Quantified Stock Market Trading Strategies & Systems
The SPX finished last week +2.0% to 1666.12 and has advanced 17 of the last 21 trading days [80.9%] from the 1556.03 low at the 50DEMA on 4/18/13. The “Fed Rules’ as it has been able to continue inflating the “bubble” despite the negative economic and fundamental misses/below expectations. There is an incredible “herd mentality” [...]
Here are this month’s 5 biggest winners in the S&P 500 Low-Volatility Growth Portfolio through the first half of the month (May 1-May 15). Entry Date Symbol Entry Price Exit Date Current/Exit Price % Gain Strategy 5/13/2013 TSO $54.70 Open $62.24 13.78% S&P 500 Weekly Rotation-10 5/1/2013 PCP $191.29 Open $213.00 11.35% S&P 500 Breakout [...]
The SPX was +2.0% last week closing at a new cycle high of 1614.12 on Friday. This was accelerated by the NFP “fantasy report” from the Bureau of Labor Statistics (BLS), which you can never distinguish whether it is reality or fiction. Regardless of the report’s credibility the market reaction was +1.0% for the SPX. [...]
The SPX declined -3.8% in 5 days from the 4/11 1597.35 high to the 1536.03 low last Thursday. There was Fib Time Ratio symmetry on 4/12/13 measured from the 4/2/12 and 9/14/12 highs [1422.38-1474.51], and the market was extremely O/B on a momentum and sentiment base in all-time periods. The SPX had also taken out [...]
The SPX advanced +17.2% to the 4/2/13 1574 high from the 11/16/13 1343 low, having taken out the 1365.15 previous bull cycle high close, but not the 1576.09 10/11/07 bull cycle high. The monthly SPX 5 RSI of 87.40 on 4/2/11 was and is extremely extended, and the risk reward in that zone is obviously [...]
We’re very excited to announce the latest addition to the Connors Research Trading Strategy Series: ETF Scale-In Trading. This quantified guidebook applies the newly released ConnorsRSI momentum oscillator to “scale-in” to your trading positions, resulting in lower average purchase prices and higher overall gains on your trades. ETF Scale-In Trading includes more than 20 variations [...]
Longtime professional trader and veteran investor Kevin Haggerty details the benefits of trading extended volatility and highlights a recent volatility band opportunity in TSO.
In Part 1 of this series, we showed how you could limit the risk of a short straddle by turning it into an iron butterfly, i.e. buying a put option with a strike below the shared strike of the short options, and buying a call option with a strike above the short options’ strike. But [...]
Do you know how to limit the risk of a short straddle? Join Senior Researcher Matt Radtke to explore the power of Iron Butterfiles and learn how you can apply them to your options trading.
Commentary for 3/6/13 In the previous commentary I said that with the 1530.94 SPX high, weekly 5RSI at 83.93, and monthly 5 RSI at 80.36, the market wasn’t saying “buy me because the timing is good and I am cheap”. In addition to being O/B there was some monthly Pi symmetry in that 2/18/13 was [...]