Article Archive

Friday 31 July 2015

It's earning season. Market is changing fast. Short NDX and long INDU. SPX is likely to drop.

The previous signal (Long NDX short INDU, SPX up) only lasted 3 days. SPX was uup 1.62%, pairs trading made 0.5%. YTD, paris trading has made 8.6% in ETF trading, and 34.9% in future trading. Timing on SPX has generated 18.7% return. The wining ratio of the timing is 88.2%.

Tuesday 28 July 2015

Sell off is over: Long NDX and Short INDU. The market especially S&P 500 is likely to go up

The previous signal made 2.15% on shorting S&P 500 future. YTD, the timing successful rate is 14 out of 16, or 87.5%, leading to 16.8% return in trading S&P 500 Index.

The pairs trade has -2.5% in the just closed signal.


Monday 27 July 2015

There is still a long way to drop

The S&P 500 Index has dropped more than 2% since the short signal on July 16. However, the spread between INDU and NDX is still near -3%. It will be a long way for the spread to turn positive so that the market can be stable.

Thursday 16 July 2015

Rally is over: Short NDX and long Dow Jones -- Market will drop

The previous signal (long NDX and short Dow Jones, market up) lasted for two weeks. ETF trading made 1.4%, S&P 500 Index was up 3.52%, and future trading made 5.2%. YTD the timing winning ratio is 86.7%, or 13 out of 15. Great work, my dear model.

Tuesday 7 July 2015

The US market has been oversold: Long NDX and short INDU, implying market will go up in the near future

The previous signal made 1.12% in the short and 0.6% in pairs. YTD ETF pairs trading is 9.2%, long- or short-only NDX is 17.4%, and future pairs trading is close to 40%.