Archive

Daily Commentary - Posted by on January 27, 2010

4 Comments

SPY and MA Envelope

On January 17, 2010, I mentioned that although since 01/01/2009 the SPY always posted a higher close (than the trigger day's close) 4 and 5 sessions later (after the SPY’s 2-day RSI closed above 96), it was the first occurrence (since 01/01/2009) t

Daily Commentary - Posted by on January 17, 2010

2 Comments

Weakness and Calender Effects

On Thursday last week the SPY fulfilled the bullish setup (see my posting ‘Overbougth’ w/strong Uptrend) which was triggered on the close of Monday, January 11 when the SPY closed lower on a session after the SPY's 2-day RSI closed above 96 (a so

Intraday Stats - Posted by on January 12, 2010

1 Comment

'Overbougth' w/strong Uptrend

(ES E-Mini S&P 500) Futures are currently down -0.75% at time of writing (01/12/2010 09:11 AM) forecasting a potential (probably) lower close today (Tuesday). But although a lower close today seemed likely (after a streak of higher closes, a seri

Studies - Posted by on January 9, 2010

5 Comments

How To Make Millions (in %) Trading The SPYDER – BLS Economic News Releases

As promised this will be the third part of How To Make Millions (in %) Trading The SPYDER – Seasonalities (I) and How To Make Millions (in %) Trading The SPYDER – Holiday Effects . The third part will deal with potential edges provided on the lon

Studies - Posted by on January 2, 2010

3 Comments

How To Make Millions (in %) Trading The SPYDER – Holiday Effects

As promised this will be the second part of How To Make Millions (in %) Trading The SPYDER – Seasonalities (I). The second part will deal with potential edges provided on the long and/or short side of the market shortly before or (immediately) foll

Studies - Posted by on January 1, 2010

12 Comments

How To Make Millions (in %) Trading The SPYDER – Seasonalities (I)

As promised this will be the first in a series of posts about my my step-by-step approach, my initial basic parameters, and respective results (findings) with respect to a market model (a concise mathematical formula which would stand the test of tim