StockFetcher Forums · Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms<< 1 2 3 4 5 ... 12 >>Post Follow-up
mesayah
658 posts
msg #93068
Ignore mesayah
5/23/2010 3:15:44 PM

In a best case you ride it out for weeks on end make good profit and then
in a choppy market you break even or lose a bit. It would be great to see
how much the whipsaw days weeks hurt your performance If anyone can
post. Furthermore can you think of any other indicator to add to this to
have kept you out of the whipsaws.

deanengle
33 posts
msg #93073
Ignore deanengle
5/23/2010 9:33:49 PM

connecting the MA 5 and 13 for use with cross overs may help a bit in the whip saws ?????

straken
469 posts
msg #93177
Ignore straken
5/26/2010 8:42:21 PM

mesayah
- Ignore mesayah 5/23/2010 3:15:44 PM

In a best case you ride it out for weeks on end make good profit and then
in a choppy market you break even or lose a bit. It would be great to see
how much the whipsaw days weeks hurt your performance If anyone can
post. Furthermore can you think of any other indicator to add to this to
have kept you out of the whipsaws.
********************************************************************************************
Try a short signal Chaikins Money Flow (1) but use it comparatively relative to CMF(1) CMF(6) so you can see when the money is leaving the position in both short and median timeframes.

Eman93
4,750 posts
msg #93215
Ignore Eman93
5/27/2010 6:17:56 PM

got the long cross today...

Kevin_in_GA
4,599 posts
msg #93218
Ignore Kevin_in_GA
5/27/2010 9:05:22 PM

Yup. Not surprising given the action today - where did all of that love come from???

mesayah
658 posts
msg #93222
Ignore mesayah
5/27/2010 10:03:06 PM

That was a nice 20% kick in the ass from the high on VXX . I think TNA would be a better buy than UPRO
If you were to go long. My premarket indicator says so.

Kevin_in_GA
4,599 posts
msg #93223
Ignore Kevin_in_GA
5/27/2010 10:19:09 PM

Agreed. Smallcaps and the R2K historically outperform the SPX - if there is a solid move up, smallcaps are the better play. Use IWM as a proxy and you can see how it usually outperforms SPY.

Over the long haul, midcap growth stocks seem to have been the best performers relative to the SPX since 1995 or so. You could play MWJ as well as TNA, but the volume is not as high and there may be a greater amount of slippage from the underlying index (IWR).

duke56468
683 posts
msg #93434
Ignore duke56468
6/2/2010 7:23:31 PM

Significant whipsaw here.

RocketFetcher
59 posts
msg #93435
Ignore RocketFetcher
6/2/2010 7:24:33 PM

Great thread, thank u Kevin,
As updates to change in signals occur, would be great for the first of us to see it, to post a follow up here.


mesayah
658 posts
msg #93535
Ignore mesayah
6/5/2010 2:26:55 AM

Yes thanx Kevin. Down 45% since the tout 2 weeks ago...
Thank the good lord i did not buy into this.
Is this what you meant by being responsible?

This is why i don't like to give all my trade secrets away.
The system seems to stop working,

I believe this indicator can be helpful, but with such a runup
that occurred in such a brief period of time in both SPY-VXX
that whipsaws were inevitable.


StockFetcher Forums · Filter Exchange · Interesting - VXX:SPY ratio accurately calls recent tops and bottoms<< 1 2 3 4 5 ... 12 >>Post Follow-up

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