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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 |
*09/07 S |
1.9*ATR(10) |
*Short position entered on 09/07. | | *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.
SHORT-TERM: COULD SEE MORE PULLBACKS
今天没啥好消息,有几个top sign,could mean either short-term or intermediate-term top。不过,如果大家注意看我最近贴的TICK MA(3) too high的chart话,今天的pullback是在预料之中的,此后如果还有一两天的sharp sell off,也符合过去的pattern,所以我还是倾向于中期3 leg up的判断,主要理由,还是这么强的up momentum不会一下子就reverse的。
今天最让我担心的问题,After Bell Quick Summary里也特别提到了,CPCI extremely high,这意味着大户知道什么我们小散还不知道的事情,因此提前布局,hedge their long positions。下面图显示了最近CPCI very high后的情况,看起来不怎么好玩。
CPCI过高也导致VIX and SPX on the same EMA(20) side,这是个潜在的trend change信号,不可小视。
0.2.5 NYSE Total Volume,too low,也是top sign。
6.2.2a VIX Trading Signals (BB),这个short setup算是触发了,see 04/13 Market Recap for back test results。
1.0.6 SPY Unfilled Gaps,这个只是提一下,不是说明bullish or bearish。最近我一直提back to back unfilled gaps are rare,所以短期内多半会补,今天就形成了这么一个back to back unfilled gap,而如果明天gap up unfilled话,会形成上下同时都有back to back unfilled gaps的局面,非常有趣。Let’s see.
INTERMEDIATE-TERM: EXPECT 3 LEG UP, MINI SPX 100 POINT FROM 08/27 CLOSE
See 09/03 Market Recap for more details.
SEASONALITY: SEPTEMBER IS BEARISH
See 09/03 Market Recap for more details. HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST *I’ve changed the trend indicator, now it should respond much faster.
*DTFMS = Dual Time Frame Momentum Strategy. The signal is given when both weekly and daily STO have the same buy/sell signals. Use it as a filter, don’t trade directly. *LA = Lateral Trend.
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