StockFetcher Forums · General Discussion · VIX and SPX Charts<< 1 ... 2 3 4 5 6 ... 14 >>Post Follow-up
Kevin_in_GA
4,599 posts
msg #83288
Ignore Kevin_in_GA
11/20/2009 3:42:24 PM

I'm out of my short positions at a small profit.

TZA - in at 12.01, out at 12.38 (+3.08%)

BGZ - in at 18.30, out at 18.77 (+2.57%)

TYP - in at 10.32, out at 10.60 (+2.66%)

SPXU - in at 38.52, out at 39.32 (+2.08%)

In all I netted $395 on a total investment of ~$15,000 over 10 days. I had thought that the market would drop more, and at 1 PM I set limit orders for 4 or 5%, depending on the stock. All were very close at the time, but none were tripped by the time I got back from my meetings, so I just sold all at market rate instead.

Easier to have no positions right now, given that next week is a short trading week. Historically it has been a mildly profitable one for the S&P, so being out of my short positions makes me feel a bit better.

Eman93
4,750 posts
msg #83293
Ignore Eman93
11/20/2009 4:33:53 PM

still a win....... I was in a meeting this am and set a limit buy on TWM for 29.05..... bingo filled with 500 shares.... sold at 29.60

That was quite lucky although I did use the fib zone pivot to pick my price.... it may have worked for you today if you used interday support and resitance to set you sell orders.... there is a thread i started on the Filter forums Fib Zone piviots...
It has its uses

Eman93
4,750 posts
msg #83295
Ignore Eman93
modified
11/20/2009 4:44:11 PM

the HOD were predicted within 0.01 of R1..... not for TNA which had that dividend thing... it also picked the support and resistance for TYP.... its like a fortune teller .....LOL... it won't work that well all the time..

Fetcher[/*Fib Zone Pivots*/

set{HL, High + Low}
set{HLC, HL + Close}
set{piv, HLC / 3}
set{DR, High - Low}
set{DR5, 0.5 * DR}
set{rs1, piv + DR5}
set{rs2, piv + DR}
set{sp1, piv - DR5}
set{sp2, piv - DR}
set{DR618, 0.618 * DR}
set{RB1, piv + DR618}
set{SB1, piv - DR618}
set{DR138, 1.382 * DR}
set{RB2, piv + DR138}
set{SB2, piv - DR138}

add column piv
add column sp1
add column SB1
add column rs1
add column RB1
add column sp2
add column sb2
add column rs2
add column RB2

/* SELECTION CRITERIA */

symlist(faz,fas,tna,tza,twm,BGZ,TYP ,SPXU)

sort column 1 desending

offset 1
]






BarTune1
441 posts
msg #83297
Ignore BarTune1
11/20/2009 5:17:35 PM

i am out of every thing except CAH and BKS which i am short,

I added my last unit short of CAH at the close .....

Kevin_in_GA
4,599 posts
msg #83299
Ignore Kevin_in_GA
11/20/2009 5:32:41 PM

Easier to have no positions right now, given that next week is a short trading week. Historically it has been a mildly profitable one for the S&P, so being out of my short positions makes me feel a bit better.

+++++++++++++

Trading the Thanksgiving Holiday

LINK HERE

johnpaulca
12,036 posts
msg #83328
Ignore johnpaulca
11/21/2009 7:00:56 PM

Next week includes the week of Thanksgiving and 4 of the last 5 trading days of November during the 1st year of the Presidential Cycle.

There are two sets of tables showing the daily return on a percentage basis. The 1st shows the week of Thanksgiving and the 2nd the last 5 trading days of November during the 1st year of the Presidential Cycle. OTC data covers the period from 1963 - 2008 and SPX data from 1953 - 2008 on the Thanksgiving week table and 1928 - 2008 on the end of month table. There are summaries for both the 1st year of the Presidential Cycle and all years combined. Prior to 1953 the market traded 6 days a week so that data has been ignored on the SPX Thanksgiving week table.

The seasonal pattern for the week of Thanksgiving is well defined. Monday is usually very weak, Tuesday, not quite as weak as Monday while Wednesday and Friday are usually up on very low volume.

The end of month averages have been a little weaker during the 1st year of the Presidential Cycle than the average of all years.

3 days before Thanksgiving and 1 day after. Day1 = the day after
The number following the year represents its position in the presidential cycle.
The number following the daily return represents the day of the week;
1 = Monday, 2 = Tuesday etc.

