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12/29/2012 Weekend Update

jademann
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Re: 12/29/2012 Weekend Update

Post by jademann »

Bullbear, what do you think about this scenario?

https://sites.google.com/site/stoplosst ... edirects=0
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daytradingES
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Re: 12/29/2012 Weekend Update

Post by daytradingES »

6:15 PM 12/29/2012

Outlook Last Week: up to 1680 - with the caveat that timing could be off with holidays
Actual : up to 1667
Outlook: up to 1684

Notes:
Once again a holiday week - as it was last week so for this week .....the targets are only fanciful.
And once again not expected to a good week for trading.
When politicos hold the MSM attention (hence the public) - expect silliness. :D

http://screencast.com/t/QzotdnFZ20rF


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Good trading to all
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BullBear52x
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Re: 12/29/2012 Weekend Update

Post by BullBear52x »

jademann wrote:Bullbear, what do you think about this scenario?

https://sites.google.com/site/stoplosst ... edirects=0
:shock: the big bear EW count may point that direction. I don't think power that be will allow it.
My comments are for entertainment/educational purpose only. NOT a trade advice.
daytradingES
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Re: 12/29/2012 Weekend Update

Post by daytradingES »

7:56 PM 12/29/2012

TSX traded with HXD.to
looks like low is in.
now waiting for it to go up.

http://screencast.com/t/DakFkAV4Zn

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jademann
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Re: 12/29/2012 Weekend Update

Post by jademann »

Bullbear, this is the best case for a long term bull because the trend line is still up.

This is my worst case scenario:

https://7103b3f2-a-62cb3a1a-s-sites.goo ... edirects=0

https://7103b3f2-a-62cb3a1a-s-sites.goo ... edirects=0
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Harapa
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Re: 12/29/2012 Weekend Update

Post by Harapa »

jademann wrote:I have three questions:
Thanks for your help!
Is it true that VIX drives the markets one way of the other?
Is VIX a forward indicator of future market direction?

Look at this chart (particularly bottom two plots) and decide by yourself. Timing of this type of setup can be further improved by looking at lower time frames. :mrgreen:
vixies composite_LT2.gif
And the most important, what is everyone's best method for determining when the VIX has peaked
Looking at some predefined levels is not a best way to ascertain tops and bottoms in the VIX, applying either rate of change or some measure of momentum (shown in the above chart) are better options. :geek:
and it is safe to buy XIV type products?
Yes, provided you have a strategy and can stomach the wild swings. For example look at this equity curve. This is a result of a setup that was optimized using data from March 12-Nov.12 (red horizontal line) than evaluated using data going back to August 2011(and in real time mode since Dec 12) to eliminate the possibility that the return in the optimization period is a result of "backfitting". While this setup appears extremely profitable, thrice it lost big time in the test period (25%,15%, & 13% ) :evil: :lol:. BTW, in the live trading that began on Dec 1st, the strategy is up by 22% (as of close of 12/28 and will be more as markets open on Monday :lol: :lol: :lol: );currently strategy is long VXX since 12/19/12.
Trading XIV New setup_Validation.png
Above is provided for informational purposes only and shouldn't be considered an investment advice or recommendation to buy or sell anything.
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Harapa
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Re: 12/29/2012 Weekend Update

Post by Harapa »

I am looking for EOD data for VXV (AKA $VXV, ^VXV, VXV index) before Oct 2007. I have seen it on some presentations on the net but can't find a source for the data (Yahoo, Google CBOE all have data starting Oct 2007). I hear Bloomberg has this data (available to its pro users) going back 1990. I wonder if someone here can share this data with me. In exchange I will share the results of my study.
Above is provided for informational purposes only and shouldn't be considered an investment advice or recommendation to buy or sell anything.
jademann
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Re: 12/29/2012 Weekend Update

Post by jademann »

Thanks Harapa,

I had intended to play this same move, but I got tricked out of UVXY by last weeks fall. I was using a strategy which combined short term with medium term.

What does the function MACD(ONE:VIX,???) actually mean? I guess that have you got something proprietry going on there ??? which I can respect.

My main medium term chart is this one. When the 50 crosses 200 it will explode. I am trying to decide whether to get back in UVXY, probably will. Does your system accurately predict the day and time to exit?

http://stockcharts.com/h-sc/ui?s=$VIX&p ... 6511322948
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Al_Dente
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Re: 12/29/2012 Weekend Update

Post by Al_Dente »

$GOLD is still testing strong support at the uptrend line drawn back to 2008, which has held six times this year.
If she can hold it again, upside resistance is the 1752 zone. If she breaks, she will head down toward the 1525 support zone, where (last time) China was reportedly a bulk buyer. Short puts might like 1525 if there is any premium there. This is longer term WEEKLY
The lower high and lower low of the past couple months suggests a breakdown, but the dollar will help decide.
1230gold.png
Disclaimer: I am not an investment advisor. This is just my opinion NOT investment advice.
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Al_Dente
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Re: 12/29/2012 Weekend Update

