12/29/2010 大盘回顾 （Breakout then back test?）

Cobra

TREND MOMENTUM COMMENT Long-term 2 of 2 are BUY   Intermediate 5 of 5 are BUY 4 of 5 are NEUTRAL SPY ST Model in BUY mode; Non-Stop in BUY mode. Short-term 6 of 6 are NEUTRAL GANN DAY MOON:SOLAR CYCLE CONCLUSION 12/27 12/21 : 12/22 12/26 Next pivot date: 12/27

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: 24 unfilled gaps, the max is 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?

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 Buy mode doesn’t mean long, a 2nd buy signal is needed to enter long. NYMO Sell 12/09 S 2*ATR(10) Stopped out on 12/21 with loss. Reference only, not meant to be followed. Short-term N/A N/A Trend is up, but I hold no position overnight.

 

SHORT-TERM: COULD BE A BREAKOUT THEN BACK TEST THE BREAKOUT POINT, SEASONALITY FAVOURS BEAR THOUGH

 

今天收盘前的pullback并不说明牛或者熊，可能是breakout then back test the breakout point，所以暂时maintain target SPY $126.72。我还是认为回调是必然的，只是时间问题。还是老话，什么时候看我short-term model hold both long and short (or hold short) overnight的时候，chances are high a pullback of some kind has started。目前short-term model是hold nothing, see table above。为了避免跟SPY ST Model搞混，所以我换了个位置，在table above的最后一行。现在应该很清楚了，Non-Stop, ST Model and Short-term Model是三个不同的model，分别对应mid-term, intermediate-term and short-term。因为不同的time frame都有各自的优缺点，所以同时保持position for each model是必要的。

 

 

Seasonality讲，本周剩下的两天对熊熊稍微有利一点了：

1. According to Stock Trader’s Almanac (2011), last trading day of the year, NASDAQ down 9 of last 10.
2. 自2009年8月起，short at today’s close and cover at Friday close, 14 out of 16 winning rate.

 

其他没啥说的，CPCE trend line今天继续hold，这个应该没有疑问了，是valid breakout。现在就看这东东工不工作了。

 

 

INTERMEDIATE-TERM: COULD BE WAVE 5 UP TO SPX 1300+, PIVOT TOP COULD BE AROUND 01/05 TO 01/12

 

See 12/17 Market Recap for more details.

 

SEASONALITY: LAST WEEK AND THE LAST 2 TRADING DAYS OF THE MONTH WERE GENERALLY BEARISH

 

See 12/23 Market Recap for more details.

 

HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

	SIGNAL	COMMENT
QQQQ	12/21 L
NDX Weekly	UP
IWM
IWM Weekly	UP
CHINA		Clear breakdown below consolidation range, be careful.
CHINA Weekly	UP
EEM
EEM Weekly	UP
XIU.TO	12/02 L
XIU.TO Weekly	UP
TLT
TLT Weekly	DOWN
FXE		The 2nd test of the previous low, so there’s a chance EURO is bottomed around here.
FXE Weekly	DOWN
GLD
GLD Weekly	UP
GDX	12/17 S
GDX Weekly	UP
USO
WTIC Weekly	UP
XLE	06/15 L
XLE Weekly	UP
XLF	10/15 L
XLF Weekly	UP
IYR
IYR Weekly	UP	Home builders are lagging.
XLB	12/01 L
XLB Weekly	UP	BPMATE is way too overbought.

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. 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.
3. 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.
4. * = New update; Blue Text = Link to a chart in my public chart list.
5. 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.
6. UP = Intermediate-term uptrend. Set when I see at least one higher high and higher low on weekly chart.
7. DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on weekly chart.

noob

safa!

福多多

littlevivi

first page

小财虫

啊

dreampen

Thanks!

grandwalnut

回复 1# Cobra


    Thank you.

fu2008

回复 1# Cobra


   

DayDayUp

班长辛苦!

oldfox

jWishbone

Thanks. It's early today :)

PacificLegend

Jeff

Thanks!

happywacom

thanks

atrader

thanks

MtlJaysFan

thx

yaobooyao

班长，

$CPCE trendline breakout and backtest  -  我一直在想如何量化这个Signal，  因为我觉得看Trendline Breakout and backtest 很难使用。

Cobra

班长，

$CPCE trendline breakout and backtest  -  我一直在想如何量化这个Signal，  因为我觉得看Tren ...
yaobooyao 发表于 2010-12-29 19:45

    不好弄。你可以当个课题研究，胡同给你提供胡币作经费。

xz214

XingXingZiHuo

Thanks!