OTC Presidential Year 1
Day4 Day3 Day2 Day1 Totals
1965-1 -0.09% 1 0.04% 2 -0.02% 3 0.47% 5 0.40%

1969-1 -0.55% 1 -1.24% 2 0.05% 3 -0.11% 5 -1.86%
1973-1 -2.35% 1 0.00% 2 -2.44% 3 0.77% 5 -4.03%
1977-1 0.13% 1 0.57% 2 0.79% 3 0.57% 5 2.05%
1981-1 -0.30% 1 0.52% 2 0.49% 3 0.50% 5 1.22%
1985-1 -0.33% 1 0.24% 2 0.81% 3 0.30% 5 1.01%

Avg -0.68% 0.02% -0.06% 0.41% -0.32%

1989-1 -0.22% 1 -0.34% 2 0.22% 3 0.33% 5 -0.02%
1993-1 -1.79% 1 1.18% 2 0.85% 3 0.22% 5 0.47%
1997-1 -2.09% 1 0.13% 2 0.35% 3 0.38% 5 -1.23%
2001-1 1.89% 1 -2.79% 2 -0.29% 3 1.50% 5 0.31%
2005-1 0.66% 1 0.53% 2 0.28% 3 0.13% 5 1.60%

Avg -0.31% -0.26% 0.28% 0.51% 0.23%

OTC summary for Presidential Year 1 1965 - 2005
Averages -0.46% -0.11% 0.10% 0.46% -0.01%
%Winners 27% 64% 73% 91% 64%
MDD 11/21/1973 4.73% -- 11/21/2001 3.07% -- 11/24/1997 2.09%

OTC summary for all years 1963 - 2008
Averages -0.12% -0.18% 0.37% 0.55% 0.62%
% Winners 46% 53% 76% 85% 65%

SPX Presidential Year 1
Day4 Day3 Day2 Day1 Totals
1953-1 -0.33% 1 0.57% 2 0.08% 3 0.57% 5 0.90%
1957-1 0.76% 1 -2.65% 2 2.89% 3 1.14% 5 2.14%
1961-1 0.14% 1 0.08% 2 -0.11% 3 0.20% 5 0.31%
1965-1 -0.65% 1 0.15% 2 0.17% 3 0.10% 5 -0.23%

1969-1 -1.15% 1 -0.32% 2 0.36% 3 0.58% 5 -0.53%
1973-1 -3.05% 1 -2.04% 2 1.11% 3 -0.32% 5 -4.29%
1977-1 -0.08% 1 0.88% 2 0.42% 3 0.21% 5 1.42%
1981-1 -0.09% 1 1.57% 2 0.44% 3 0.84% 5 2.76%
1985-1 -0.58% 1 0.16% 2 0.93% 3 -0.18% 5 0.33%

Avg -0.99% 0.05% 0.65% 0.22% -0.06%

1989-1 -0.66% 1 0.07% 2 0.68% 3 0.60% 5 0.69%
1993-1 -0.75% 1 0.41% 2 0.29% 3 0.15% 5 0.10%
1997-1 -1.70% 1 0.44% 2 0.09% 3 0.40% 5 -0.78%
2001-1 1.09% 1 -0.73% 2 -0.49% 3 1.17% 5 1.04%
2005-1 0.53% 1 0.51% 2 0.35% 3 0.21% 5 1.59%

Avg -0.30% 0.14% 0.18% 0.51% 0.53%

SPX summary for Presidential Year 1 1953 - 2005
Averages -0.47% -0.06% 0.51% 0.40% 0.39%
%Winners 29% 71% 86% 86% 71%
MDD 11/20/1973 5.03% -- 11/26/1957 2.65% -- 11/24/1997 1.70%

SPX summary for all years 1952 - 2008
Averages -0.14% 0.13% 0.38% 0.43% 0.79%
% Winners 44% 61% 79% 79% 68%


Report for the last 5 days of November.
OTC Presidential Year 1
Day5 Day4 Day3 Day2 Day1 Totals
1965-1 0.04% 2 -0.02% 3 0.47% 5 0.47% 1 0.11% 2 1.06%

1969-1 -0.88% 5 -0.55% 1 -1.24% 2 0.05% 3 -0.11% 5 -2.74%
1973-1 -0.02% 1 -3.26% 2 0.86% 3 -0.34% 4 -1.17% 5 -3.93%
1977-1 0.79% 3 0.57% 5 -0.26% 1 -0.83% 2 -0.05% 3 0.22%
1981-1 -0.30% 1 0.52% 2 0.49% 3 0.50% 5 0.17% 1 1.39%
1985-1 0.49% 5 -0.33% 1 0.24% 2 0.81% 3 0.30% 5 1.51%

Avg 0.02% -0.61% 0.02% 0.04% -0.17% -0.71%

1989-1 0.33% 5 -0.10% 1 0.11% 2 -0.19% 3 0.06% 4 0.21%
1993-1 1.18% 2 0.85% 3 0.22% 5 -0.44% 1 0.38% 2 2.19%
1997-1 -0.36% 5 -2.09% 1 0.13% 2 0.35% 3 0.38% 5 -1.59%
2001-1 2.00% 1 -0.27% 2 -2.48% 3 2.40% 4 -0.14% 5 1.51%
2005-1 0.28% 3 0.13% 5 -1.04% 1 -0.30% 2 0.00% 3 -0.92%

Avg 0.69% -0.29% -0.61% 0.36% 0.14% 0.28%

OTC summary for Presidential Year 1 1965 - 2005
Averages 0.32% -0.41% -0.23% 0.23% -0.01% -0.10%
% Winners 64% 36% 64% 55% 64% 64%
MDD 11/30/1973 3.91% -- 11/28/2001 2.74% -- 11/28/1969 2.71%

