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| BULLISH |
09/27 Market Recap: 9 POMO within 20 trading days means 14%+ up in 3 months.
10/01 Market Recap: Positive September plus mid-term election means 11%+ up to year end.
10/29 Market Recap: The last 2 months of year are bullish.
11/05 Market Recap: SPX daily bar completely out of BB may mean bulls are safe till the year end. |
| BEARISH |
1.0.6 SPY Unfilled Gaps: 23 unfilled gaps, the max was 24.
12/20 Market Recap: Smart/Dumb money confidence spread too high.
0.2.1 10Y T-Bill Yield: ROC(30) >= 9, topped? (Due to Quantitative Easing, I’m not sure if it still works)
1.2.0 INDU Leads Market: INDU had a lower low, so SPX might follow eventually?
8.2.7b Record High ISEE Equities Only Index Readings 2010: Record high, top is close?
12/14 Market Recap: Too many Sentimentrader’s indicators are at bearish extremes.
8.1.4 Normalized CPC: Too low, so topped?
0.2.3 NYSE McClellan Oscillator: Hindenburg Omen confirmed.
0.1.1 SPX Intermediate-term Trading Signals: CPC MA(10) too high, so topped?
6.2.3 VIX:VXV Trading Signals: Too low, so topped?
0.0.2 Combined Intermediate-term Trading Signals: Trend line broken, so topped?
*12/31 Market Recap: Lowest ATR(10) readings in 13 years, so topped? | |
| 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 |
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| ST Model |
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Buy mode doesn’t mean long, a 2nd buy signal is needed to enter long. |
| Short-term |
N/A |
N/A |
Trend is NOT CLEAR. I hold both long and short over the weekend. | |
| MY STRATEGY: STOCK |
BOND |
EURO |
OIL |
GOLD |
| Long but I will be very careful here. |
Long |
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Long |
Long | |
SHORT-TERM: NO IDEA ABOUT THE NEXT WEEK, BUT A TOP OF SOME KIND COULD BE WITHIN THE NEXT 2 WEEKS
下周是牛还是熊，no idea，不过，my best guess is a top of some kind is within the next 2 weeks。三个理由：
- 时间分析，see intermediate-term session below，maintain pivot date around 01/05 to 01/12。
- 大家看看very very low ATR readings（换句话说就是volatility很低很低）意味着什么？Now we have the lowest ATR(10) readings in 13 years（就是说，这么低的volatility多半只可能go up了，大家知道volatility goes up，多半意味着price down）。
- 下周大涨特涨的话，不仅仅是下图SPX可能离MA(200)过远的问题，还可能触发两个above 70% winning rate的short setup，具体可以参看11/05 Market Recap。换句话说，就是顶多下周再涨一周，下下周可能就不是很好玩了。
需要指出的是，不知道是不是受了我market recap的影响，胡同群众一边倒的看5%+ pullback，这个是不是说熊太多，因此不会有pullback了，we’ll have to wait and see。但就AAII and II看，群众还是很牛的，因此胡同的群众是不是群众，我们这个月就会知道了，呵呵。
INTERMEDIATE-TERM: COULD BE WAVE 5 UP TO SPX 1300+, PIVOT TOP COULD BE AROUND 01/05 TO 01/12
关于the next pivot date is around 01/05 to 01/12的说法，我在12/17 Market Recap里有分析，这里update一下，retire VIX的理由，补充两个最新的理由。
为什么说01/05？
- Counting 28 trading days from the TED Spread top happens to be on 01/05. And are there any other factors that makes 01/05 so special? Well, remember the Magic Day 6? See Gann Day table below, since year 2000, there’re at least 2 pivot dates around 01/05.
为什么说01/12？
- The most important reason is from chart 8.2.9c QQQQ – 2002 to 8.2.9k QQQQ – 2010, check by yourself in my public chart list, starting from the 8th trading day in January (which is 01/12) until the end of the month, QQQQ has been bearish since year 2002 without exception.
- 从08/27 bottom to 11/05 high，SPX涨了49 trading day，49 * Fib 61.8% = 30，从11/29 bottom数30 trading day，正好是01/11。
SEASONALITY: BULLISH TUESDAY, JANUARY’S 1ST 5 DAYS IS AN EARLY WARNING SYSTEM
According to Stock Trader’s Almanac:
- Second trading day of the year, Dow up 12 of last 17. Also Santa Rally ends on the day.
- January’s first five day is an early warning system. The last 37 up first five days were followed by full-year gains 32 times, for an 86.5% accuracy ratio and a 14.0% average gain in all 37 years.
The chart below is from Sentimentrader and the statistics above January is from Schaeffer which says the whole January in the last 10 years was a little negative.
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 2011-1-1 05:52 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2011-1-1 05:53 PM
shafa!
发表于 2011-1-1 06:26 PM
1 to 2 more weeks to go.
HTers are not 群众 any more 