Saturday, May 15, 2010


This is an interesting analysis tool that we recently completed...

Friday, May 14, 2010

UwM Daily Income Equity Curve and Longer-term Chart

UWM Daily Income Confirms

UWM Daily Income looking for possible long on the close

SPY is still expensive...

Risk is being sold...I will post when it changes

SPY and IWM open up slightly expensive

I took this screen shot early...sorry for the late post...but in any case the indexes opened up slightly rich which biased some selling...Yesterday we were edging towards parity though still with a slight's open was rich and still is. Until we see some bid under leverage the market may have difficulty finding legs.

Thursday, May 13, 2010

BGU 34 min Reduced Risk System Exits


BGU and SSO 34 min systems cover...bottom tick?

We'll see...leveraged markets trading there is still a small bid under the market...

BGU and SSO 34 min systems look to cover...

Yellow arrows...indicate possible cover at close of this 2 minutes or so.

BGU 34 min Reduced Risk System

UWM 30 minute system closes trade

Took Some risk off the may work out anyway...covers for a 1.2 point loss, but I am not unhappy with this action. I do have a RR version of this system...Reduced Risk...which has different entry methods avoided this whipsaw.

Russell 2000 and SP500 both still have bids and are discounted vs leverage

Wednesday, May 12, 2010

TLT RVS Natural Risk finally closes position

Close for a loss of around 1.57 points. This is a really good example of how the natural risk systems handle losses. I think the system will be looking for long trades for the immediate future. Keep in mind that the system I am running live stopped out of the position...see Natural Risk TLT system update and chart

Natural Risk means the native system decision with no outside risk management.

TF and SSO Gone, Gone...Sold

Huge Trades

New BGU 34 minute Reduced Risk System

End of day sells look good...

I will post an update with confirmation nearer to the close...

Market still has a bid - but projected close calls for a small pullback

Market Still has a Bid

Short-Term Systems Update

Yesterday's Yellow Arrows for TF and SSO did not result in sales at the close

The systems are still currently long and will likely sell today. Please keep in mind that the long-term systems are still long biased while some shorter-term systems are looking short. This is a mixed picture. But as I indicated in my previous posts, I believe that the markets can be driven higher by the same computer programs that took them down.

UWM Daily Swing did sell yesterday at the close as expected.

Market still had a bid despite the pullback

Monday, May 10, 2010

SPY System Closes Long

Systems Summary executions for today

Keep in mind that we missed 8 contracts on ES which means we are missing an additional $14,000 or so in PL in the Futures PL above.

Natural Risk TLT system update and chart

Below is the Risk Managed TLT trading system...has never triggered the crash stops until last week, since inception.

Cash Market Rich in the morning Cheap in the afternoon


This is from Tyler. Absolutely ridiculous.

Unfuckingbelievable: Goldman Has Zero Trading Loss Days In Last Quarter    
Submitted by Tyler Durden on 05/10/2010 07:54 -0500

If you ever wanted to see what monopoly looks like in chart form, here it is:

In the quarter ended March 31, Goldman made money on every single trading day. The firm did not record a loss of even $0.01 on even one day in the last quarter. That's 63 days profitable out of 63 trading days. The statistic probability of this event is itself statistically undefined. Goldman is now the market - or, in keeping with modern market reality, Goldman is the house, it controls the casino, and always wins. Congratulations America: you now have far, far better odds in Las Vegas that you have making money with your E-Trade account.

Futures Daily Income Systems looking to sell today

Yellow arrow indicates that a potential sell decision is pending.

The inverted head and shoulders pattern that I pointed out last week has played out.
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