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Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
jsheetz
msg #113031
4/29/2013 11:39:33 AM

Kevin, just want to express my thanks and gratitude for this filter! You're the man.

Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms
jsheetz
msg #105928
4/15/2012 11:18:01 PM

So it looks like this filter is calling a market top now. Judging by the way things are trading, I think things will continue to be choppy for April, then the old market adage "Sell in May, and go away" will probably run its course again. For the US, bad news is good news as people take any sign of slowdown as a boost in the probability of QE3. However, just as important these days, debt activity in Europe, and growth in BRIC (mainly China), are going to counteract a lot of speculation and make traders take risk off the table if bad headlines hit.

All in all, its this kind of circumstance, along with the technicals that this scan works on, that makes me a buyer of volatility (VIX, VXX, etc) on any dips in the intermediate term til things change.

Just my 2 cents.

Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms
jsheetz
msg #105212
3/1/2012 5:41:47 PM

This is indeed a very interesting topic. I started playing with the idea of smoothing out the data by looking for moving average crossovers (like 10 and 20, or 20 and 50). This will result in longer holds, but is much less of a whipsaw system when market goes sideways.

I also figured that you could work an additional profit stop into it if the ratio makes it X% above the 10 period moving average... say 10%. The ideal number could be found with more testing, but the idea then would be let the ratio settle down a bit from it's recent extreme move, at which point you could re-enter. This would allow for capturing a better chunk of each move while the moving averages are switching the signals less.

Anyone play around with these idea at all? I will continue to toy with this tonight.

Filter Exchange · OR condition
jsheetz
msg #105208
3/1/2012 4:27:27 PM

Logic operators: http://forums.stockfetcher.com/sfforums/?q=view&tid=28017&start=0

Filter Exchange · A SIMPLE MARKET TIMING FILTER
jsheetz
msg #105166
2/28/2012 12:57:49 AM

XLU has been flirting with a switch here.

Volatility also trying bottom out.

Watching for confirmation

Filter Exchange · GDX\GLD Pairs Trade (inspired by Kevin and mhome)
jsheetz
msg #104678
1/27/2012 11:41:34 PM

Awesome guys, thanks, I will look into the software. Right now I am trying to see if these can be executed with options as well to gain some leverage. It seems like it will be a bit tricky though to make sure to pick the correct options to buy. Right now I am toying with different vertical spreads on both sides to hedge the effects from time and volatility. Have either of you had any experience trading options in pair trades?

Filter Exchange · GDX\GLD Pairs Trade (inspired by Kevin and mhome)
jsheetz
msg #104656
1/27/2012 11:43:55 AM

Intraday sell signal for the pair trade.

GDX @ 57.14 (53.75 entry) = 6.3% gain
GLD @ 168.4 (161.35 entry) = 4.37% loss

==> Just under a 2% net gain

If the trade was entered a few days after the intraday signal there were even better profits, more like 4% net gain.

Not bad overall...



Filter Exchange · Buy Stock or call Holding 3 days max filter
jsheetz
msg #104619
1/24/2012 3:46:47 PM

Looks like DYN is showing up on the 2 day version.

I like the looks of the charts personally as well for a decent bounce... seems like it is making a swing bottom. Trading at 2.09 currently

Filter Exchange · Buy Stock or call Holding 3 days max filter
jsheetz
msg #104560
1/20/2012 5:48:48 PM

So if you don't use a SL, your only exit is waiting 3 days? No profit stop or exit trigger?

Filter Exchange · GDX\GLD Pairs Trade (inspired by Kevin and mhome)
jsheetz
msg #104538
1/19/2012 10:18:30 PM

In the past few days the zscore has fallen all the way to -2.71! I checked the past 2 years and GDX has only fallen more than 2.5 30 day avg std deviations from GLD 8 times, and in 6 of those times it rallied back to score solid gains. Not to mention GDX is around a Major support area. Friday will be an even better time to enter this trade.

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