Current experiments
I have long dreamed of trying one of Connors' systems for ETFs — opportunity presented itself :)
ETF
balls testing
I open the laser yesterday, at the premarket.. in the backpack – several swings, I keep something for two weeks, something a week. green – this is what, what is increasing. red – this is still a minus state. and there it is:
surprise! you’re dead… (c) faith no more
in an instant, an icy impulse swept across my athletic-folded mortal torso))
“wow gapchik… I just started studying swings for a couple of weeks and I immediately flew” – I thought..
short on 6.60, and the price of the trailers 31.8 … ok so stop it jumped!
Immediately before my eyes, the day of MDVN was drawn, which, in general, collapsed in the same way in one fine night:
then, before the opening, this company had news: “whiskers, but our cancer cure doesn't work”..
well, that's all :)))
useful watch news – what is there in my beloved SMN
leaned back in his chair and thought: what an interesting chance I got, because now I had to cover these losses in the near future and check what I was capable of.
parallel to the stitching in the caliper – “is it a glitch?”.. “like no” meet.
I read the news… baaa!
yes this is just a split-reverse according to etfs. the price was changed to a new one (fivefold) on the premarket and the number of shares in 5 times did not have time to cut…
this is how the balls were tested for strength)))
ps: today at the premarket everything is already in order there – new price, new volume in my knapsack and no megaminus.
Sectors of the US economy according to Select Sectors SPDRs
All in all, the pink line on the charts shows the SP500 index, and with candles — sectors of the American economy according to Select Sectors SPDRs.
The energy sector has lagged far behind the market in recent 15 days
Sector — utilities are also far behind
Industrial sector is the most ahead of the market
And also the sector of basic materials
And that? We buy XLE and XLU and sell XLI and XLB in the hope that, that justice will be restored? Or vice versa, sell XLE, XLU and buy XLI, XLB hopes the rich will get richer, and the poor are even poorer?
Trending ETFs Portfolio
Experimental long-term trend-following system with small capital. Everything cannot synchronize with the trend system for futures in any way — some related assets are in antiphase. This is due to the fact that there are no pronounced trends yet., and this system in 2 times longer than the system for futures.
Long
SGG +3.10%
Short
FXE +5.21
EWZ -1.43%
ILF -3.59%
ALREADY -1.35%
DBA -0.39%
SLV -1.51%
EZ -6.33%
FXA -3.82%
FXB +1.16%
NIB -0.35
Trading ideas for the first day of February 2010
Let,
My promised homtask. Stacks no more 20$, because. BP I have 20,000$.
–
SMN
ETF, UltraShort Basic Materials ProShares.
The market is growing, our ETF goes up, there is a sense to look behind him.
AMR
Major Airlines.
Airplanes. Drained on tight, and in the daytime it is clear that 6.40$ level according to MA200. In the same place, a certain figure is drawn that looks like a tragolnik. (let 9.24$ – 21.09.09, low 5.11$ – 05.11.09, let […]
current position
The start of the year is very good for my US stock systems.. There has been no such increase in the balance per unit of time for a long time.. Even thoughts haunt, why not close all positions, otherwise there can be no such luck forever. How many times has this happened — growing, growing gradually, and then once and halved in one day everything that has grown in a few weeks. And this is at its best, since now I use systems on 90% лонговые. But systems are systems and they must be adhered to.. All in all, in this part of my, so-called, small fund, while things are going well.
The next part is experimental.
Trend-tracking system of futures — today an unexpected loss of OJ(апельсиновый сок). Was in a relatively big plus, but closed with a stop in the red — today OJ walks on 12% то вверх, then down. While positions are open (all in long):
GE +888
QM +1460
JJC +1485 (stock instead of copper, since the copper contract is too expensive)
IT IS +3220
NQ +1612
PA +4452
SB +3917
PL +4887
YI +755
YG -144
AUDUSD +845 (spot instead of contract)
USDCAD +984 (shorts)
USDSGD +140 (shorts)
Trend system “ETF instead of futures” not happy yet, balance fluctuates back and forth around a minor plus.
The system of IBD100 shares has also lagged behind the market lately. Thinking about reducing capital for this system. While we have positions:
AAPL +7%
BGH +6%
BMA -2%
CTSH +5%
FFIV +9%
GES +21%
GMCR +29%
LL -1%
UIS +11%
VIP +16%
VRX +7%
VSEC +15%
WDC +20%
BUT many stocks closed with small stops, so the profit is small. Less broad market :)
Well, I almost forgot about Forex. So far since the beginning of the year +5%. I play haphazardly.
ETFs instead of futures
They asked me, what are these uncorrelated ETFs? Maybe others will be interested. Explain. I meant ETFs, that is, funds traded as stocks, the structure of which is based on futures of various commodities, Metals, energy sources, currencies, etc.. The point is to diversify. For example, I chose ETFs, which are more or less liquid — there were not so many of them:
Softs group
BALL — cotton
ALREADY — coffee
NIB — cocoa
SGG — sugar
Energy group
ROTTEN — gas
USE — oil
Metals group
JJC — copper
JJN — nickel
GLD — gold
PGM — platinum
SLV — silver
group of currencies
FXA — Australian dollar
FXB — British pound
FXC — canadian dollar
FXE — euros
FXY — Jena
other
COW — meat
JJG — grain
DBC — product index
DBB — metal index
IYR — real estate
EZ — South African stock index
EWZ — Brazilian stock index
Current position of some portfolios.
The trend-following futures portfolio is so far:
Another trend tracking system. Portfolio of uncorrelated ETFs, like futures, but the advantage is, what can be bought with any volume. Recently started, therefore, while the composition is small, not all caught yet:
CanSlim stock portfolio from IBD-100:
Which ECN to place orders on ?
Electronic Communication Networks (ECN’s) - an electronic system for the implementation of transactions for the purchase and sale of exchange commodities, which tries to eliminate the role of intermediaries. ECN connects leading brokers and individual traders with each other, so they can trade directly, bypassing the exchange mechanisms of intermediaries. Always used ARCA and SDOT before , but there are many other ECNs in the LASER trading terminal, but no SDOT. I would like to know through which ECNs it is cheaper to trade, except ARCA. Which ECN to choose for market orders, where is it cheaper to hit the quote ? On which ECN to put a stop order for the NYSE, NASDAQ, ETF
Day trading for 1 December
DCP : DynCorp International Inc Sector: Transportation > Industry: Misc. Transportation AIG : American International Group Sector: Financial > Industry: Insurance (Prop. and Casualty) Good buy, but in a dangerous place. I went out a little early. GDX : Market Vectors Gold Miners (ETF)