10/16/2009 大盘回顾 （NYMO Sell Signal）

Cobra

Summary:

Could be more short-term pullback.

	TREND	MOMENTUM	EMOTION	COMMENT - Sample for using the trend table.
Long-term	Up		Disbelieve
Intermediate	Up	Neutral	No argue	NYSI not confirming the up trend.
Short-term	Up	Neutral	Yes!
SPY SETUP	ENTRY DATE	INSTRUCTION	STOP LOSS	Mechanic trading signals for reference only. Back tested since 2002.
ST Model	10/14 L		10/06 Low
Reversal Bar	10/05 L		10/13 Low
VIX ENV	10/06 L	*Adjust stop loss	*10/16 Low
NYMO Sell		*Must be a red day next day to confirm the sell signal		Winning Rate: 59%, Gain/Loss Ratio: 4.9 Very risky trade but occasionally may catch the exact market top.

 

INTERMEDIATE-TERM: NO UPDATE

 

没有新内容。维持1.0.8 SPX Cycle Watch (Weekly)标示的target。仍然担心两点：

1. 1.1.0 Nasdaq Composite (Daily)，unfilled gaps太多。

2. 1.2.1 Dow Theory: Averages Must Confirm，breadth is way overbought and INDU new high not confirmed by TRAN。

 

SHORT-TERM: COULD BE MORE SHORT-TERM PULLBACK

 

0.0.3 SPX Intermediate-term Trading Signals，受10-Day Trading System的启发，见图中的竖线，看起来10 day cycle工作的不错，这就是说下周有pullback的可能。会不会repeat 7月份大涨20天的情况呢？俺是觉得可能性不大，两个理由：

 

1. 8.1.5 Normalized CPCE，还是很低，虽然离过去的极端情况还有点距离，但是应该不支持大涨。七月份大涨那会儿，Normalized CPCE可不是介么低的。

 

2. 6.4.0 SPX and NYMO Divergence Watch，大盘还在新高附近，但是NYMO已经是sell signal了，介个信号so far工作的不错。再下面是关于介个setup的back test。从图上看，出错的几率非常高，要点是一两天内就止损。Reward呢，运气好的话，能够catch exactly top。

 

INTERESTING CHARTS:

 

The bottom line，从介两篇文章看，EPS Beat Rate at 85%，Guidance -- Wow，大概已经没人认为ER会不好了。不过看看最近几个重量级股票ER后发生的事情吧，如果介种sell on news的情形持续下去的话，大家还是不要太bullish的好。

 

俺的ST Model，加入了buy dip/sell bounce的因素。链接在介里：Introducing Mechanical Trading Model。下面是updated back test summary。Again for fun only。

 

soulvirus

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bench?

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floor?

soulvirus

basement?

soulvirus

thanks, cobra

ninemao

only 10 seconds, I am on the basement alreay.

javamood

1st page

soulvirus

sorry

only 10 seconds, I am on the basement alreay.
ninemao 发表于 2009-10-17 23:57

oomoo10

8# ninemao


Thanks

happylux

1# Cobra


抢座。

seabiscuit

1st page.  How lucky am I today!

skipjack

thanks

CoolMax

quickcow

你们都不睡觉啊？

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PacificLegend

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