04/14/2011 大盘回顾 （VIX:VXV Too Low）

Cobra

TREND MOMENTUM COMMENT Long-term 2 of 2 are BUY Intermediate 3 of 5 are BUY 5 of 5 are NEUTRAL Cobra Impulse in BUY mode; Non-Stop in *SELL mode. Short-term 6 of 6 are NEUTRAL GANN DAY MOON:SOLAR CYCLE CONCLUSION 04/11-04/15 04/03 : 04/05 04/04-04/13 Next pivot date: 04/11

BULLISH 09/27 Market Recap: 9 POMO within 20 trading days means 14%+ up in 3 months. 02/23 Market Recap: Pullback could last 4 weeks, then 02/18 highs will be revisited. 03/11 Market Recap: Bullish in 3 to 6 months. 04/01 Market Recap: Bullish April. 0.1.0 SPY Short-term Trading Signals: A few TradingMarkets long setups trigged on 04/12. BEARISH 4.0.1 SPX Long-term Trading Signals: Weekly EMA(13) is way too high above weekly EMA(34). 03/18 Market Recap: 03/16 lows will be revisited. My Thoughts There’re some chances that an intermediate-term top was in.

SPY SYSTEM ENTRY DATE STOP LOSS INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE. Non-Stop 03/31 L N/A Sell signal could be triggered, can wait for a few days to avoid whipsaw. CI Buy & Hold 12/03 L N/A *Close long and sell short if today’s low is broken and red day tomorrow. CI Swing *Long setup not confirmed and no longer valid. *Short if breakdown 04/14 low and a red day tomorrow. Stop loss is 2.0*ATR(10). Short-term DOWN N/A I hold both long (trapped) and short overnight.

SHORT-TERM: CLUELESS, LET’S SEE TOMORROW

四点说明：

1. 不清楚明天，seasonality明天应该比较牛，详见今天的After Bell Quick Summary。
2. 我觉得目前最大的问题还是VIX:VXV太低。当然有人说是因为OE的原因，所以应该忽略VIX。可能有时候对吧，不过绝大多数情况下，VIX过低，此后大盘都是以下跌来还的。所以，我个人在分析中从来不去考虑这个或者那个特殊的情况，否则的话，很容易就有这次也许可能大概不一样的借口，这样就无法做到objective了。
3. Cobra Impulse System还是short setup，明天breakdown below today’s low并且收红的话，就算确认short了。当然，明天lower low的可能性不大就是了。
4. Non-Stop sell看着不像是whipsaw，可以选择多等几天，不过，我的报告正式算Non-Stop进入sell mode了。这个model昨天说了，只有50%的胜率，所以sell mode并不说明熊，这个，注意哈。

看一下VIX:VXV。注意蓝箭头，是最近几次OE Day。可能接近OE Day的时候VIX是比较低，OE Day以后VIX就涨起来了，自己比划一下，除了一次，VIX此后并没有怎么涨，例外以外，其他几次，只要VIX涨，SPX都有不同程度的下跌，所以我想说的是，我不认为 OE Day的时候VIX低是可以忽略的。

 

关于Cobra Impulse System，我说明了一下今天的操作。目前，由于back test软件的问题，我没法去除每个setup的confirmation要求，因此如果不想等收盘确认信号后才入场的话，是需要点操作经验的。暂时只能这样了。具体我以后会专门解释。

 

Non-Stop的sell信号看着是很明显了，所以我不再认为这个是whipsaw了。

 

INTERMEDIATE-TERM: BULLISH APRIL, SPX TARGET 1352 TO 1381, BEWARE 04/11 TO 04/14 PIVOT DATE

See 04/01 Market Recap for more details.

SEASONALITY: APRIL HAS BEEN HISTORICALLY THE MOST BULLISH MONTH OF THE YEAR

See 04/01 Market Recap for more details. Also according to Stock Trader’s Almanac:

1. Monday before expiration, Dow up 14 of last 21, down 4 of last 6.
2. April expiration day, Dow up 11 of last 14.
3. Income tax deadline, generally bullish, Dow down only 5 times since 1981.

HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

	TREND	COMMENT
QQQ & Weekly	UP
IWM & Weekly	UP
SSEC & Weekly	UP
EEM & Weekly	UP
XIU & Weekly	UP
TLT & Weekly	DOWN
FXE & Weekly	UP
GLD & Weekly	UP
GDX & Weekly	*04/14 S
USO & Weekly	UP
XLE & Weekly	UP
XLF & Weekly	DOWN
IYR & Weekly	UP
XLB & Weekly	UP
DBA & Weekly	UP

1. 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.
2. * = New update; Blue Text = Link to a chart in my public chart list.
3. UP = Intermediate-term uptrend. Set when weekly buy signal is triggered.
4. DOWN = Intermediate-term downtrend. Set when weekly sell signal is triggered.

tonyshen

tonyshen

tonyshen

tonyshen

Jinan90

半仓了。再对照老大总结想想明天的应对。

tang1688

usamonkey

hunting

Jinan90

tonyshen 发表于 2011-4-14 20:13

占了4个座！！！ 可警告你，咱家业有人对 tonyshen 很敏感。

pigking

回复 tonyshen 的帖子

做人留一线，日后好相见！！！！

胖子我见多了，最多也就今天早上那个占了3座！！！

gold50

thanks, laoda, why the market went down but VIX went down too? Is it possible for market to go up and VIX also goes up?

frogguru

今天这个早啊

brcm

google今天盘后这么凄惨。。。明天“breakdown below today’s low并且收红的”机会蛮大吧......

当时惘然

thanks

oldfox

IMeMyself

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c3456

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vicvic

cartier