Mav, just following up to this regarding tweaking my individual equities 30 Day #L to account for "outlier" days....if you don't mind, which of the adjustments below do you think would be most valuable? 1) Applying some type of multiplier to increase daily score when stock significantly diverts from broad market (ex: stock makes good A up & gains >=2% on the day while S&P500 loses >=1%, and vice versa for A-downs). 2) same as above, but also include requirement that stock move was also accompanied by greater than average trading volume. 3) applying multiplier at the end of week if 5-day #L significantly outperforms S&P500 5-day #L. Any thoughts would be greatly appreciated.
Anyone noticed OIL etf? http://www.zerohedge.com/news/2016-01-22/barclays-rigged-its-oil-etn-limiting-new-creation-units
Seriously, this is beyond bizarre. This spread trades on avg with a two to four cent carry into delivery. It's at the QTR A down at minus eight now going into arguably maybe the only real storm we have this winter on the northeast which they of course are calling the "storm of the century". Watching the 30 day as we are getting close to re-setting.
On average maybe (counting the years with spikes to 1000+), but I think it usually ends up something like -100/-150 once it is clear that there will be enough gas for april. And this year it seems that we have plenty of gas. I think it could even go to record deep contango (big stockpiles, mild winter, still strong production and lack of demand in spring) but this is the widow maker so better stay away
anyone noticed that while SPY has bounced the past few days...it could not close above the intraday Aup?
Hi Robert, Are you using conventional scoring or personalized as I have quite a different number 30 day to you at the moment. My UUP 30 day is only at -1 with the last confirmed line for it being on the 22/11/2015. The 5 day for UUP that I have as currently being 0. Would not normally mention it and I know it does not really make a difference but there is quite a discrepancy between the two of us.
Hello RB, I should have said “Last positive confirmation on 10/26/15” etc. I had a negative confirmation on 12/10/15. I only post number lines that reflect the Fisher confirmation methodology in the event someone wants to follow along with this ole homegamer. Here’s the thing with my daily A levels and numberlines, I don’t care if anyone knows how I calculate those particular levels and I suspect many folks use the basic daily calcs somewhere in the vicinity of Mentor Mav’s old post in 2010: 02-05-10 Quote from cunparis: Can you explain more about it? I read the book but I don't get how to calculate the ACD values. “Using 20% to 25% of either a 5 or 10 day ATR is a good start for both the A and C values.” That’s right in the wheelhouse I use for dailies. (As a side note: my weekly, monthly, quarterly and yearly A levels are all stolen as best I could from Mav’s many examples and everyone needs to do their own homework to calculate those levels.) Anyway, I use a 10 minute OR and for the most part want a full 10 minute confirmation (none of the ½ time stuff ). I’ve attached the last 30 days or so of my UUP spreadsheet. Our difference is most likely the way I scored 1/11 and 1/20. But, I know how I did it and I wouldn’t change a thing…. and … I’m sure you wouldn’t change yours either. Who you rooting for in tomorrow's FB games?