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楼主 |
发表于 2009-9-2 08:14 AM
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Yesterday's heavy-volume selling pressure kicked in a number of oversold readings among our most sensitive indicators, with the STEM.MR Models for the S&P and Nasdaq 100 as oversold - or more so - than any other time since the March bottom. The Short-term Indicator Score currently equals its most-stretched level of any time since last November.
Over the past decade, when the Score hit this extreme of a level, the S&P managed to close higher two days later nearly 70% of the time, and averaged +1.8%. When it occurred while the 200-day average of the S&P 500 was sloping higher (as it is now), then it was higher a couple of days later 7 out of 9 times, averaging +1.6%, with the two losses both being under -0.25%. The average maximum risk during the trades averaged -0.5% while the average reward was +2.0%, so the skew was very positive.
The S&P has decent technical support around 990, much better potential around 975-980, so in combination with the above I'll be using those levels as probable entries for tranches of a short-term long. |
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狗仔卡
发表于 2009-9-2 08:12 AM
