ES Journal Archive (2006 - 2008)

Discussion in 'Journals' started by Buy1Sell2, Mar 2, 2006.

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  1. If MB wouldn't mind me chiming in, the SDS, QID, and DXD are another way of leveraging a short position by being long an ETF. Its a way of getting around IRA "long-only" rules. SDS = S&P, QID = NASDAQ, DXD = DOW... If the S&P goes down 1% for the day, your SDS position goes up 2%. You could compare it to the SSO (SPY X2) except it moves inversely.

    What I've always wondered with these inverse ETF's is what happens when if over time the underlying security goes up in value by a large amount. IE extreme example - If the spy doubles, does the SSO go to zero? After that, then what? Seems like the relationship is even more screwed up for the ultra-shorts.
     
    #24451     Nov 24, 2007
  2. monthly chart potentialy setting up for a climatic wedge after hitting key support on thursday. One last run for this bull market into the new year? This is very prevalent in major tops and bottoms. I have shown examples of this time and time again on intraday charts throughout this journal.. Just like to keep it simple. People can say retracements work all the time.. yada yada. There is only one that I really watch at all times and that is the 78.6. 50% will usually always give at least a pause, but I have not found it useful enough to give me an edge.
     
    #24452     Nov 24, 2007
  3. volente_00

    volente_00

    And what was 3 am ?


    :)
     
    #24453     Nov 24, 2007
  4. I have bought already my 1550 calls...ready for lift-off ? :p
     
    #24454     Nov 24, 2007
  5. if a retracement is not a reversal then what is?
     
    #24455     Nov 24, 2007
  6. would someone please explain to me what a real trend is? and is it irrelevant?
     
    #24456     Nov 24, 2007
  7. looking for adherence of this channel, ...

    selling climax not seen yet, to mark a true reversal.
     
    #24457     Nov 24, 2007
  8. An "ultrashort" or "double short" ETF is one that tracks -200% (that's a minus sign) of the underlying index, so it moves in the opposite direction with as the underlying index with twice the volatility.

    For example, SDS tracks -200% of the $SPX, so if the $SPX goes down by 3% then SDS goes up by 6%. (And vice-versa, of course.)

    The most widely-traded double-short ETFs (which trade at least in the millions of shares per day) include:

    SDS -- double-short S&P 500

    QID -- double-short NASDAQ composite

    TWM -- double-short Russell 2000

    These are marvelous vehicles for playing the short side, with 2x leverage, minimal transaction costs and acceptable management fees (<1%/year). Not nearly as leveraged as options, but far less transaction costs and no time premium.

    There are many more double-short ETFs, but most of them trade too thinly for my taste (at least so far). For example, I'd love to be able to buy SSG (double-short semiconductor index), but it only trades about 25,000 shares a day so it's pretty much out of the question if you're buying or selling thousands of shares.

    BTW, there are also double-long ETFs. For example, SSO tracks 200% of the $SPX (with no minus sign). SSO and SDS move inversely with each other; if you stack the two charts, they are virtual mirror images.
     
    #24458     Nov 24, 2007
  9. #24459     Nov 24, 2007
  10. I wanted to frontrun tomorrows traffic back into Boston and none of my friends are back yet so I've got some time to kill... here are some charts :) For better or worse I do all my analysis on SPX and just add the premium to ES when looking to trade. It just doesn't seem to make much sense to me to analyze a derivative of the index but thats just my opinion. Any feedback is welcome.

    Stepping back and looking at the weekly chart to get a longer term view and I'm pretty bearish. You don't need to have much of an imagination to see the MACD and RSI divergence going on. Add to this a massive double-top and I don't feel like its worth the risk to be investing for the long-term here.

    That doesn't mean theres not room for upside though... some bobbling around is to be expected at tops/bottoms before there is actually a reversal. Theres a serious trendline that hasn't quite been tested yet but is very close. I'd like to see 5-10 more points lower but I wouldn't be surprised if yesterdays lows were the short-term bottom. I'm still a student to Apex's techniques but as he showed in the monthly chart the 78.6 level is right here aswell (I show it as 1514.5 on SPX which was hit within 0.1 points on Wednesday!)
     
    #24460     Nov 25, 2007
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