10/05/2009 大盘回顾 （VIX ENV/BB Buy）

Cobra

Summary:

CPCE intermediate-term top signal was invalidated today.

Not closed above resistance, still maintain the intermediate-term down forecast.

Around 1500 stocks in Russell 3000 index up on decreased volume is short-term bearish.

VIX ENV/BB setup triggered for short-term long.

	TREND	MOMENTUM		COMMENT - Sample for using the trend table.
Long-term	Up
Intermediate	Down	Neutral
Short-term	Down	Neutral
SETUP	DATE	INSTRUCTION	STOP LOSS	Mechanic trading signals for reference only. Back tested since 2002.
Index ST Model I				Stopped out long with gain on 10/01. No position held now.
Index ST Model II	10/05	*Move stop loss	09/30 High	Short position initiated on 09/30.
VIX ENV	10/05	*Buy next open		Stop loss will be in tomorrow's report
Reversal Bar	10/05	*Buy intraday		Stop loss will be in tomorrow's report

 

INTERMEDIATE-TERM: MAINTAIN DOWN FORECAST

 

今天的牛牛的战果是让2.8.0 SPX:CPCE的top signal失效了。但是1.0.2 S&P 500 SPDRs (SPY 60 min)却留下了第10个空。此外，也没有decisively closed above resistance，所以故事留到明天了。也因此呢，no change in trend table。

 

下面介个图来自www.sentimentrader.com，为什么俺那么重视SPY图上的gap？因为统计上讲，1%以上的gap，有80%的几率在三个月内fill，而现在呢，SPY共有7个1%以上的gap没有fill，并且不少gap已经3 months old了。

 

今天的Ressull 3000 Dominant Price-Volume Relationships是1510 stocks price up volume down，下面的图可以看到，第二天red的几率比较高，当然，也有2例，正好是大盘的底部，所以again，要知后事如何，且听下回分解了。

 

SHORT-TERM: VIX ENV/BB BUY SETUP TRIGGERED

 

6.2.0a VIX Trading Signals (ENV)，6.2.2b VIX Trading Signal (BB)，介两个setup，周四就讲过，今天终于触发了。下面是自2002年以来的back test结果，前提是俺的Index Swing Trade Mode I不是sell signal。

 

此外，周末的报告里提到的Reveral Bar trading setup，今天盘中看看能收绿也算是confirm buy了。

 

以上两个setup，都是hold过明天，然后以今天或者明天的low（whichever is lower）为stop loss。不过，俺还是认为是risky的trading，所以小心啦。

 

INTERESTING CHARTS: NONE

 

pili

1# Cobra

sofa

outer

THANKS

Aeiou

first page

开小差

thx ding

Lionking

first page

penguin

abaqus

1# Cobra


first page

maimait

1st page, click.

Ave

opt101

Thanks

tititata

trender

Thanks a lot

happyface

thanks so much

najup

thx!

hifive

ppteam

page 1, k!

jackyking

yaobooyao

At least the 2 reliable buy signals worked it out. Really good news to bulls.

Let's watch the TL resistance of the falling channel, see if the bulls can blow it away, or other end of the story.

I'm still a little bit suspecious at the up trend, last ER season (June end to July), the market went up then went down again, and eventually went up huge after a 9% correction in total.  Not sure if it will happen again.

From ER side, I see this week's ER will all miss their top line (revenue), that could be very disappointing to bulls.  Just my $0.02

jackyking