06/23/2010 大盘回顾 （Bear Flag?）

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 SELL 6 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 / 07/07 06/24, 07/31, 08/20-08/23 Next pivot date: 06/24?

BULLISH 8.1.1 Normalized NATV/NYTV: Bottomed? 0.2.1 10Y T-Bill Yield: Bottomed? BEARISH *0.0.2 Combined Intermediate-term Trading Signals: Topped? 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   *Buy if SPY rises tomorrow. The stop loss will be 1.9 * ATR(10). Reversal Bar     *Buy if SPY rises tomorrow. The stop loss will be 0.9 * ATR(10). *This model will be retired as soon as the SPY ST Model upgrade project is done. NYMO Sell     Non-Stop(RSP) 06/17 L N/A 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   IWM DOWN   Ascending Broadening Wedge, downward breakout 73% of the time. CHINA DOWN EMERGING UP   EUROPEAN UP   CANADA UP   *Hollow red bar held above MA(20), rebound? BOND UP *BUY *ChiOsc is way too high now. 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   *Bullish reversal bar held above MA(20). MATERIALS UP

*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: COULD BE AT LEAST ONE SMALL LEG DOWN TOMORROW

 

今天没啥好消息，After Bell Quick Summary里都提了，1.0.0 S&P 500 SPDRs (SPY 60 min)，看着像是Bear Flag，因此很可能还有one more leg down at least。另一个简单的方法，看看图上过去第一次出现那么多红棒棒(6 or more red bas)以后，有没有一下子就反弹起来的？好像都是几根蓝棒棒以后，又有几根红棒棒下跌，然后运气好的话才有大反弹，运气不好，那还有the 3rd leg down，是吧？

 

 

所以，我的结论是，牛牛明天需要点运气，hopefully：

1. 今天After Bell Quick Summary里都提到的6.2.4a SPX and VIX Divergence Watch, both VIX and SPX red could work.
2. The Reversal Bar setup could work。这个setup (which is now part of the SPY ST Model secondary signals)单独测试的话，有67%的winning rate，如果明天能trigger的话。

 

0.0.2 Combined Intermediate-term Trading Signals，这个图昨天提了，3 points validated trend line破了，因此是说market已经top了。

 

tongwen

Sofa? YES!  Thank you.

tonghu

sofa

darren168

thanks

大牛Steve

板凳！

stockgirl

First page!

cartier

oldfox

leftright

t-k

20108

ranchgirl

Thanks!

vicvic

redwendy

谢谢！那个  INTERMEDIATE-TERM: INITIAL REBOUND TARGET AROUND 1150 AND TIME TARGET AROUND 06/24
似乎不太可能了吧？

everest001

Thanks!

H@T

zleyre22

顶老大.终于快出买信号了
可是短期趋势是SELL啊

happyface

thanks

gardener2000

Thanks, Cobra for your hard work everyday!
Your stop loss for reverse bar setup and ST model is different. How is it going to work if you integrate the reverse bar into the ST model, shouldn't you have tighter stop loss in this case?

hillcrest

thanks for sharing!