It is possible to make minor adjustments to strategies that can both improve their backtest performance, but also reduce the real costs of trading. The trend-follower will always pay more to enter a trade due to the...
Read MoreThis was a week when an oversold market became more oversold into month end. There had being a lot of focus late in the week on the budget deal but perhaps not enough attention is paid to the downshifting economy and also...
Read MoreThe VIX is back on the rise, but price remains above it’s up-sloping VWAP. Internals are negative in spite of the vote rumor rebound part two. Like yesterday, watch that VWAP...
Read MoreSome midday optimism over a potential debt-ceiling deal produced an anticipated bounce but worries over the USA debt downgrade and the gridlock between Congress and Senate gave the bulls excuse to take profit into this first...
Read MoreAs we slide into the close on new VIX highs (now outside ‘typical’ Bollinger band levels), I thought I would share a ‘next support’ chart from last night’s ETF Rewind newsletter. Effectively, we...
Read MoreInternals have been decent even though we are on a sustained Advance – Decline PSAR sell at the mid-day (possibly ready to flip as price nears the Pivot). Obviously the market could swing hard on expectations of the...
Read MoreQuestion – Can you use volatility In DVB scores to modulate the indicators usage? Historically, mean reversion type indicators have performed better in volatile conditions compared to trend following conditions (when the...
Read MoreAs Greece edge closer to selective default and banks in U.K. and Italy comes under closer scrutiny, the confidence shown by the bulls after President Obama’s gloomy debt speech yesterday vanished. The internal...
Read MoreMid day and the NYAD has been uber bearish at .11 for the past 2 hours. TLT had been hugging the zero mark but has now broken down to the S1 pivot and looks poised to fall further (S2 is $ .42 down). GDX, XLB and SMH...
Read MoreMaybe too horrid, as price appears to be basing at the mid-day as economic problems and budget delays finally come home to roost. I’m actually skeptical of the basing, and watching action at the VWAP very...
Read More
