Market changed Jan 1, 2012

Discussion in 'Strategy Building' started by ssrrkk, Feb 3, 2012.

  1. ssrrkk

    ssrrkk

    Seems to me, there was another turning point in the markets since the start of the year. This seems to mark another big shift since last August. Now, the daily ranges are a lot smaller, the VIX has fallen below 20, and we are in a bull market. Sure enough one of my algorithms that performed well last year is faltering, and another one suited to bull markets is on an upswing. Anyone else seeing this?
     
  2. lwlee

    lwlee

    Yep, so what?. High volatility gives way to low volatility then back to high volatility. You didn't expect the turmoil to continue forever.
     
  3. Yes. There are also many more bear flags on the intraday (5 min and 60 min) charts...
     
  4. TD80

    TD80

    You should be long biased since right after Thanksgiving in my opinion Jan 1 is a bit late to the table.

    If you're a long biased position trader, here's hoping that this action continues with a slow methodical grind up.

    If it really explodes to the upside and we get some crazy 4-5% daily moves up then I would be worried as too many knuckleheads will have figured it out.
     
  5. Bob111

    Bob111

    what market you are talking about? :p
    try UNG for a change :p
     
  6. hkrahra

    hkrahra

    the vix has fallen in love with tvix...

    :D

    or twix....