ETF Prophet

Our Flickr Channel Our Facebook Our RSS Feed follow us on twitter
You Are Browsing the December 2009 Archive:

Happy New Year

Posted by on December 31st, 2009

Wishing everyone a happy, healthy, and successful (in trading or otherwise) New Year in 2010! from the CSS Analtyics and DV Indicators team

Happy New Decade!

Posted by on December 31st, 2009

All the Best to You & Yours from Market Rewind!

Three Defining Posts, Systems & Commentary from 2009

Posted by on December 31st, 2009

Three posts that defined the year here: March 5th – Pick Your Price EarningsMarch 6th – Market Nadir?  March 10th – Recovery Day! And the seemingly obligatory redux from our Vaults: 12/09 – Mrkt Rotation Model [Live] 11/09 – Edging in on RSI-DV Differentials 10/09 – Two Relative Strength Models 09/09 – ETF Rewind: “ETFRanks” [...]

BZB Trader’s Second Rotation Model Added

Posted by on December 31st, 2009

I have added BZB Trader’s revised rotation model “The Retired Lazy Man’s System” to my recent post (see third model “BZB2″). What about retired ladies, BZB?  Happy New Year, Jeff

12.31.09 – Morning Slide to Support

Posted by on December 31st, 2009

The morning gap was quickly faded to the SPY’s five-day moving average. That provided support for one go, but immediately broke.  However, price seems to have found support just below S1 (say $112.30), which is acting as mild resistance. My main ‘worry’ for the afternoon session, such that it is with the lowest volume of [...]

Retired Lazy Man System

Posted by on December 31st, 2009

This is an update of my previous Lazy Man’s Trading System posted last Thursday.Knowing that several of my readers are old geezers like myself with IRA accounts they like to trade, I’ve reconstituted the ETF blend a little bit to avoid any short selling restrictions.And, I demurred to the Qs in lieu of the QLD [...]

ETF Rewind Pro – 12.30.09

Posted by on December 30th, 2009

Dear Subscriber, Save technology and large-caps (in a photo-finish), we finally had our down day.  I'll stand aside from a short-view for tomorrow and adopt a flat to slightly up outlook.  Although today's pullback was mild, I will note that a good deal of short-term overbought technical readings were diluted significantly.  By the same token, [...]

12.30.09 – Wide Vacillations

Posted by on December 30th, 2009

The S&P 500 has been ping-ponging between its daily floor pivot and support levels.  Internals are highly negative, suggesting a difficult afternoon session.  The only positives I can see are that the five-day moving average held as support, the VIX is remaining relatively contained, and the Semi’s continue to lead nicely. Never Investment Advice

Credit Tsunami Blow-by-Blow in Three Words or Less

Posted by on December 30th, 2009

What an incredible string of years!  Monthly recaps from the Market Rewind vaults (right hand side) documented here in real-time are included below.  I find it astonishing how quickly trading regimes and optimal methodologies have shifted during this turbulent period. What will 2010 bring?  Naturally, time will tell.  As for me, I’ll keep playing it [...]


Posted by on December 30th, 2009

No doubt about it . .trading has been tough the last 2 weeks as volume has frequently fallen to a trickle and technical oscillators have gone into a kind of stupor. What continues to work for me is my old reliable VIXEN setup, shown here as it developed Tuesday on GE, my favorite daytrading and [...]

ETFR Correction

Posted by on December 30th, 2009

I stand corrected, looks like we have full trading days both today and tomorrow here in the US.  The mild irony being volume like yesterday might as well be a half session.  Looks like the markets are struggling just slightly this  morning.  Have a good day, Jeff

Performance Update: Livermore Active Issues Index

Posted by on December 30th, 2009

Starting in 2010 we will be reporting the performance of the Top 10 stocks in the Livermore Active Issues Index on a weekly basis. The Livermore Index for those who are new is derived from the Nasdaq 100 stocks only in order to keep the list  focused on highly liquid and dynamic stocks. To give you the first performance [...]

Simple momentum strategies

Posted by on December 29th, 2009

Some simple market beating strategies here: Essentially involve rotating investments based around the best performing sector. This makes sense to me as sectors or broader/ diversified assets tend to trend longer than individual stocks – this is a massive guess which I'm basing entirely on the speed change in the economy or areas such as [...]

ETF Rewind Pro – 12.29.09

Posted by on December 29th, 2009

Dear Subscriber, If I read time to sit on our hands one more time I'll lose it.  Well, I'll concede its truth.  In a normal market I'd say we still have some minor downside in the immediate future.  But the eggnog has not yet been fully digested and we'll just have to see.  Be advised [...]

12.29.09 – Weakish Internals -> Gap Fill

Posted by on December 29th, 2009

In spite of the successive overnight gap efforts, price action has been “feeling” more and more heavy and an intraday willingness to sell has now been demonstrated.   Cumulative Tick, AD and DN volume all point to a difficult afternoon session ahead.

UYM / VXX Pair

Posted by on December 29th, 2009

If you liked the EEM/VXX pair trade you’ll really like the UYM/VXX trade. This is a very robust pair as demonstrated by the similar results for these 2 different timing models. . . one based on a 4 day lookback, the other based on a 9 day lookback.The 4N model results are the product of [...]

Relative Strength 101

Posted by on December 29th, 2009

It is not surprising that in this new era of rising markets (ushering out the good old mean-reversion days)  that there has been a lot of discussion in the blogosphere about rotational “relative strength” models–most prominently by Jeff Pietsch of Market Rewind Other links include   BZB’s “Lazy Man’s Trading System (love the name!)  and Bill Luby touches on [...]

ETF Rewind Pro – 12.28.09

Posted by on December 28th, 2009

Dear Subscriber, Another extreme low volume day provided a mixed outcome that nevertheless managed to close in the green (save small-caps).  My personal/off-ETFR signals went back to neutral today and the aggregate reading of overbought ETFs burned off some steam through time.  However, I'll note that the short-term RSI of the S&P has turned back [...]

« Previous Entries