10/12/2009 大盘回顾 （SPY QQQQ non-confirmation）

Cobra

Summary:

Still could be very close to a short-term top.

	TREND	MOMENTUM		COMMENT - Sample for using the trend table.
Long-term	Up
Intermediate	Down	Neutral
Short-term	Up	Neutral
SPY SETUP	ENTRY DATE	INSTRUCTION	STOP LOSS	Mechanic trading signals for reference only. Back tested since 2002.
ST Model I		Watch Breakout		Stopped out long with gain on 10/01. No position held now.
ST Model II				Stopped out short flat on 10/08.  No position held now.
VIX ENV	10/06 L	*Adjust stop loss	10/09 Low
Reversal Bar	10/05 L	*Adjust stop loss	10/08 Low
Up 3 days in a row while volume down 3 days in a row	10/12 S	*Short at close	Hold 3 days	61% winning rate since 2002.

 

INTERMEDIATE-TERM: NO UPDATE

 

没啥新鲜的，暂时have no idea about intermediate-term的方向。The bottom line：

1.2.1 Dow Theory: Averages Must Confirm，由于breadth还是很overbought外加TRAN还是没有confirm INDU new high，因此俺还是认为至少应该有10%左右的correction。

 

SHORT-TERM: MAINTIAN THE CONSOLIDATION THEN PULLBACK FORECAST

 

Short-term，俺还是看consolidation（so far this prediction is right）后pullback。

 

1.0.2 S&P 500 SPDRs (SPY 60 min)，SPY new high了，但是QQQQ却没有confirm，介种non-confirmation是比较bearish的。

 

1.1.3 QQQQ Short-term Trading Signals，又是个黑棒棒。还是两个预言：1. 低开，明天。2. 离short-term top不远了。

 

当然，今天是假日，所以可能啥问题都不说明，let's see see明天再说吧。

 

INTERESTING CHARTS:

 

关于trend table里新增加的mechanical trading signal，大家有空看看说明吧：Introducing Mechanical Trading Model

 

关于trend table里，今天的SPY up 3 days in a row while volume down 3 days in a row的short-term short setup，详情看这里：10/12/2009 After Bell Quick Summary

 

happyface

沙发

jack

thanks

JL01

zhyangi

Thanks.

wnd4

thanks

Alchemist

长叶草

牛B家

以前那个每月统计没加上来呢？ 呵呵

tenteddies

first page?

nanosensor

10# tenteddies
Thanks

Cobra

以前那个每月统计没加上来呢？ 呵呵
牛B家 发表于 2009-10-12 20:19

啥每月统计？你是说Seasonality？

Lemontree

bokchoy888

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风清扬

CoolMax

MtlJaysFan

顶

Ave

大牛Steve

michaelzhang

thx!!!