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Studies - Posted by on February 14, 2010

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Evaluation of Momentum Oscillators

Due to the fact that when bloggers/the bloggosphere/traders are discussing and talking about the 'overbought' ('oversold') state of the market (betting on a short-term mean-reversion tendency), they are regularly referring to and utilizing J. Welles

Daily Commentary - Posted by on February 11, 2010

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President's Day – But Not For The Markets

In full compliance to historical probabilites and odds, US major market closed lower on last Monday's session immediately following a session where the SPY had posted an intraday low at least -1.75% below the previous sessions close, but closed posit

Daily Commentary - Posted by on February 6, 2010

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Recovery Days and Short-Term Outlook

US major market indices fully complied to historical probabilities and odds when the VIX had surged 20%+ on a single session in the past: The SPY (S&P 500 ETF) showed the expected intraday weakness (follow-through of Thursday's weakness), went up

Daily Commentary - Posted by on February 5, 2010

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VIX surges 20% as fear returns …

Major markets sold off today, with the VIX (CBOE Volatility Index) up more than 20%. From a historical and statistical perspective, when the VIX surged 20% or more on a single session in the past, the market regularly turned around the then following

Daily Commentary - Posted by on January 27, 2010

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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

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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

Studies - Posted by on January 1, 2010

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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