09/30/2009 大盘回顾 （SPX Swing Trade Model II Sell Signal）

Cobra

Summary:

CPCE argues for an intermediate-term top again. Need follow-through tomorrow though.

SPX Swing Trade Model II Sell signal.

QQQQ black bar may mean a short-term top is very close.

	TREND	MOMENTUM		COMMENT - Sample for using the trend table.
Long-term	Up
Intermediate	Down*	Neutral		Sell signal needs further confirm.
Short-term	Down*	Neutral
SETUP	DATE	TRADE	STOP LOSS	Mechanic trading signals for reference only. Back tested since 2002.
SPX ST Model I	08/21	Buy next open	09/25 Low	Win: 48%, Gain/Loss Ratio: 2.3, Ann Return/Trade: 58% yr
SPX ST Model II	09/29	Sell next open	09/29 High	Win: 49%, Gain/Loss Ratio: 2.6, Ann Return/Trade: 74% yr

 

INTERMEDIATE-TERM: SELL SIGNAL TRIGGERED

 

0.0.3 SPX Intermediate-term Trading Signals，由于MACD and NYSI都是sell了，因此今天俺downgrade intermediate-term to down from up。

 

2.8.0 SPX:CPCE，trend line breakout，因此又喊top，不过需要至少明天hold trend line。

 

今天俺的SPX Swing Trade Model II也是sell short了。下面是Model II back test的summary (from 2002)。注意，介是机械信号哈，过去工作，不代表以后工作哈。

 

SHORT-TERM: COULD BE NOT FAR FROM A TOP

 

1.1.3 QQQQ Short-term Trading Signals，又是黑棒棒。两个规律，最近：

1. 明天低开，但并保证最终收红。

2. 离short-term top不远了。今天大家都在说1.0.3 S&P 500 SPDRs (SPY 30 min)的Symmetrical Triangle，这从Elliott Wave的角度讲，往往意味着Wave 4，因此可能还有Wave 5的最后冲高。这不违背QQQQ黑棒棒意味着short-term top is very close的预言，大家可以仔细看看QQQQ的图，黑棒棒以后是有出new high的情况的。

 

INTERESTING CHARTS:

 

1.2.0 INDU Leads Market，INDU lower low先了。如果以前的规律还有用的话，那意味着SPX也会lower low。

 

今天的Russell 3000 Dominant Price-Volume Relationship是1525 stocks price down volume up，应该是比较bearish的reading。下面的图标出了最近1500左右stocks price down volume up的case。

gear

沙发！

happyface

thanks Cobra

gear

板凳

ForeverExplorer

1# Cobra


Safa?? Thanks for analysis.

Summerrose

re

开小差

safa

impresario100

vivian7899

schmd2000

penguin

weigoodone01

kosh

click, click

kosh

Given the SPY ST sell signal, would it be safe to bet that the short etfs now has a ST buy signal?

Aeiou

thanks

Cobra

Given the SPY ST sell signal, would it be safe to bet that the short etfs now has a ST buy signal?
kosh 发表于 2009-9-30 22:13

理论上讲，今天开盘可以买：DXD/SDS/QID/TWM/BGZ/TZA。昨天忘了说介个信号了。应该是昨天触发，今天sell open。

skipjack

thanks

JL01

lite1067

74% yr !!!

jackyking