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| 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 |
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| ST Model |
11/23 S |
1.9*ATR(10) |
Stopped out on 12/02 with losses. |
| NYMO Sell |
11/12 S |
11/26 High |
Stopped out flat on 12/01. Reference only, not meant to be followed. | |
SHORT-TERM: PROBABLY THE BEAR’S LAST CHANCE IS THE NEXT WEEK
两点说明：
- 可能a few more up days ahead，因为既使这仅仅是个short-term rebound，一般rebound也能持续5 to 7 trading days，而到目前为止，反弹最多只能算4 trading days，因此more up days to go。
- 下周非常关键，因为有两个很重要的pivot date，加上seasonality is bearish，考虑到疯狂的ISEE Equities Only Index (see table above)，因此熊熊要反击的话，就是下周了。The next next week is Triple Witching week which according to Stock Trader’s Almanac, Dow up 22 of last 25, 而the next next next week is Christmas shortened week, volume会很低，选择在这样volume很低的week发动进攻，成本太高，因为没有足够的买盘，the next next next next week是Santa Rally。这样，熊熊要反击的话，either the next week or至少要等new year了。
INTERMEDIATE-TERM: TO BE ASSESSED, ALTHOUGH I BELIEVE WHAT WE HAVE NOW IS NOT JUST A SHORT-TERM REBOUND
中期暂时维持bullish view，target SPX 1300+ (see 12/01 Market Recap)，理由有三：
- Seasonality, see table above, blah blah.
- POMO, see table above, blah blah.
- 最重要的是6.3.1a Major Accumulation Day Watch, 2 Major Accumulation Day within 5 days，这个可以算是confirm table above里诸多intermediate-term bullish信号了。
之所以说“暂时维持”，是因为目前还有两个问题(see 12/01 Market Recap)：
- SPX 1227还没有decisively broken。尽管我个人不认为是个问题，问题的关键是how to break，是大绿棒棒，还是大红棒棒，差别很大哈。
- ISEE Equities Only Index hit a 2nd record high，04/26 top就是在这个index hit record high后不久就发生的。
所以呢，结论，我在title里写了“To be assessed”，尽管目前看起来牛牛希望非常大。
下周如果SPX breakout above 1227，除了要注意上面提的两点以外，我还会注意1.2.0 INDU Leads Market。如果你跟我一样相信INDU leads的话，因为INDU已经有了lower low, which implies that SPX eventually would have a lower low，如果SPX breakout above 1227而INUD却没有higher high的话，那就是double doom，要小心了。
SEASONALITY: DECEMBER HAS BEEN BULLISH
The chart below is from Bespoke:
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.
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狗仔卡
发表于 2010-12-4 08:37 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2010-12-4 08:43 PM
发表于 2010-12-4 09:00 PM
