11/10/2009 大盘回顾 （One more push up?）

Cobra

Summary:

The rebound since 11/02 was not broad based.

SPY up 7 days in a row was mostly a short-term top in the past.

	TREND	MOMENTUM	EMOTION	COMMENT - Sample for using the trend table.
Long-term	Up		Disbelieve
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		*Short if Open > Close tomorrow.		Officially in downtrend.
Reversal Bar		*Short if Open > Close tomorrow.
NYMO Sell				Stopped out with gains on 11/05.
VIX ENV

 

INTERMEDIATE-TERM: NOT A BROAD BASED RALLY

 

1.2.3 Value Line Arithmetic Index (Daily)，比较一下绿圈圈，自11/02开始的rally，明显的比前两个一路整齐的阳棒的rally要弱。昨天的report说了，Market new high但是NYSI not confirm的情形，象极了July 2007的情况，所以俺认为大盘是在做个Broadening Top。

 

0.0.3 SPX Intermediate-term Trading Signals，虽然俺的经验，相似性经常不工作，不过还是有义务报告蓝色圈圈的相似性，如果真是这样的话，明天应该大涨。

 

SHORT-TERM: SPY UP 7 DAYS IN A ROW WAS MOSTLY A SHORT-TERM TOP IN THE PAST

 

SPY到今天为止连涨7天了，下面是back test results，sell at next day open cover at the next next day close。另外，从visual back test的图上，看起来，好像short-term top的情况比较多。此外，明天如果Open > Close（就是说高开低走）的话，会触发trend table里的两个setup。介两个setup的winning rate都在60%以上，加上SPY连涨7天的统计，因此俺大概会follow。

 

Back Test Summary:

 

Trades:

 

Visual Back Test:

 

INTERESTING CHARTS: NONE

newbee168

shafa!?

impresario100

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soulvirus

i am late again... come on

thanks, cobra

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too late for me

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bench of 1st page

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thx

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高级用户

reks

Thanks first then read

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thanks

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