Market in Bear Normal; Market is Neutral on a short term basis Equities returned to last week’s lows, with volatility remaining in the high end of normal. ; Blended monthly rebalancing, current holdings: 26 ETF portfolio: TLT, TLT, SHY (double scoop of TLT) 13 ETF portfolio: TLT x3 (Triple scoop of TLT) (could also use […]
Tag: Exchange-traded fund
weekend strategy report for July 16, 200
Market in Bull Normal; Market is Oversold on a short term basis Equities sold off this week, with volatility increasing slightly Blended monthly rebalancing, current holdings: 26 ETF portfolio: FXF, IYR, IEV 13 ETF portfolio: IYR, DIA, EFA next re-evaluation on/about 1 Aug ETF2 notes: no change, adjust stops Theoretical exposure is recommended at 50%; […]
Weekend report review, exec summary for Jul 09, 2011
Market in Bull Normal; Market is Overbought on a short term basis Equities maintained the gains this week, with volatility declining slightly inspite of weak employment numbers Blended monthly rebalancing, current holdings: 26 ETF portfolio: FXF, IYR, IEV 13 ETF portfolio: IYR, DIA, EFA next re-evaluation on/about 1 Aug ETF2 notes: no change, adjust stops […]
Blended monthly rebalancing strategy
Beginning July 1st I will be shifting the 331, 631 and 333 strategies to a “Blended Monthly Rebalancing” strategy in this space. As a result of the hard work and backtesting of many mastermind members I am satisfied that we have found a ruleset that offers improved reward:risk, and risk management. The 3 systems we […]
Important insights from one of our workshop participants this week: a ton of good learning inside these ideas Our initial stop placement reflects the information available when our trade is initiated. Any price action after the trade provides additional information and can be used to update the stop placement. An example is the use of […]
1st hour statistics for high of the day & low of the day
some analysis in our chatroom today examined hundreds of symbols (ETFs and large cap stocks) that make their high of the day or low of the day in the first hour of trading. To our surprise there are a considerable number who’s probability of an early high or low of the day is greater than […]
Pre-market news: May 2, 2011
The combination of the death of OBL and the overseas selling of silver will make the mornng session a roller coaster ride. Spot silver is already well off its overnigfht bottom, but its a certainty that there will be another selling rush at the open. Cool hands will be buying, as the economics of silver […]
Reflective learning in the markets
daily reports attached and some case studies that continue our development of the WMB entry technique (Williams%R, MACD-H, Breakout on candles) (Will Make Bank) Silver rewarded us by holding overnight on a large gap up, and we squeezed another 4-6R out of it, depending on how exits were managed. We saw the relative strength in the […]
Swingtrading indices with pair trading
we know intuitively, anecdotally, that the indices of the world market move in and out of favor with SPY we know definitively that the degree of correlation varies based on market condition, and can change pretty quickly too this study looks at what happens if you had a pair trade between each of the main indices […]
Managed risks?
Image via Wikipedia The risks now? Risk of being left behind if the fear was an anomaly and there is now the mother of all buying opportunities: my strategy? Continue to trade intraday with no overnight risk, at my usual levels of risk, in large cap US companies, and broad index ETFs, in either direction […]