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LDMR (Long Derivative Mean Reversion)(LDMR)Long Derivative Mean Reversion is primarily a tool for measuring risk and capital efficiency. It's secondary functions include identify outliers in the assignment value of derivatives, maintaining a price target and producing trade placement recommendations. This strategy has one simple input: the symbol of a correlated asset or index. It is recommended to use leveraged indexes in this input because they have a higher derivative correlation with those of round lots of the underlying. When using this strategy you should always adjust the initial capital to what it will cost you to control 100 shares of the security. If you intend to purchase shares then that value is 100x the close price. if you intend to purchase call options to resell for premiums you use the initial premiums paid for the calculation. If you intend to create a synthetic position you should add all deployed capital together, and that calculation will remain accurate until the max profit limit of your short option is reached. Pyramiding is supported for trade placement. You should always review the historical depth and before placing the first trade ensure you have enough capital to cover the largest of those positions. Otherwise your results may be entirely incomparable to the risk and capital efficiency estimates the tool provides. Let me know what you think. I am considering a private publishing and want to know what this is worth!
NYSE:LLY
by KYLEFLYNN
BTCUSD expected Path (bigger picture)Recently I was following BTCUSD through its consolidation up until break of structure last Friday 6/10. That series was a local analysis/predictive tool using continuous-time markov chain (CTMC). This is a bigger picture analysis using charting techniques centered around supply/demand trendlines and a statistical method I developed in R studio that measures proportional range w.r.t. a displacement control chart (based on price action relative to the 9 and 20 day moving averages (as well as the relationship between those moving averages)). There is a post from someone I follow that has what I think is the most accurate Elliot Wave coverage of BTCs count, which has some levels that align in the neighborhood what I am getting using this method. Here is a link to that post (@Nailed_it, hope you don't mind if I link this idea - if so lmk and I'll obliterate my post): If you want the details follow that ^ Below is more of a general idea for upcoming path to expect using my method: Black 2pt line is most likely path from here (dashed 1pt black line is alternative) - i.e. bounce to low 30ks (point target 31616.3) to test recent channel {the decision at low 30ks will differentiate which path is taken}: - If rejected in low 30ks, which is higher probability, expect more downside to around 12-17k (point target 14278). This should mark the end of the corrective wave. From there my initial target to spark a rally is 41k by October 2022 - If continues after testing low 30ks, flip the expectation above (i.e. 41k first near term, then drop to ~14278k to complete the correction by October) *Max downside risk I see is 6396, but notice I included 0 in this analysis chart (that's right, don't plan on it but don't count it out either hah) **Upside point target, longer term, is 84799. This probably wouldn't be realized until 2023? We're not there yet but I'll update once I see which (if either) of these 2 paths play out... 2 roads diverged in a yellow wood, and BTC did what it wanted to ("BTC stay on the path"... "No way I'm not scared of the SPYDER, I control the SPYDER"). The images posted in the chart are interesting. Not going to go into details but as I mentioned above I essentially use average daily price w.r.t. control charts to obtain estimated ranges. The trajectories are generally pretty stochastic/random, but sometimes interesting patterns unfold at the end of price cycles that give insight into breakouts and breakdowns.. for BTC, back in July 2021 an Expanding Triangle emerged on the proportional range chart and then it took off to 60k. Currently, as of this morning, an Expanding Triangle just completed on BTCs proportional range chart... just something to think about, that's all I am saying. I am not saying it will breakout today because of this lol... but the setup for such a breakout is in the works (i.e. corrective cycle nearing the end). Best to All
GEMINI:BTCUSD
by JerryManders
6
$30 is the most important level for SilverUpon analysis of the long term it looks like silver is going to struggle for a while to break $30.00. This chart chops up the last 13 years and then projects about 8 years into future (above orange, above yellow would be the levels) which may or may not be important. It's hard to say, but when I see the price breaking over those levels I will know we are on the next leg up back to $50.00 which silver ultimately is aiming for.
TVC:SILVERLong
by NotReallyJack
3
Don't Panic on Gold YetI published an idea about a week ago discussing this channel we have been trading in since the ~$2100 peak we hit back in August 2020. This formation is clearly a bull flag, while they do break down from time to time this hasn't yet and if it recovers we are still all cylinders forward on breaking out to new all time highs. With the monetary situation globally (central banks are calling for more currency creation and inflation) gold is still a long in the long term. This is probably going to be a good time to load up on gold bullion while it's available under $2000, likely the governments will keep everything shutdown for another year at least and we will likely see some other crisis emerge before long as well.
TVC:GOLDLong
by NotReallyJack
2
Bad News For BTC Medium TermAfter coming out of arguably the most beautiful bull flag I have ever seen, we have had quite a nice run and a nice additional push by the man Elon Musk himself. I fear we are going to pull back quite a bit here, possibly 20-25% with a bottom somewhere around 42k. This will probably drag down most of the other coins as well medium term. With the bond yields taking off as well and a weakening dollar we find ourselves in a strange place that is hard to navigate. Ultimately crypto's will be good long term investments as fiats are racing to zero, but this could be a good chance to sell and buy more later.
BITSTAMP:BTCUSD
by NotReallyJack