|
|
|
|
| SPY SETUP |
ENTRY DATE |
STOP LOSS |
INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE.
TRADING PLATFORM: SSO/SDS, UPRO/SPXU |
| Non-Stop |
09/07 L |
N/A |
Partial profits on 09/24. |
| ST Model |
|
|
*Long if SPY up tomorrow, the stop loss is 1.9*ATR(10).
*There’s a potential validity problem though unless up huge tomorrow. |
| NYMO Sell |
11/12 S |
Breakeven |
Reference only, not meant to be followed. | |
SHORT-TERM: VIX BB LONG SETUP TRIGGERED, BUT SPY ST MODEL MAY CHANGE INTO SELL MODE SOON
Reiterate 2 leg down pattern mention in 11/16 Market Recap，the first leg down是否over了，要看明天。
昨天报告里提的VIX BB Long Setup今天算是触发了，如果注意table above SPY ST Model的话，也应该看到明天是个潜在的buy。不过，both are facing validity problem，因为这两个long setup成立的前提条件是SPY ST Model in buy mode，问题是明天如果不大涨的话，SPY ST Model很可能就是sell mode了（最迟Friday）。不是说不可以long哈，只是说有这么个问题你需要知道，并且对于SPY ST Model来说，sell mode意味着close long position，换句话说，就是明天如果long confirm，后天可能就要close。顺便说，SPY ST Model has over 80% winning rate and above 2 gain loss ratio since 2002。
另一个想说的事情是as promised，我说要持续报告Institutions动向的，从下图看，Quantitative Easing II宣布后，好像institutions并不是很热情，反而现在distribution > accumulation了。
INTERMEDIATE-TERM: THE FIRST 2.5%+ PULLBACK AFTER A 40+ STRAIGHT UP TRADING DAYS WAS USUALLY A BUY
See 11/12 Market Recap for more details.
SEASONALITY: BEARISH MONDAY, BULLISH FRIDAY, BULLISH THE WHOLE WEEK
See 11/12 Market Recap for more details.
For November seasonality chart please refer to 11/11 Market Recap for more details.
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.
- Position reported in short-term session of the table above is for short-term model only, I may or may not hold other positions which will not be disclosed.
- Conclusions can be confirmed endlessly, but trading wise, you have to take actions at certain risk level as soon as you feel the confirmation is enough. There’s no way for me to adapt to different risk levels therefore no trading signals will be given in this report except the mechanical signals such as SPY ST Model.
- * = New update; Blue Text = Link to a chart in my public chart list.
- Trading signals in OTHER ETFs table are mechanical signals. See HERE for back test results. 08/31 L, for example, means Long on 08/31.
- UP = Intermediate-term uptrend. Set when I see at least one higher high and higher low on weekly chart.
- DOWN = Intermediate-term downtrend. Set when I see at least one lower high and lower low on weekly chart.
| 
狗仔卡
发表于 2010-11-17 08:07 PM
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
发表于 2010-11-17 08:08 PM
发表于 2010-11-17 08:49 PM
