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SPY SETUP |
ENTRY DATE |
STOP LOSS |
INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE.) TRADING VEHICLE: SSO/SDS, UPRO/SPXU |
ST Model |
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Reversal Bar |
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NYMO Sell |
01/21 S |
Breakeven |
Sorry, forgot to mention this setup on 01/20. |
VIX MA ENV |
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*Long if VIX falls into it’s MA Envelope and SPY close > open. | |
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INTERMEDIATE-TERM: THE CORRECTION TARGET FOR INDU COULD BE AROUND 9727
最近一段时间的报告陆陆续续提到了一些非常reliable的top信号:
- 3.0.0 10Y T-Bill Yield
- 2.3.4 Nasdaq Total Volume/NYSE Total Volume
- 0.0.8 SPX:CPCE
虽然它们无法判断the top是short-term还是intermediate-term,不过从周四和周五的下跌猛烈程度来看,非常大的可能介是个intermediate-term top。
4.0.4 Dow Theory: Averages Must Confirm,根据相似性可以推断correction target是9727ish,大约9%的样子。
Climax Buying,连着2周spike(红棒棒),介个应该可以看作correction会持续几周的证据。
由于大幅下跌是在本周的II and AAII survey之后,因此最好等下周的survey结果。下面是本周的II and AAII Survey,供参考。基本上,本周的II还是very bullish。
SHORT-TERM: PAY ATTENTION TO A POTENTIAL VIX BUY SIGNAL
Short-term,After Bell Quick Summary里已经说了,big sell off,第一次rebound多半会fail,而现在连第一次rebound都没有,因此还没跌完。当然由于ChiOsc is way too low,VIX看着也有反转的迹象,因此周一早盘是有反弹的可能的。
1.2.0 INDU Leads Market,INDU已经击穿了强大的consolidation area,expect SPX to follow,介个也是还没有跌完的证据。
俺知道,很多牛牛现在关心的是啥时候有rebound。下面的两个条件如果有任何一个符合,then the rebound could be very close:
2.0.0 Volatility Index (Daily),介个太panic了,因此周一如果能有out of BB reversal bar,那牛牛有希望。想buy dips的话,注意上面table里VIX MA ENV Setup的条件。
如果没有VIX MA ENV Setup的话,上面的table里列了三个必要条件。目前,只有一个符合,所以NOT YET。下面是图,for your conveniences。
2.4.2 NYSE - Issues Advancing。
2.4.4 NYSE McClellan Oscillator。
T2122 4 week New High/Low Ratio。
INTERESTING CHARTS: NONE
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