Price is hanging in there around the pivot, but with internals so negatively sloped, it feels tenuous as support to me. Related posts:12.08.09 – Very Negative Cumulative Tick + Rising VIX 08.15.08 – Sideways Trade on...
Read MoreProject Z is alive! Hard to believe as we are basically a year behind in our schedule to release the sine qua non for traders but life’s quirks have have an uncanny way of noodling up even the best...
Read MoreWith this post I want to share some of the groundwork I did for preparing a market neutral strategy. I’m a big fan of having only a very few strategies that have a constant exposure while an edge exists. Rather than having...
Read MoreFor the seventh day in a row, the market traded in very choppy and tight range. We came close to breaking down on news of more earthquakes in Japan and crude oil moving over the $110 mark, but the indices refuse to crack....
Read MoreOne of the daily default updates provided by the ETFR Pairs Analysis is the XLF/TLT spread. This is a quickie model with an average excursion time of just 3 days exhibiting a very linear correlation over the past 6 months....
Read MoreInternals are still net negative, but like price, indicators are all over the map after the twenty day moving average held for SPY. How many times have we tried to break $134 now? Related posts:12.17.09 – Jobs-Dollar Smack...
Read MoreAt 16.90 as of today’s close the VIX is testing its near term lower band limits. EEM has continued to lead the way up in the Lazy Man portfolio as TLT experienced a significant sell off, falling off the 92.50 line of...
Read MoreAlthough the indices continue to hold up, markets have closed lower than they opened for four of the last five days, and off the highs for six straight days. Financials and Cisco led the market today. Breadth was quite...
Read MoreI took a different approach to hunt down those extra CAGR points by focusing on the winning trades of the previous version instead of figuring out how to get rid of the losses. The result was even better than the previous...
Read More
