SPX Notes 2009

小咪

谢bay, Qjie and lite

bayliner1979

SPY now at 91.97, right at the maxpain.

All cash now.
gained 8% in the past week.
The current position is in the mid-air.   Before Quarter OE, SPX could go as low as 880, and as high as 945.  Don't know which one comes first, wait for the chance to long or to short.

Today it does look like 1/16/2009.
But tomorrow more likely will be a Doji rather than 1/20, because the maxpain should be between 91.5 and 92.
(This is my assessed maxpain, not the maxpain you can get online)

bayliner1979 发表于 2009-6-18 18:36

ForeverExplorer

Laoda 很准!

lite1067

SPY now at 91.97, right at the maxpain.

All cash now.
gained 8% in the past week.
The current position is in the mid-air.   Before Quarter OE, SPX could go as low as 880, and as high as 945.  Don ...
bayliner1979 发表于 2009-6-19 15:36

91.97? option is based on close, which is 92.03?

JL01

xiaoxiaozhang

SPY now at 91.97, right at the maxpain.

All cash now.
gained 8% in the past week.
The current position is in the mid-air.   Before Quarter OE, SPX could go as low as 880, and as high as 945.  Don ...
bayliner1979 发表于 2009-6-19 16:36

buctusa

新低手

1622# bayliner1979

开小差

thx. ding

acoust

benmao

thanks bay, q, lite laoda

bayliner1979

That's why I sold my 92 strike puts in my 91-92 bear spread at 12:00pmPDT before I went to a lunch party. (I didn't have chance to wait for the close today)
This kind of close call ain't worth to beat or not beat.   It's meaningless to bet on it.
The 91-92 bear spread was a get-even transaction.  The 93-94 bear spread I did when SPX was at 94x gained much.

91.97? option is based on close, which is 92.03?
lite1067 发表于 2009-6-19 16:46

lake3peat

thanks!

开小差

thx. ding

QQQ

Bay, looks like the quarter end exp is now pressed down to 90-92, what do you think?

bayliner1979

Should be less than 93, likely same as June OE.
Wait for building a little long position at SPX880 and close them before quarter OE.

Bay, looks like the quarter end exp is now pressed down to 90-92, what do you think?
QQQ 发表于 2009-6-22 20:52

bayliner1979

今天MDD，明天Doji，可play Maserati's post-MDD game.

2.4.2 $NYADV indicates a lower close ahead.
3.0.0 $TNX 头肩顶，TLT头肩底。
7.0.3 indicates a big rebound is immediate.  Rebound target is at least to fill today's opening gap.

BTW, today could be similar to 10/19/2007.

bolero

thanks for the update... great work!!

开小差

thx.ding

lake3peat

7.0.3 indicates a big rebound is immediate.  Rebound target is at l ...

WOW. Wait and see!

Thanks.