Every indicator against the SPX:

 

CONSUMER DEBT LEVEL

cuando el cambio % [año/año] mensual es negativo:

Hay mucho mas potencia de subida en el SP500, aunque esto solo ha pasado 20 veces, la p(win) de buy and hold es 90% a un time frame de 6 meses.Es normal ganarse 10% return en 6m cuando esto pasa. El cambio % tiene que ser menor que la mediana, pq de lo contrario nunca se ha visto algo así. Pilas cuando es una caida de entre 5% y –2%.

 

 

REUTERS COMMODITY RESEARCH BUREAU

cuando el cambio puntual [año/año] mensual > 100 no hay tanto potencial como cuando el cambio es negativo cien puntos.

cuando los commodities agarran mas de 140 puntos para arriba, hay que vender el SP500 a 6 meses. ganancia avg de 13% con “zeta” de 5.

 

 

VALUATION

no tienen constancia para caida. solo subida.

 

 

i like trading no more.

 

 

Me siento frustrado por mi nivel de ingresos. O es que ya me adapté a hacer lo que tanto quería en los ultimos semestres de la U.

if today’s option volume price is higher than yesterday’s, then buy at the open tomorrow and sell at the close.

Although I think it’s a nothing system. I’ll think about it later.

In the UBS commodity index there seems to be a shift in the correlations among the subsectors. Specifically grains, softs and precious metals are above 0.60 in correlation against the major index. That’s a jump from an average of 0.30 back in V9.

Also energies and industrial metals reduced marginally their dance rhythm against the UBS average as they ticked down 2 points; Like from 0.87 to 0.85.

 

Although the change might no be statistically significant, I want to know if there is a fundamental shift in the fact that tropicals are being more influential on the index. Specially when the DX has been climbing strong during this time.

 

I sense that the answer rocks in the nat gas market. There might be a paradigm change that’s influencing the rest of the commodity complexes.

Options on futures.

 

I am implementing the Trading Drills that Dr Brett posted a few days back on his traderfeed.

Those are three drills: one for a 10 min span. Another for 30 min and one for positional in hours. I have just not implemented the last one because it deals the management of a big position during the intraday and I just have focused in the first two.

The market I’ve been trading is CL, but later on I pretend to extend this drills to simoultaneous markets and I recognize more opportunities.

Today I made one 5min drill with a los of $65 and two 30min trades. Yesterday was a 30 min tryout and profit was $195 (net of everything) and was risking $775. Today’s trade was interesting:

I se two limit orders: one short and another long because the crude seemed pretty quite about 12.20pm CT and I thought that the strategy would be to follow the direction either it was up or down. Market was at 78.35 as I developed to put two limits, one buyer at 78.61 and a seller at 78.04. I give them 30 mins to be filled and they weren’t.

But 1.5 hours later mkt was at 78.81 which would have been an interesting position.

The reason I would put why to follow the uptrend is because my systemd based on the call/put volume, which happens to be a short only signal, has not been active in the last days.

So a drop in price would give me some reward if 30 mins would have been eonough to maitain a low price maybe to buy it back at that very point.

 

Also I am testing a KC system which I found for my birthday and has been very nice in paper. Since 29G to date the evolution would have been like this: