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Systematic_investing

Bank of Japan boosted their QE program. S&P futures New HighThe BoJ just announced the expansion of their "QE" from 60 trillions to 80 Trillion Yen. This is an unexpected move by the BoJ, as this announcement wasn't expected anytime this year. The Nikkei closed up 4.84 %, S&P 500 futures made a new all time high at 2016.75. I expect the SPY to make a new high at the open as well. What a week this has been for bulls. Just when I though this was the end of the road for them, they come back with a 6.40 % return in less than 10 trading session. The SPY is back above it's moving average , and will most likely stay above it till the end of today. Cheers Algokid 4:03 am
AMEX:SPYLong
by Algokid
SPY : This May Be The End of The RoadThe SPY has been closing above its 200 MA since January 2012. As of Friday close, this represent a 58.79% gain, including all dividend payments. But eventually, all good things must end ( for bulls anyway...). So far this month, the S&P is down 4.34% and trading below its 200 MA . Late this week, the bulls attempted to push the price above the 200 MA , but to no avail. I'm still holding the SPY till the end of the month ( as per the system rules), but I believe this is end of the rally. If SPY closes below the 200 ma at the end of the month, I will switch to SH or IEF. Cheers Algo
AMEX:SPYShort
by Algokid
1
UPDATE : Bears Are Getting Louder.....SELLLast week the S1TH was still above 65 % line last week, however due to high volatility , and negative reading from two supportive indicators, i advised that this market wasn't "tradeable" ( not a word) or new position shouldn't be opened. fast forward to yesterday, the S1TH is well below 65 % ( 51.48),volatility so far for the month is 22.5 %. at this point , if you are conservative investor and not a fan of roller coasters, you should be out of this market until further notice. Cheers Algo
INDEX:S1TH
by Algokid
UPDATE : 10/4/2012 , MARKET NOT TRADEABLEthe S1TH dipped below the 65 % line on Wednesday ,before closing above it again at 69.30% . However , two of the supportive indicators are negative. Also the volatility is EXTREMELY high, 19.5 % so far. When I first published this strategy three years back, I described it as a strategy for conservative investors. so due to the high volatility in the market and confirmation of the supportive indicators, this market is no longer "tradeable" ( for now). Cheers Algo
INDEX:S1TH
by Algokid
5
MONTHLY UPDATE : SPY.....LONGSPY finishes the quarter up 1.23 % ( including all distribution payment). As expected September continues to be a volatile month for the markets( Volatility = 9.3% for Sept.). With earning season around the corner , I expect the same volatility for the month of October. The SPY continues to trade in a channel, and should stay within these limits ( we 'll see). More importantly, the SPY is still above it's 200 MA , so this trade remains open. YTD return = 8.2 % Return since signal generated = 65.99 % ( includes all distribution payments) Cheers Algo
AMEX:SPYLong
by Algokid
2
UPDATE : SPY ....LONGThe day is not over yet , but as of yesterday close, the SPY is up a nice 3.65 % for the month of August. It remains above it 's 200 MA, so this trade is still open. So far, this trade is up 67.84 % since Jan 2012. Summer is now over , and most big traders are leaving the Hamptons to head back to work next week. September and October are usually the most volatile months of the year, so we 'll see how the SPY performs during that time. Enjoy your long weekend Cheers Algo
AMEX:SPYLong
by Algokid
UPDATE : (still)LONG SPY I'm still long SPY despite all the noise and BS i see on CNBC. Over the last two weeks, so called "experts" have appeared on Business Television shows, to either call the top and say the market will crash like in 1987 , or expecting the S&P 500 to go up for another 28 %.....Seriously?? My favorite quote comes from Stephen Auth, Chief Investment officer of Federal Investors, AKA "wall street GURU", see quote below "Market valuations depend on growth, bond rates and perceptions of risk, and all three of those are going in the direction that actually expands the price/earnings multiple. " o_O, What ??? If you have any clue what he just said, please elaborate in the comment section. I'm keeping it simple and have no clue where the market is going. All i know is that the SPY is still above its 200 MA, therefore I remain long. Trade is up 64.36 % since December 2012. Cheers Algo
AMEX:SPYLong
by Algokid
3
WEEKEND UPDATE :8/2/2014The S1TH saw its sharpest drop since March of this year, and currently sitting at 69.30 ( down from 83.16). The exit point for conservative investors is 65, but we are not there yet. Out of the three supportive indicators, only two remains in positive territory. Very interesting times , is this the beginning of the end of one of the most profitable bull market run ? will we see a sharp jump just like in April ? I don't know. But with the information currently in front of me , this market is still "tradeable". Trade what's in front of you. Enjoy the rest of your weekend :) cheers Algo
INDEX:S1TH
by Algokid