guspenskiy13 976 posts msg #119982 - Ignore guspenskiy13 modified |
5/21/2014 5:16:36 PM
$VIX has closed below 12. This has happened 4 times in past 2 years.
08/05/2013 $VIX closes below 12; market was red for two days in a row and then went into correction.
03/11/2013 $VIX closes below 12; rebound the next day
03/13/2013 $VIX closes below 12; closes lower on 03/14/2013 - rare occurrence
03/14/2013 $VIX closes below 12; rebounds next day but stays below 12, market gaps down and rebounds for two more days.
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Seems like we have pretty good odds tomorrow and maybe for couple more days for shorting.
Since this is a pretty rare occurrence, I decided to share in a separate thread.
Also....BB's are tight...real tight..
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guspenskiy13 976 posts msg #119988 - Ignore guspenskiy13 |
5/22/2014 5:59:00 PM
I was short biased today...only broke even at the end, when shit popped....
VIX closed at 12.03; this is still in play!
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Eman93 4,750 posts msg #120001 - Ignore Eman93 |
5/23/2014 6:53:03 AM
I agree...looking to short at resistance. 190.42 double top on SPY.. 89.68 on the QQQs
GLT
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johnpaulca 12,036 posts msg #120010 - Ignore johnpaulca |
5/23/2014 12:49:34 PM
everyone is seeing the same double top this is why we will blow through or reverse before getting there. Trend is still intact with no sign of weakness, maybe sucky volume. With so many people trying to pick a top I can see this grinding much higher...forget the useless VIX readings...imho.
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guspenskiy13 976 posts msg #120186 - Ignore guspenskiy13 |
5/27/2014 11:49:50 PM
RSI(2) = 99.99
hmm
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guspenskiy13 976 posts msg #120259 - Ignore guspenskiy13 |
5/30/2014 9:02:22 AM
RSI(2) = 100 for ABC now.
wow.
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johnpaulca 12,036 posts msg #120260 - Ignore johnpaulca |
5/30/2014 9:11:02 AM
ABC....where is the overhead supply coming from...I wouldn't sell either.
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guspenskiy13 976 posts msg #120306 - Ignore guspenskiy13 |
5/30/2014 7:25:32 PM
First down day (-0.14%) after a 14 (!) day run-up...
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guspenskiy13 976 posts msg #120337 - Ignore guspenskiy13 |
6/2/2014 1:43:44 AM
qqq, spy, iwm 2003-2014
1. +DI
CAR = 15.14%
Sharpe = 1.21
Profitable trades = 82%
2. Aroon
CAR = 12.23%
Sharpe = 0.9
Profitable trades = 77.56%
3. CMF
CAR = 8.26%
Sharpe = 0.59%
Profitable trades = 76.18%
4. LR
CAR = 14.78%
Sharpe = 1.05
Profitable trades = 79.85%
5. QSTICK
CAR = 13.91%
Sharpe = 1.05
Profitable trades = 78.65%
6. RMI
CAR = 14.84%
Sharpe = 1.05
Profitable trades = 78.9%
7. RSI
CAR = 16.83%
Sharpe = 1.19
Profitable trades = 79.8%
8. SMI
CAR = 14.13%
Sharpe = 1.12
Profitable trades = 78.67%
9. STO
CAR = 13.39%
Sharpe = 1
Profitable = 77.66%
10. Williams %R
CAR = 16.1%
Sharpe = 1.07
Profitable = 77.86%
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guspenskiy13 976 posts msg #120338 - Ignore guspenskiy13 |
6/2/2014 1:45:30 AM
TOP 3 CAR:
1) RSI
2) %R
3) +DI
TOP 3 SHARPE:
1) +DI
2) RSI
3) SMI
makes sense to use RSI, %R and +DI combined for divergence trading
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