Wednesday, October 31, 2012


After waiting 4 days, there is nothing new to report with my systems. They are all producing hold signals.  Hope all is going well with you post-Sandy.

I was considering an AAPL purchase, due to a few reasons, mainly b/c it was bouncing off its 200 day.  I don't have much time to post stats, but after having been above the 200 all year, the first test is statistically bullish.  I'm counting on a 5-10% move to the upside in the next few weeks, but I'm not ready to buy any today.

I remain 25% long XIV.  See you tomorrow. Thanks!

Oct Signals
Date JT CompositeTNAJ-TraderCCI
Sep 25 62.29Long
Sep 28 Cash62.95Short
Oct 1 Cash62.15CoverSell
Oct 2 Half-Long62.31LongHold
Oct 3 Cash61.93HoldShort
Oct 4 CashHoldShort
Oct 5 CashHoldHold
Oct 8 CashHoldHold
Oct 9 Long59.61LongLong
Oct 10 LongHoldHold
Oct 11 LongHoldHold
Oct 12 Half-Long58.46HoldSell
Oct 15 Cash59.70SellHold
Oct 16 Half-Short61.05HoldShort
Oct 17 Short62.67ShortShort
Oct 18 ShortHoldHold
Oct 19 Cash57.87HoldLong
Oct 22 CashHoldHold
Oct 23 CashHoldHold
Oct 24 Half-Long56.55CoverLong
Oct 25 Half-LongHoldHold
Oct 26 Half-LongHoldHold
Oct 29 Half-LongClosed HoldHold
Oct 30 Half-LongClosed HoldHold
Oct 31 Half-LongHoldHold


  1. Thanks, J.

    Good point about AAPL. The MACD on the daily chart is also extremely oversold.

  2. wow... 43 comments from the last blog-post... that's a record! woo hoo!!!

    Mkts working on a double-headed inv H&S on 30min A/S YM or ES. Basically, the bulls need to take out today's HOD to trigger it. We got 200pts of upside if they do (but not on a gap). If, instead, they take out local lows, I'd expect a run down to 1395 and there's a good chance she don't stop there, but , instead moves down to 1380. So, we just sit and wait out this consolidation to see if it's gonna b a continuation or reversal consolidation.

    The problem for the bulls is the sentiment, here... too bullish for a good reversal.

  3. The CCI is cashing out today.... and generating a short signal. Doesn't look like JTS will short this rally, so I may be going 50% short TNA (or long TZA) on the close today. I'll be back later. Cheers.


    1. Shoot, guess I shouldn't publish my system details in an academic journal....something that was so high on my to do list. :)

    2. Yeah, thought you would get a kick out of it...

    3. Yes I did get a kick out of it. Thx.

    4. As I said before... 99% of what you read is useless for trading. So, don't *WRITE* it up, J. ;-)