OTC summary for all years 1963 - 2008
Averages 0.37% 0.25% 0.05% 0.44% -0.09% 1.02%
% Winners 57% 59% 65% 72% 65% 72%
MDD 11/30/2000 10.55% -- 11/30/1987 3.97% -- 11/30/1973 3.91%


SPX Presidential Year 1
Day5 Day4 Day3 Day2 Day1 Totals
1929-1 1.60% 4 -0.37% 5 -1.16% 1 -2.91% 2 1.26% 3 -1.59%
1933-1 1.42% 5 0.30% 6 -3.49% 1 0.10% 2 1.86% 3 0.19%
1937-1 -2.49% 3 4.92% 5 4.78% 6 -1.97% 1 1.37% 2 6.60%
1941-1 -0.53% 2 -0.86% 3 -0.65% 4 -0.98% 5 -0.22% 6 -3.23%
1945-1 1.26% 1 1.24% 2 -0.52% 3 -0.18% 4 0.94% 5 2.73%

Avg 0.25% 1.05% -0.21% -1.19% 1.04% 0.94%

1949-1 -0.56% 5 0.25% 6 -0.56% 1 -0.19% 2 0.25% 3 -0.80%
1953-1 -0.33% 1 0.57% 2 0.08% 3 0.57% 5 0.41% 1 1.31%
1957-1 0.96% 5 0.76% 1 -2.65% 2 2.89% 3 1.14% 5 3.11%
1961-1 0.20% 5 0.01% 1 -0.14% 2 -0.07% 3 -0.53% 4 -0.53%
1965-1 0.15% 2 0.17% 3 0.10% 5 -0.25% 1 -0.21% 2 -0.03%

Avg 0.09% 0.35% -0.63% 0.59% 0.21% 0.61%

1969-1 -0.62% 5 -1.15% 1 -0.32% 2 0.36% 3 0.58% 5 -1.15%
1973-1 -2.88% 1 -0.91% 2 2.04% 3 -0.35% 4 -1.39% 5 -3.49%
1977-1 0.42% 3 0.21% 5 -0.67% 1 -1.55% 2 0.30% 3 -1.30%
1981-1 -0.09% 1 1.57% 2 0.44% 3 0.84% 5 1.01% 1 3.76%
1985-1 0.05% 5 -0.58% 1 0.16% 2 0.93% 3 -0.18% 5 0.38%

Avg -0.62% -0.17% 0.33% 0.05% 0.06% -0.36%

1989-1 0.60% 5 0.48% 1 0.05% 2 -0.63% 3 0.70% 4 1.19%
1993-1 0.41% 2 0.29% 3 0.15% 5 -0.25% 1 -0.02% 2 0.58%
1997-1 0.43% 5 -1.70% 1 0.44% 2 0.09% 3 0.40% 5 -0.36%
2001-1 0.62% 1 -0.68% 2 -1.83% 3 1.03% 4 -0.07% 5 -0.92%
2005-1 0.35% 3 0.21% 5 -0.85% 1 0.00% 2 -0.64% 3 -0.93%

Avg 0.48% -0.28% -0.41% 0.05% 0.07% -0.09%

SPX summary for Presidential Year 1 1929 - 2005
Averages 0.05% 0.24% -0.23% -0.13% 0.35% 0.28%
% Winners 65% 65% 45% 45% 60% 45%
MDD 11/26/1929 4.40% -- 11/27/1973 3.76% -- 11/27/1933 3.49%

SPX summary for all years 1928 - 2008
Averages 0.13% 0.14% -0.01% 0.05% 0.16% 0.46%
% Winners 56% 64% 51% 54% 56% 52%
MDD 11/28/1931 7.09% -- 11/30/1987 6.53% -- 11/29/1950 4.68%

johnpaulca
12,036 posts
msg #83329
Ignore johnpaulca
11/21/2009 7:09:53 PM

@BarTune1....I am long CAH up about $5. What is prompting you to short here???....tia.


BarTune1
441 posts
msg #83352
Ignore BarTune1
11/22/2009 7:51:22 PM

Johnpaul, thanks for the stats ..... as for CAH, it shows up on a number of my screens as being particularly overbought, it has one of the higest 2 day RSI's going and is one of TradingMarkets most overbought stocks in the entire spectrum ..... it is due for a short term reversal - thats all -

johnpaulca
12,036 posts
msg #83363
Ignore johnpaulca
11/23/2009 9:23:04 AM

Bartune....CAH has 1-2 weeks left in the cycle.

Kevin_in_GA
4,599 posts
msg #83364
Ignore Kevin_in_GA
11/23/2009 9:43:43 AM

Man, everything is tied to the dollar ... markets are ripping upward out of the gate today. Good thing I got out of my 3x bears last week.

Should have rolled right into the 3x bulls, but still not certain how this market is playing out. besides, there was no definitive VIX signal, and my price-based filters were negative as of Friday.

StockFetcher Forums · General Discussion · VIX and SPX Charts<< 1 ... 2 3 4 5 6 ... 14 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.