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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 |
03/31 L |
N/A |
Beware the winning rate is below 50%, it’s the gain/loss ratio that matters. |
| ST Model |
03/22 S |
1.9*ATR(10) |
Stopped out of short position on 03/30 with loss.
Poor performance this year, working on better model, will replace this one soon. |
| Short-term |
*DOWN? |
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I hold long position over the weekend for speculation play only. |
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SHORT-TERM: CLUELESS, NEED WAIT AND SEE, SIGNAL IS BEARISH BIASED THOUGH
暂时没有主意，看下周吧。按理是intermediate-term top的可能性很大，不过，老实说，我也是怕了，有很长一段时间，啥bearish的信号都不工作，谁知道这次是不是又这样？操作上，盯着我的short-term model看吧，啥时候我高高兴兴hold short overnight （不是被过夜哈，是主动过夜），那就是说short-term downtrend确认了。目前这个model还是buy at close，因此我持long过周末。不过，几率比较大的情况是周一开盘breakeven就close long，除非周一大涨特涨，如果真是这样的话，short-term就是毫无疑问的uptrend。
周五的After Bell Quick Summary里提了，SPY 8个反转棒棒，按理后续还有pullback。下面的图是换个角度看反转棒，SPY bearish reversal bar大部份都是工作的，特别是好像没有连续两个bearish reversal bar都错的情况（就是说没有连着两个蓝箭头表示都是失败的情况）。
0.0.2 Combined Intermediate-term Trading Signals，这个是非常可靠的看顶信号，周五3 points validated trend line破了，只要周一不跌破这个trend line，那么就是顶部信号。
OEX Open Interest Ratio继续涨，这个，我最近一直在说，不是好现象。下面的统计来自Sentimentrader:
This indicator settled into its current range starting around 1998. Beginning then, the 30-day forward return in the S&P 500 when the Open Interest Ratio exceeded 1.75 averaged -0.8%, with only 30% of the 63 days showing a positive return.
More importantly, the median maximum loss during the 30-day stretches was -5.0%, compared to a median maximum gain of +1.9%, so there was a consistent and relatively large negative bias to the market after such extremes.
最后，不要忘了，04/01 Market Recap里提到的04/11 to 04/14的重要时间阻力，我们现在已经在这个时间区域里了。此外，今年两个重要的转折点是02/18和03/16，因此不能排除04/15是个重要日子的可能性(04/16和04/17是周末），正好也是在我说的时间区域里。
INTERMEDIATE-TERM: BULLISH APRIL, SPX TARGET 1352 TO 1381, BEWARE 04/11 TO 04/14 PIVOT DATE
See 04/01 Market Recap for more details.
下面三个图，info only。
没有可能股市拼命涨而commodity不涨反跌的情况。那么，就想象一下，SPX all time high的时候，油价是多少吧？
TIP:TLT surge，至少表示是inflation的预期抬头了。我知道，不少同学认为是好现象，股市会继续涨，尽管我没有从图上看出来。
Negative divergence不少。
SEASONALITY: APRIL HAS BEEN HISTORICALLY THE MOST BULLISH MONTH OF THE YEAR
See 04/01 Market Recap for more details.
Also according to Stock Trader’s Almanac:
- Monday before expiration, Dow up 14 of last 21, down 4 of last 6.
- April expiration day, Dow up 11 of last 14.
- Income tax deadline, generally bullish, Dow down only 5 times since
1981.
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.
- * = New update; Blue Text = Link to a chart in my public chart list.
- UP = Intermediate-term uptrend. Set when weekly buy signal is triggered.
- DOWN = Intermediate-term downtrend. Set when weekly sell signal is triggered.
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狗仔卡
发表于 2011-4-9 05:14 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2011-4-9 05:32 PM
