10/29/2009 大盘回顾 （Real test tomorrow）

Cobra

Summary:

CPCE trend line borken, so the pullback could be over.

Bears hope is the multiple resistances above while bulls may get the the next 10 days bullish cycle.

VIX ENV buy setup is triggered.

	TREND	MOMENTUM	EMOTION	COMMENT - Sample for using the trend table.
Long-term	Up		Disbelieve
Intermediate	Down	Neutral
Short-term	Down	*Neutral
SPY SETUP	ENTRY DATE	INSTRUCTION	STOP LOSS	Mechanic trading signals for reference only. Back tested since 2002.
ST Model				Stopped out with loss on 10/26
Reversal Bar				Stopped out with gain on 10/21.
NYMO Sell	10/21 S		Break even	Hey, I'm merely a machine. I don't know how to take partial profit but as a human being, you should smart enough to know when to take partial profit, right?
VIX ENV		Long tomorrow if Close > Open.

 

INTERMEDIATE-TERM: CPCE DIDN'T HOLD THE TREND LINE

 

2.8.0 SPX:CPCE，trend line broken，因此可能pullback结束了。

 

SHORT-TERM: BEARS HOPE IS THE MULTIPLE RESISTANCES ABOVE

 

The bottom line，After Bell Quick Summary里都写了，就是real test tomorrow。今天的大涨不算是意料之外的，可能很多同学没有注意俺昨天的图，介里再贴出来，是不是第二天都大涨了哈？那，看看明天是不是大十字了。

 

0.0.2 SPY Short-term Trading Signals，介是熊熊的希望，上面resistance重合密集，今天可以看作是breakdown后的retest broken area。

 

0.0.3 SPX Intermediate-term Trading Signals，介是牛牛的希望，10天down cycle结束了，下一个10天可能是up cycle。另外，seasonality wise，quote from www.sentimentrader.com:

The five-day window covering the last two days of October through the first three of November has been positive 72% of the time since 1928, averaging +1.2%.  Over the past 30 years, it was 80% positive with a return that averaged +1.9%.  Notably, the average drawdown (worst loss at any point during the five days) was -0.7% while the maximum gain averaged +3.1%.

 

6.2.0a VIX Trading Signals (ENV)，VIX buy setup trigger了。下面是自2002年以来的back test result，not bad哈。注意trend table里的buy条件哈。

 

INTERESTING CHARTS: NONE

 

朱坚强

Safa first time

朱坚强

朱坚强

zeru001

Thanks!

Diver

t-k

michaelzhang

thx!!!

impresario100

stockgirl

oomoo10

This time will be different. Market may resume going down next five days.

soulvirus

牛熊

First page

q13117

Thank you ....

atrader

thanks!

happyface

thanks so much

canada9918

Ding.

牛熊

Thank You!

stockhq

老蛇，能不能画个一年来SPX和ratio （spx/rut)的图？好象从图上看，昨天是个短期低部啊。谢谢。

happylux

LaoDa, am I right that "ENV buy setup" is not so good on March?