06/21/2010 大盘回顾 （Turnaround Tuesday?）

Cobra

TREND INDICATOR MOMENTUM INDICATOR COMMENT (Click link to see chart) Long-term 3 of 3 are BUY     Intermediate 2 of 3 are BUY 5 of 5 are NEUTRAL Non-Stop Model is in BUY mode Short-term 2 of 2 are BUY 5 of 6 are NEUTRAL SPY ST Model is in BUY mode GANN DAY MOON/SOLAR CYCLE & TIME FIB CONCLUSION *07/07-07/11 06/26 / 06/21 06/24, 07/31, 08/20-08/23 Next pivot date: 06/24?

BULLISH 0.1.1 SPX Intermediate-term Trading Signals: CPC MA(10) too high. 0.2.4 Nasdaq Total Volume/NYSE Total Volume: Bottomed? BEARISH 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   *No buy setup triggered yet. Although the primary signal is buy (which means an intermediate-term uptrend), but back test shows to take a long position as soon as the primary signal turns into buy, a little little bit more likely you’ll end up with a loss. Sure, you can long here but to me, wait for a secondary signal to enter a long position is much safer and right now there’s no secondary buy signal yet. Reversal Bar     NYMO Sell     Non-Stop(RSP)   *Buy signal since 06/17. See 06/17 Market Recap for more details. OTHER ETFs TREND *DTFMS COMMENT – *New update. Click BLUE to see chart if link is not provided. QQQQ UP   *3 reversal like bars testing MA(50), doesn’t look good. IWM DOWN   Ascending Broadening Wedge, downward breakout 73% of the time. *4 reversal like bars in a row, doesn’t look good. CHINA DOWN EMERGING UP   EUROPEAN UP   ChiOsc is too high. CANADA UP   1.5.1 TSE McClellan Oscillator: Overbought. *1.5.0 iShares CDN S&P/TSX 60 Index Fund (XIU.TO Daily): 3 reversal like bars, doesn’t look good. BOND UP   *Hollow red bar, rebound? EURO DOWN   GOLD UP   4.3.0 Gold Trust Shares (GLD Weekly): Head and Shoulders Bottom, target $129.99. GDX UP   4.3.1 Market Vectors Gold Miners (GDX Weekly): GDX:$SPX is too high. OIL UP   ENERGY UP   FINANCIALS DOWN   REITS UP   MATERIALS *UP   *3 reversal like bars in a row, doesn’t look good.

*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: WEEK AFTER JUNE TRIPLE WITCHING WAS BEARISH

See 06/18 Market Recap for more details.

 

INTERMEDIATE-TERM: INITIAL REBOUND TARGET AROUND 1150 AND TIME TARGET AROUND 06/24

See 06/14 Market Recap for more details.

 

SHORT-TERM: A LITTLE LITTLE LITTLE BULLISH BIASED TOMORROW

 

今天没啥说的，4 reversal bars in a row，SPY daily图不好看，不过今天的After Bell Quick Summary已经提到了，类似于今天的Bearish Engulfing pattern，第二天只有15%的几率收红，所以短期内并不bearish。

 

 

下面的图也是明天可能收绿的理由，for fun only。明天是周二，周二又有个著名的名称叫做turnaround Tuesday，有趣的是最近好像都是red Monday then green Tuesday，明天是否还是这样，we’ll see。

 

 

顺便说，看今天的白天灌水，发现有童鞋对SPY ST Model的buy mode不是很理解，table above解释了，buy mode只是the primary signal，不是说不可以long，只是现在long，相对于等待the secondary buy signal以后再long，成功率要稍微低一些。下面是on going SPY ST Model improving project的最新back test summary，81%的winning rate，指的是the secondary signal，而不是the primary signal。

 

cartier

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板凳！！！！！！！！！！

cartier

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cartier

usamonkey

greenback

Thanks a lot for your real-time comments!

fara

thx.

t-k

nanosensor

Thanks!

SmartyJones

thanks!

surya

H@T

wangbin

thanks

sfbayarea

zhyangi

Thanks.

redwendy

谢谢！