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Thursday, December 30, 2010

Day Before New Years Eve

Just when everything is going our way, things change.  Oh, that's right.. this is Momentum Changes!

We have a Momentum Change this morning in the FXE (Euro).. this is a volatile market as we all know, and change can happen quickly.. but we can react quickly!  Momentum has changed to the upside, and we closed the Short Sale of 12/20 at 132.42 this morning, closing the short at 132.53 with $0.21 loss, and went long at 132.53.  We also closed the UUP long, entered 12/15 at 23.10, with a Sell at 23.05, losing $0.05.  We do not have a recommendation at this time, although the Dollar index is now in an uptrend.

With the new weakness in the Dollar, our USO and SPY trades should continue up.  The financials and our XLF trade are still in an uptrend.

Economic news headlines this morning were good, with Seasonally Adjusted new apps for unemployment declining to 388,000, down from adjusted 422,000 last week.  However, unadjusted reported at 521,384, which was higher than last weeks 497,000.  The Glass-is-always-half full Chicago PMI surged to new highs, highest since 1988, printing at 68.6 and well above estimates of 61.  This report is generally considered an outlier, and the market promptly ignored it, now down 12 Dow points on the day.

Equity market indexes are down across the board, although nothing dramatic.  Bonds are up the second day in a row, Dollar is down, Euro is up, Oil down and Gold is down. Correlations again off the beam.  Am I the only one who feels the markets have gone to sleep the past couple of weeks?

Best to Your Trading!

Bill

4 comments:

  1. That is why the VIX, VXX are where they are. Not sure what all these mean, but compressed market soon breaks out.

    According to John Hussman's work, under the current set of market conditions, and based on historical pattern, it breaks to the down side. Good for 100 ES points

    ReplyDelete
  2. SC

    Nice to receive your comment.... I have not yet turned the blog on for the search engines. I am still working out what approach I want to use. I am an old fan of Terry Laundry and have used his long term investing skill set for a long time.

    I am also an old broker, and my main love is trading. I have used many systems over the years, many strategies, and most of them work until they don't, or until a mistake is made and then the trader becomes an investor.. and not by choice.

    I have developed a momentum model that is very accurate in determining short term trend change.. many trades generate small profits under 10%, and some are large profits, but the nice thing is that no trade generates a big loss.. I I have only had 2 losing trades this year, and both loses were for less than a point. While I have taken 76 points profit out of the SPY.

    The system works with stocks as well as indexes, but I really feel the index trades are much more liquid and much easier to track. So nearly all of my attention is focused on the big indexes, and then, mainly on the SPX

    I also can apply it to commodities, and it does a good job with Gold and with the currencies.. but those markets are very volatile and I don't want to get trapped in what are most of the time very noisy markets.

    again, thanks for taking the time to visit.

    Bill

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  3. Thanks for the welcome, Bill.

    You have a very sound system there. I think it deserves due recognition. Recently I came across this site.

    http://collective2.com/static/systemDeveloper.htm

    As a disclaimer, I am not affiliated with them in any way. A site I visited from time to time has submitted its trade result to be tracked there. That is how I came across it.

    I think that may be a good venue to allow your work the due recognition it deserves. Overtime, the tracked record will surely flow to the top of the rank at that site.

    Kenneth

    P.S.This is very well built blog with solid info and an effective trading system. It is a shame that few people visit here. That needs to be remedied, Bill.

    ReplyDelete
  4. SC

    Thanks for the link to Collective2... I was not familiar with it.

    I am retired and I am still interested in income.....wife loves it and it makes life easier. I do have thoughts about being able to generate some income......I follow several other subscriber trading sites, whose annual fees are upwards of $250, and my signals are often about 2 days early compared to others, and I have not missed a profitable trade this year.

    I really changed my trading strategy late last year and earlier this year to focus on shorter term trends.. and I have never had so much fun. And profit.

    And because it is signaling momentum change, it can never produce a big loss, and I can't ever get trapped. But I have had 10 trades this year, 8 profitable, 2 with less than a point loss. I have been trading mostly the SPY, taking a crack occasionally at the levered ETF's, but they can be more dangerous... they don't really follow the underlying index as carefully as most think.

    Thanks again.. and if you have any suggestions, please send them to me.

    Bill

    ReplyDelete