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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 |
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ST Model |
11/23 S |
1.9*ATR(10) |
Stopped out on 12/02 with loss. |
NYMO Sell |
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*Short if SPY tomorrow’s open > tomorrow’s close, the stop loss is 2*ATR(10). Reference only, not meant to be followed. | |
SHORT-TERM: POTENTIAL NYMO SELL SETUP AND TOO MANY SENTIMENTRADER’S INDICATORS ARE AT BEARISH EXTREMES
我知道,看了标题以后,绝大多数人第一个反应是,who cares or 有没有用啊,可能私下里还有一句,您歇歇吧,每天bearish,累不累啊,呵呵。Anyway, I have to report what I see,我相信最终是会起作用的,问题是when,这我没法知道,personally, I’m in wait and see mode,没看我short-term hold no position overnight吗?
NYMO Sell Setup,应该比较熟悉了吧,原理见6.4.0 SPX and NYMO Divergence Watch,SPX new high或者非常接近new high,但是NYMO却是负的,这经常意味着top of some kind。当然不是总是准,尤其是机械信号的NYMO Sell,自2002年以来,成功率目前只有63%了。另外,注意哈,只是potential setup,table above里明天还有个confirm的条件。
Too many Sentimentrader’s indicators are at bearish extremes,见下图,41% of total Sentimentrader’s indicators are now at bearish extremes,这个数值已经非常接近11月top时候的extreme了。
INTERMEDIATE-TERM: BULLISH BUT NEED SEE HOW MARKET BREAKOUT ABOVE SPX 1227
Temporarily maintain a bullish view for the intermediate-term, need see how the market breakout above SPX 1227 though. Right now the biggest problem is ISEE Equities Only Index is way too crazy. See 12/03 Market Recap for more detail.
SEASONALITY: DECEMBER HAS BEEN BULLISH
See 12/03 Market Recap for more detail.
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.
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