Friday, March 18, 2016

Long SPX 2050, Reversal 2005

SPX Swing System Trading
Trade Date:2016-03-18
Trade Position:Long
Trade Entry:2050
Trade Stop/Reversal:2005 intra-day
Trade Profit Areas:2077-2082 pivot area
Indicator Divergences:Neutral
Indicator Extremes:Slightly Negative
SMA Setup:Slightly Negative
Important Events:April 27th FOMC Decision
Trade Notes:
The System took a big loss on the previous trade and reversed long at SPX 2050. In hindsight, the SPX 2009 System decision point would have been a good place to reverse long, but I will be back-testing that scenario more thoroughly in the near future to determine if that holds true in a statistically meaningful way. It was 50/50 in my previous limited back-testing. I have discussed before how trades on the day of or before OPEX are risky and my non-System research also suggests serious trouble into May. However, that's still 2 months out and most of the multi-month divergences I use have disappeared and indicator extremes are growing but not that bad right now. That does not preclude the market from starting a new downtrend, but the System is designed to allow more room for back-and-fill when extremes and divergences have not reached typical reversal levels, so the stop is currently set at SPX 2005. If SPX spikes higher with indicator extremes or if SPX corrects for a couple days and then retraces that drop with negative divergences, the stop/reversal level will be set much tighter by rule. Good fortune.



SPX/SPY Trade History
Trade history only includes the initial entry and final exit prices, not any profit-taking and reloading in between, so mileage may vary.
PositionOpenPriceClosePricePtsTotal
Long2016-03-182050????
Short2016-03-0819922016-03-182050-58+29
Long2016-03-0119672016-03-081992+25+87
Short2016-02-2319382016-03-011967-29+62
Long2016-02-1218472016-02-231938+91+91


Chart from Monday

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