12/29/2012 Weekend Update

[jademann]

Bullbear, what do you think about this scenario?

https://sites.google.com/site/stoplosst ... edirects=0

[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.

http://screencast.com/t/QzotdnFZ20rF


GLTA
NTA

[BullBear52x]

Bullbear, what do you think about this scenario?

https://sites.google.com/site/stoplosst ... edirects=0

the big bear EW count may point that direction. I don't think power that be will allow it.

[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

GLTA
NTA

[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

[Harapa]

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.

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.
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% ) . 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 );currently strategy is long VXX since 12/19/12.

[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.

[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

[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.

[Al_Dente]

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

[Harapa]

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 .

[Harapa]

Doc: I only have $VXV data back to 11/13/07

Thanks, I have this much data.

[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

[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.

[BullBear52x]

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

[BullBear52x]

my old timer set up to trade TVIX

same set up to trade XIV

[Al_Dente]

COBRA
Great member report thanks
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

[Cobra]

COBRA
Great member report thanks
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.

[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!?

[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