profits on 09/24. |
| ST Model |
11/18 L |
1.9*ATR(10) |
*Close long entered on 11/18 tomorrow.
*Short if SPY tomorrow open > tomorrow close, the stop loss is 1.9*ATR(10). |
| NYMO Sell |
11/12 S |
*11/22 High |
*Adjust stop loss.
Reference only, not meant to be followed. | |
SHORT-TERM: HIGHER HIGH NEEDED TO CONFIRM 1-2-3 TREND CHANGE FROM DOWN TO UP
上周五和今天，熊熊一共试了两次，但是couldn't push down the market，这种情况下，通常market会try the opposite，换句话说，就是很可能the low was in了，当然需要明天higher high to confirm the 1-2-3 trend change from down to up。
明天能不能higher high呢？我说不准，感觉上market很bullish，但是好像证据都对熊熊有利，虽然都不是很solid。Anyway，看明天吧，牛牛可能需要点运气：
- Huge gap down open的话，最好不要指望再象这两天一样又拉回来，因为the 3rd time is the charm。
- Huge gap up的话，则是SPY的第22个空(see 1.0.6 SPY Unfilled Gaps)，这样的gap能维持多久，不好说。
- 今天的After Bell Quick Summary里提到了，CPC <= 0.80，有81%的机会明天红，
- 好像最近the 1st VIX black bar (the 2nd black bar immediately after the 1st black was actually bullish)后第二天都不怎么好玩。
今天另一个值得泡沫横飞的东东是OEX Put Call ratio非常的高。再下面的图，highlighted in red，是我有记录以来，OEX Put Call Ratio > 2.8的所有cases，可以看到5 out of 6都是离an intermediate-term top不远了。当然，case太少，所以只是info only，let’s wait and see。
INTERMEDIATE-TERM: THE FIRST 2.5%+ PULLBACK AFTER A 40+ STRAIGHT UP TRADING DAYS WAS USUALLY A BUY
See 11/12 Market Recap for more details.
SEASONALITY: 59% CHANCES, BUY TUESDAY SELL FRIDAY COULD BE A WINNING TRAD IN THANKSGIVING WEEK SINCE 1988
See 11/19 Market Recap for more details.
For November seasonality chart please refer to 11/11 Market Recap for more details.
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.
- Position reported in short-term session of the table above is for short-term model only, I may or may not hold other positions which will not be disclosed.
- Conclusions can be confirmed endlessly, but trading wise, you have to take actions at certain risk level as soon as you feel the confirmation is enough. There’s no way for me to adapt to different risk levels therefore no trading signals will be given in this report except the mechanical signals such as SPY ST Model.
- * = New update; Blue Text = Link to a chart in my public chart list.
- Trading signals in OTHER ETFs table are mechanical signals. See HERE for back test results. 08/31 L, for example, means Long on 08/31.
- UP = Intermediate-term uptrend. Set when I see at least one higher high and higher low on weekly chart.
- DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on weekly chart.
| 
狗仔卡
发表于 2010-11-22 08:59 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2010-11-22 09:02 PM
发表于 2010-11-22 09:05 PM
