|
|
|
|
| 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 |
|
| ST Model |
*02/17 L |
1.9*ATR(10) |
*Long if SPY pullback to 02/17 mid price around $133.89 but above 02/11 lows. Cannot give intraday signal for now so have to buy the next day pullback. |
| Short-term |
N/A |
N/A |
Trend is UP. I hold no position overnight. | |
| My Thoughts |
I’m almost convinced that this could be a primary 3 of 3 up to much much higher. | |
SHORT-TERM: BEAR'S BEST BET TOMORROW IS THE SEASONALITY
今天又是低开高走，一般这样的reversal day都是非常bullish的sign，因此此后可能还有的涨，特别是今天VIX的reversal bar可以能意味着VIX要pullback，这应该对大盘有利。
明天，not sure，seasonality according to Stock Trader’s Almanac, day before Presidents Day weekend, SPX down 16 of last 19 and February Expiration Day, Dow down 7 of last 11，应该是对熊熊有利。下面的图是从另一个角度看seasonality，也是说明天对熊熊有利，因为明天可能是二月份最bearish的一天。
此外这里有个小小的统计(Thanks for a reader reminding me)，SPY closes above MA(5) for 13 days in a row, short at today’s close and cover at the very first down day since 1991, you have 71% chances。下面的back test summary，仔细看的话，还有个有趣的现象，就是，所有的losing trades都是很bullish的，此后平均又长了6.8天！
INTERMEDIATE-TERM: WHETHER THIS IS PRIMARY 3 OF 3 TO GALAXY FAR FAR AWAY WE MAY KNOW THIS WEEK
See 02/04 Market Recap for more details.
SEASONALITY: BEARISH MONDAY AND FRIDAY
See 02/11 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.
- 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 daily chart.
- DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on daily chart.
| 
狗仔卡
发表于 2011-2-17 08:11 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2011-2-17 08:12 PM
谢谢！祝元宵节快乐！
