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SPY SYSTEM |
ENTRY DATE |
STOP LOSS |
INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE. |
Non-Stop |
03/31 L |
N/A |
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CI buy & hold |
12/03 L |
N/A |
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CI Swing |
03/16 L |
04/07 L |
Long position stopped out on 04/08. |
Short-term |
*DOWN |
N/A |
I hold both long and short overnight. |
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SHORT-TERM: MAY SEE REBOUND TOMORROW BUT NOT SO BRIGHT AHEAD
三点说明:
- 明天可能会涨。明天如果还跌的话,因为SPX连跌4天了,所以收盘买,后天卖的话,有74%的机会。
- 今天有更多的坏消息,我还是觉得是intermediate-term top的可能性比较大,至少短期要小心了。
- 操作上,今天buy dip,可能还可以赌赌运气,不是很确定。明天再跌的话,我就是正式熊熊了。
明天看涨的理由,今天的After Bell Quick Summary里提了一个,不是很solid,但是下面的统计来自Quantifiable Edges,好像挺有说服力的。
另一个理由是Sentimentrader的short-term indicators超卖的很多,特别是STEM.MR Model,毕竟现在中期还是上升趋势,所以trading oversold要比trading overbought安全的多。
下面是坏消息:
2009年以来所有较大的回调都是从SPX连跌三天开始的。
OEX option traders继续买进大量的put。
0.2.4 Nasdaq Total Volume/NYSE Total Volume,太高了。
0.0.2 Combined Intermediate-term Trading Signals,今天算是确认top了。这个信号,老胡同都知道,属于降龙十八掌级的,当然你说这年头非得葵花宝典才行,恩,你猛。
VIX:VXV,这个可能最近工作的不好,但是还是有必要知道一下,因为原理上讲,90天的volatility比30天的volatility高,意味着中期bearish。
INTERMEDIATE-TERM: BULLISH APRIL, SPX TARGET 1352 TO 1381, BEWARE 04/11 TO 04/14 PIVOT DATE
See 04/01 Market Recap for more details.
SEASONALITY: APRIL HAS BEEN HISTORICALLY THE MOST BULLISH MONTH OF THE YEAR
See 04/01 Market Recap for more details. Also according to Stock Trader’s Almanac:
- Monday before expiration, Dow up 14 of last 21, down 4 of last 6.
- April expiration day, Dow up 11 of last 14.
- Income tax deadline, generally bullish, Dow down only 5 times since 1981.
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.
- * = New update; Blue Text = Link to a chart in my public chart list.
- UP = Intermediate-term uptrend. Set when weekly buy signal is triggered.
- DOWN = Intermediate-term downtrend. Set when weekly sell signal is triggered.
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