|
|
|
|
| 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 |
Partial profits on 09/24. |
| ST Model |
|
|
*Long setup not confirmed and no longer valid. |
| NYMO Sell |
11/12 S |
*Breakeven |
*Adjust stop loss. Reference only, not meant to be followed. | |
SHORT-TERM: COULD SEE REBOUND AFTER A LOWER LOW
三个结论：
- I expect 2 leg down at least.
- The 1st down leg is near end, we could see a rebound as early as tomorrow.
- Those not covered bears may still have chance because chances are good that before the rebound we may see a lower low first.
为什么expect 2 leg down at least？因为今天的下跌幅度有点大，这样如果我们还是在地球上的话，根据惯性定律，a forward accelerating car cannot be reserved before it slows down，参照过去的pattern，因此我们这次多半也是2 leg down at least。
为什么说the 1st down leg is near end？因为超卖或者非常接近超卖了，我说过，我看得overbought/oversold信号都不是一般的信号，所以我说oversold了，那还是有一定的可信度的。见table above或者0.0.0 Signal Watch and Daily Highlights，6个overbought/oversold信号中，有4个oversold了。其中最特别的是T2122 NYSE 4 week New High/Low Ratio，是我看overbought/oversold的终极武器，这个虽然没有正式oversold，但是从最近的历史数据看，应该是oversold enough了。
为什么说before the rebound we may see lower low first？同样也是惯性定律，你见过Major Distribution Day (NYSE Down Volume : NYSE Up Volume >= 9)是exactly the bottom的吗？特别说这个的意思是，熊熊表担心，多半有逃跑的机会，既使是下图中少数情况出现（只有一次），明天高开高走，头也不回，表忘了，根据1.0.6 SPY Unfilled Gaps，那是SPY的第21个unfilled gap，因此很可能走不远，还得回来补空。
此外，6.4.2c Extreme TICK Readings Watch也guarantee an immediate lower low ahead。顺便说，有同志曾经comment说这个extremely low TICK因为发生在downtrend情况下，所以当然lower low guaranteed啦，应该要看在uptrend的情况下。That’s true，可问题是，在uptrend情况下，是很少很少会有extremely low TICK reading的，换句话说，whenever an extremely low TICK reading is recorded，很可能已经是在downtrend里了。
6.2.2b VIX Trading Signal (BB)，VIX out of BB top，因此是潜在的buy setup (not confirmed yet of course)，要提醒的是，明天SPY再跌一天SPY ST Model就很有可能进入sell mode了，这样，这个VIX BB buy setup就可能无效了。
此外，有兴趣的话，可以看看0.1.0 SPY Short-term Trading Signals的注释部份，according to TradingMarkets，至少有5个winning rate很高(above 80%)的buy setup已经trigger了。
INTERMEDIATE-TERM: THE FIRST 2.5%+ PULLBACK AFTER A 40+ STRAIGHT UP TRADING DAYS WAS USUALLY A BUY
See 11/12 Market Recap for more details.
SEASONALITY: BEARISH MONDAY, BULLISH FRIDAY, BULLISH THE WHOLE WEEK
See 11/12 Market Recap for more details.
For November seasonality chart please refer to 11/11 Market Recap for more details.
HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST
- 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.
- 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.
- 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.
- * = New update; Blue Text = Link to a chart in my public chart list.
- 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.
- UP = Intermediate-term uptrend. Set when I see at least one higher high and higher low on weekly chart.
- DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on weekly chart.
| 
狗仔卡
发表于 2010-11-16 10:13 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2010-11-16 10:14 PM
发表于 2010-11-16 10:19 PM
