The ACD Method

Discussion in 'Technical Analysis' started by sbrowne126, Jul 16, 2009.

  1. DT3

    DT3

    Shan, when did you put on that trade?
     
    #6311     Aug 2, 2012
  2. Maverick74

    Maverick74

    Hey guys, I thought you might like these two new ETF's I discovered. They have been out for awhile but no one ever talks about them. They give you a way to make a bet on the flattening or steepening of the yield curve. You no longer need to put on a futures spread or buy one ETF and sell another. Now you can simply buy one ETF and have it replicate a steepener trader.

    If you want to bet on the yield curve flattening, you will want to buy FLAT. If you believe the yield curve will steepen, you will buy STPP. These ETF's track the spread between the 2 year note and the 10 year note, a very popular hedge fund trade.

    As a quick primer, typically the curve will steepen when inflation increases and when there is a bid under risk assets. So think of buying STPP as another way to get long the market. The flattener is used when one is bearish on the market, bullish on deflation, and a flight to quality.

    [​IMG]

    Here is the flattener ETF. You can see that being long the flattener has been a great trade as we currently are in a flight to quality and deflationary environment.

    This trade is up over 8% YTD and 21.5% over the last year!
     
    #6312     Aug 2, 2012
  3. Shanb

    Shanb

    Technical entry came in around 850am.

    Now there is finally some follow through in these divergences. I was getting tired of this #levelvslevel trading! lol
     
    #6313     Aug 2, 2012
  4. DT3

    DT3

    Nice trade I guess I don't really understand spreading. What's the benefit of spreading when you could have just shorted XPO outright?
     
    #6314     Aug 2, 2012
  5. Shanb

    Shanb

    For what reason would you want to be short XOP directionally?
     
    #6315     Aug 2, 2012
  6. Maverick74

    Maverick74

    Usually spreads are smoother but in this case, the outright short in XOP at the A down was a pretty clean trade and netted just about the same amount as the spread.
     
    #6316     Aug 2, 2012
  7. Maverick74

    Maverick74

    Here is the regular chart for XOP. The trigger here was it opened below the weekly A down which already put you on alert and then finally the intra-day A down.
     
    #6317     Aug 2, 2012
  8. Shanb

    Shanb



    The entry was based off of the qqq's. Failed weekly in the qqq's, relative strength, and a confirmed aup off the weekly. So in this case the proper comparison would be against the qqq's at 8:50.

    I posted the chart in my prior post, the spread was by far smoother
     
    #6318     Aug 2, 2012
  9. Maverick74

    Maverick74

    Here is the weekly A down in XOP. It rallied back off the open to re-test it and failed which also was a failed intra-day A up. So this trade could have gotten you short at the highs of the day. The break and the re-test of an A level is a really common trade and tends to work really well.
     
    #6319     Aug 2, 2012
  10. Maverick74

    Maverick74

    Yes, but the trade in XOP was legit as well. Weekly A down. Failure on the re-test as well as the failed A up intra-day and then a confirmed intra-day A down. More then one way to skin a cat.
     
    #6320     Aug 2, 2012