Post by Al_Dente »

Harapa wrote:I am looking for EOD data for VXV (AKA $VXV, ^VXV, VXV index) before Oct 2007. I have seen it on some presentations on the net but can't find a source for the data (Yahoo, Google CBOE all have data starting Oct 2007). I hear Bloomberg has this data (available to its pro users) going back 1990. I wonder if someone here can share this data with me. In exchange I will share the results of my study.
Doc: I only have $VXV data back to 11/13/07 :cry:
Disclaimer: I am not an investment advisor. This is just my opinion NOT investment advice.
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Harapa
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Re: 12/29/2012 Weekend Update

Post by Harapa »

jademann wrote:What does the function MACD(ONE:VIX,???) actually mean? I guess that have you got something proprietry going on there ??? which I can respect.
You have it right, unfortunately, at this time I am not able to share the details of MACD.....
Also, in my experience playing volatility products with EOD data is mostly not profitable but buying equities are .
Last edited by Harapa on Sun Dec 30, 2012 1:42 pm, edited 2 times in total.
Above is provided for informational purposes only and shouldn't be considered an investment advice or recommendation to buy or sell anything.
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Harapa
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Re: 12/29/2012 Weekend Update

Post by Harapa »

Al_Dente wrote:Doc: I only have $VXV data back to 11/13/07
Thanks, I have this much data.
Above is provided for informational purposes only and shouldn't be considered an investment advice or recommendation to buy or sell anything.
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Al_Dente
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Re: 12/29/2012 Weekend Update

Post by Al_Dente »

Top nine SPY stocks
[edit] updated data as of 12-05-2012
SPY Top Ten Holdings:

Apple Inc (AAPL): 4.32%
Exxon Mobil Corporation (XOM): 3.21%
General Electric Co (GE): 1.76%
Chevron Corp (CVX): 1.63%
International Business Machines Corp (IBM): 1.61%
Microsoft Corporation (MSFT): 1.58%
AT&T Inc (T): 1.55%
Procter & Gamble Co (PG): 1.52%
Johnson & Johnson (JNJ): 1.52%
Pfizer Inc (PFE): 1.47%

% Assets In Top 10: 20.17%
Total Holdings: 501
1230wkndtopspy.png
Last edited by Al_Dente on Sun Dec 30, 2012 1:26 pm, edited 1 time in total.
Disclaimer: I am not an investment advisor. This is just my opinion NOT investment advice.
Bman69
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Re: 12/29/2012 Weekend Update

Post by Bman69 »

Futures Options - can anyone provide a link to specific expiration times for futures options? I played the Dec ES futures options which closed out the morning of Dec. 21st at 9:30 am EST. For the monthly futures options at what time does trading stop, is it 9:30 am EST tomorrow morning or is it end of day 4 or 4:15 pm EST?

Thanks in advance.
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BullBear52x
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Re: 12/29/2012 Weekend Update

Post by BullBear52x »

jademann wrote:Bullbear, this is the best case for a long term bull because the trend line is still up.

This is my worst case scenario:

https://7103b3f2-a-62cb3a1a-s-sites.goo ... edirects=0

https://7103b3f2-a-62cb3a1a-s-sites.goo ... edirects=0
Thanks, That is some number, I hope I am on the right side all the way :D
My comments are for entertainment/educational purpose only. NOT a trade advice.
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BullBear52x
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Re: 12/29/2012 Weekend Update

Post by BullBear52x »

my old timer set up to trade TVIX
2.JPG
same set up to trade XIV
1.JPG
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Al_Dente
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Re: 12/29/2012 Weekend Update

Post by Al_Dente »

COBRA
Great member report thanks :mrgreen:
It’s Sunday I guess I better vote 4 u again

http://stockcharts.com/public/1684859

plus Etta: http://www.youtube.com/watch?v=nfNLspDL3ns
Disclaimer: I am not an investment advisor. This is just my opinion NOT investment advice.
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Cobra
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Re: 12/29/2012 Weekend Update

Post by Cobra »

Al_Dente wrote:COBRA
Great member report thanks :mrgreen:
It’s Sunday I guess I better vote 4 u again

http://stockcharts.com/public/1684859

plus Etta: http://www.youtube.com/watch?v=nfNLspDL3ns
Thanks. :mrgreen:

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jademann
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Re: 12/29/2012 Weekend Update

Post by jademann »

I wonder if what I am really doing here today is using charts to predict the cliff vote and its likely effects, which hasnt even happened yet!?
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gappy
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Re: 12/29/2012 Weekend Update

Post by gappy »

http://www.cmegroup.com/trading/energy/ ... lendar.pdf 24 hrs prior and during notice day can be volatile for the energy options, COT gives clue to direction. Factor in political nonsense, false flag shennanigans and potential Black Swan scenario sentiment just ahead of expirations. http://www.youtube.com/watch?v=8Njp06oOibo
‘the petrodollar is our currency and our problem’....Gappy
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