Odds Czar: Simple Biases in the Futures Markets 2007

Discussion in 'Journals' started by Art Collins, Dec 30, 2006.

  1. Art's futures biases for Sep 14.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

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    For Friday, all indicator categories in the bond complex predict are bullish. This corresponds to the fact that two out of the three signal classes in the indexes are calling for a down move.
     
    #311     Sep 13, 2007
  2. Art's futures biases for Sep 17.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.
     
    #312     Sep 14, 2007
  3. Art's futures biases for Sep 19.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    ______________________________________________



    Following the wild ride of Fed Day, it's interesting that the Czar readings have gone pretty much into neutral mode for Wednesday. This dovetails with expectations: you can generally expect market malaise and small ranges immediately following days with extraordinarily large movement.
     
    #313     Sep 18, 2007
  4. Art's futures biases for Sep 19.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    ______________________________________________



    Following the wild ride of Fed Day, it's interesting that the Czar readings have gone pretty much into neutral mode for Wednesday. This dovetails with expectations: you can generally expect market malaise and small ranges immediately following days with extraordinarily large movement.
     
    #314     Sep 18, 2007
  5. Art's futures biases for Sep 20.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.
     
    #315     Sep 19, 2007
  6. Art's futures biases for Sep 21.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    ______________________________________________

    The bonds have been steadily moving lower since the rate cut, obviously contrary to expectations. That's known in the industry as a perverse move. The expected move sometimes happens in a delayed fashion and if the CzarCharts are any indication, the entire complex could be bought on Friday.
     
    #316     Sep 20, 2007
  7. plugger

    plugger

    Hi Art. I notice the day of week, week, month are all negative at this point. When do you expect them to turn positive again?
     
    #317     Sep 20, 2007
  8. Plugger wrote
    Hi Art. I notice the day of week, week, month are all negative at this point. When do you expect them to turn positive again?
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    As you can see, we have a turn-around for Monday in two out of three of them. The remaining signal, month-of-year, won't turn bullish until November.
     
    #318     Sep 23, 2007
  9. Art's futures biases for Sep 24.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    ______________________________________________

    All systems appear to be go for a rally in the stock indices on Monday.
     
    #319     Sep 23, 2007
  10. Art's futures biases for Sep 25.

    A "1" means bullish bias. A "-1" means bearish bias. The total is the sum of biases. A positive sum will be long bias. A negative sum will be a short bias. A sum of zero will be a neutral bias.

    ______________________________________________

    Both the either-or and seasonal indicators are in across-the-board buy mode for Tuesday's index trade.
     
    #320     Sep 24, 2007