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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 |
09/07 L |
N/A |
Partial profits on 09/24. |
| ST Model |
11/23 S |
1.9*ATR(10) |
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| NYMO Sell |
11/12 S |
11/24 High |
Reference only, not meant to be followed. | |
SHORT-TERM: DIRECTION NOT CLEAR, MARKET MAY BE RANGE BOUNDED
短期stack in a range，方向不明，只有等突破后才知道market要往哪里走了，所以耐心等吧。免强拼凑了三点说明：
- 向下的可能性稍微大一点点。
- 多半还会上下震荡几天。
- The next possible pivot time window is from 12/03 to 12/06, not sure it means top or bottom.
为什么说向下的可能性稍微大一点点？
- 因为图上看，可能是个Symmetrical Triangle，理论上是continuation，因此应该向下的几率大一些。
- Seasonality is generally bearish the next week (see seasonality session below).
为什么说多半会上下震荡几天？
1.0.6 SPY Unfilled Gaps，SPY上面有4个unfilled gap，下面有21个unfilled gap，我的观察，熊熊很难hold the 5th down gap，而牛牛好像也hold不住the 21st gap，因此无论下周一gap up or down，短期内都会补，换句话说，可能market还会上下震荡一段时间才能给出最终的方向。
为什么说the next possible pivot time window is from 12/03 to 12/06？
- Non Farm Payroll是12/03，大家知道Non Farm Payroll day往往是pivot date。
- Multiple Gann Day due on 12/02 to 12/05.
- Magic Day 6.
- 第三方资料，12/02 could be the most possible pivot date in December.
The latest Institutional Buying and Selling Actions from StockTiming (up to 11/24) as requested.
INTERMEDIATE-TERM: 2 MAJOR DISTRIBUTION DAYS WITIN 5 DAYS MEANS MORE PULLBACKS AHEAD
The intermediate-term is in danger of entering a downtrend. See 11/23 Market Recap for more details.
SEASONALITY: MONDAY AND TUESDAY BEARISH, WEDNESDAY (12/01) BULLISH, WHOLE WEEK BEARISH
According to Stock Trader’s Almanac (2011):
- Monday after Thanksgiving week, Dow down 5 straight 2004 – 2009.
- First Trading Day in December, NASDAQ up 17 of 23, Down three straight 2006 – 2008.
According to Cobra’s Market View (LOL):
6.5.2b Month Day Seasonality Watch, the last 2 trading days of every month since August 2009 were bearish.
6.5.2c Week Seasonality Watch, the last trading week of every month since August 2009 was generally bearish.
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.
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狗仔卡
发表于 2010-11-27 06:29 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2010-11-27 06:38 PM
发表于 2010-11-27 11:14 PM