06/08/2010 大盘回顾 （SPY Up 1%+ While QQQQ Closed in Red）

Cobra

TREND INDICATOR MOMENTUM INDICATOR COMMENT (Click link to see chart) Long-term 3 of 3 are BUY     Intermediate 3 of 3 are SELL 4 of 5 are NEUTRAL Non-Stop Model is in SELL mode Short-term 1 of 1 are SELL 6 of 6 are NEUTRAL SPY ST Model is in SELL mode GANN DAY MOON/SOLAR CYCLE & TIME FIB CONCLUSION 06/11-06/14 06/12 /06/21 07/31, 08/20-08/23 Next pivot date: 06/11-06/14.

BULLISH 0.2.1 10Y T-Bill Yield: Bottomed? 0.1.1 SPX Intermediate-term Trading Signals: CPC MA(10) too high. 8.1.1 Normalized NATV/NYTV: Bottomed? 6.3.2c Major Distribution Day Watch: Bottomed? 05/20 Market Recap: Intermediate-term Indicator Score from sentimentrader is too low. 6.3.1 Major Accumulation Day Watch: Bottomed? 05/28 Market Recap: II survey shows too many people are expecting a correction. BEARISH 0.1.1 SPX Intermediate-term Trading Signals: Ascending Broadening Wedge? Target: 1008 to 1019. 0.2.3 NYSE McClellan Oscillator: Positive divergence missing, so one more down leg ahead? CONCLUSION

SPY SETUP ENTRY DATE STOP LOSS INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE. TRADING PLATFORM: SSO/SDS, UPRO/SPXU ST Model 06/04 S 1.9xATR(10) *If you don’t want to turn a winning trade into a losing one, set the stop loss to breakeven here. Officially, the model is willing to wait for tomorrow. Reversal Bar     NYMO Sell     Non-Stop(RSP) 05/11 S N/A Partial profit on 05/28. Others     OTHER ETFs TREND *DTFMS COMMENT – *New update. Click BLUE to see chart if link is not provided. QQQQ DOWN SELL Ascending Broadening Wedge with partial rise? IWM DOWN SELL Ascending Broadening Wedge with partial rise? CHINA DOWN EMERGING DOWN SELL 4.1.6 iShares MSCI Emerging Markets (EEM Weekly): Double Top? EUROPEAN DOWN SELL 4.1.7 Vanguard European VIPERs (VGK Weekly): Bearish 1-2-3 formation, target $35.54. CANADA DOWN SELL BOND UP BUY EURO DOWN SELL Descending Triangle breakdown, target $117.21. GOLD UP *BUY 4.3.0 Gold Trust Shares (GLD Weekly): Head and Shoulders Bottom, target $129.99. GDX UP *BUY OIL DOWN ENERGY DOWN SELL FINANCIALS DOWN SELL REITS DOWN SELL MATERIALS DOWN SELL *4.4.4 Materials Select Sector SPDR (XLB Weekly): Double Top? Target: $23.37.

*Please make sure you understand how to use the table above. The main purpose of this report is to provide information so contradictory signals are always presented.
*DTFMS = Dual Time Frame Momentum Strategy. The signal is given when both weekly and daily STO have the same buy/sell signals. Use it as a filter, don’t trade directly.

SEASONALITY: A LITTLE BIT BEARISH BIASED THE NEXT WEEK

See 06/04 Market Recap for more details.

 

INTERMEDIATE-TERM: PULLBACK TARGET AROUND 1008 TO 1019, TIME TARGET AROUND 06/11 TO 06/14

See 06/04 Market Recap for more details.

 

SHORT-TERM: STATISTICS DO NOT AGREE THAT THE MARKET HAS BOTTOMED

 

还是老问题，bottomed？

 

你要讲政治，相信党相信政府，相信笨飞机是无所不能的（看见笨飞机的照片没？），那么也许可能大概，大大大牛市ahead。

 

 

我是不懂政治的，因此，现在我只能说，从统计数据看，自2000年以来，如果像今天一样，SPY涨了1%以上，但是QQQQ却是红的，short spy at today’s close and cover 2 days later at close, there’re 85% chances that you could gain 2.84% in average.

 

 

再下面的图是所有SPY涨1%，QQQQ却是红的情况(highlighted in red)，可以看到，基本上都发生在熊市。

 

 

下面的统计，来自sentimentrader，the Nasdaq Composite Index had back-to-back Arms Index (TRINQ) readings above 3 (that’s 06/07), bought the Nasdaq Comp the next next day (that’s 06/09) then held it going forward, we would have received the following returns:

Date	1 Day Later	1 Week Later	2 Weeks Later	1 Month Later	3 Months Later
03/13/01	-2.1%	-7.8%	-2.1%	-5.8%	7.7%
07/09/01	-3.2%	0.1%	-1.9%	0.1%	-16.1%
02/20/02	-3.3%	-1.3%	6.5%	5.3%	-6.3%
04/24/02	0.0%	-2.1%	-1.0%	-0.9%	-24.7%
06/04/02	1.1%	-5.1%	-2.2%	-12.5%	-19.9%
06/21/02	1.3%	1.5%	-2.5%	-14.7%	-15.3%
06/24/02	-2.5%	-3.9%	-5.4%	-11.7%	-18.9%
09/04/02	-3.2%	1.8%	-3.1%	-9.8%	12.1%
10/16/08	-0.4%	-6.6%	-1.1%	-11.7%	-11.0%
Average	-1.4%	-2.6%	-1.4%	-6.9%	-10.2%

 

 

福多多

shafa!

songjiang

bandeng!

google

老大偷懒，连笨飞机都拿来填空

weigoodone01

IMeMyself

thanks

lpal

first page

Bencat

coppereye

nokia

小兵

hifive

surya

Thx!

Kami

bilko540

（：6_337：）

sooners

回复 1# Cobra


   

ypm968

老大

那个Moon day在6/12是周六， 那应该怎么用？周五还是下周一？

can2000

Dow future -48 now.

萧秋水

辛苦了,多谢!

yaowuyanjie

3ks