4/5/2016

Looks like SPY want to test its 2015 close level and then possibly AprP. As I thought was likely in the USA main index chart roundup, "A strong market can ignore overbought readings as the Dow has already done so far, but as more indexes join in overbought territory the more likely move is a slowdown to a range with a quick shakeout to work off the overbought condition."

And after a 2 day drop SPY RSI has gone from 69.25 at the high to 57, which is already near uptrend buy zone and possibly pivot support. 

That said, I am not completely without concern here. NYA and ACWI showing more rejection from long term levels, and safe havens remain quite strong especially considering the stock rally. I am also wondering how NKY and DAX can both be so weak - below all pivots! - and USA maintain strength enough to test 2015 highs.  

Thankfully the most recent moves are cushioning the blow: NKY / EWJ shorts triggered last week and even without a perfect entry did quite well today. Given recent trend analysis of TLT, adding a couple units back in TLT when above all pivots on 4/1 was an easy choice.

But the idea to hold oil related runner units above Q2P was a mistake, as that broke down without any attempt at bounce. Given daily chart look I think it was a small reverse short, ie 1 unit. This could be wrong, but this is not an ideal setup for big oil short (ie 5 units out of 20 or 25 with margin in my way of thinking). I am wondering about a fake-out shake-out here so that is something to watch and if back above the Q2P it is a cut and reverse back to small long. Hey, if you want to actively manage sometimes you have to be flexible. 

I don't like the look of EEM here as it had bearish action on both long term level (1HP), medium term level (AprP) and a moving average (D200MA). So if you are in (first suggested mid Feb) I think time to cut it instead of trying to hedge via FXI and we'll just keep the capital free for next idea. 

VIX is still under all pivots, but a few VIX vehicles jumped above monthly pivots today while their indexes were above. These are something to watch going forward. Lastly, per yesterday's idea, if you wanted to make portfolio slightly less bullish, easy choice is sell any latest tech longs from last week for scratch and add an XLF short, or enter on DAX/EWG as EWG closed under its Q2P placing it under all pivots. I have been talking about NKY and DAX weakness for weeks now and just waiting for triggers. 

After shuffling the adds on GLD twice, seeing rejections from YR1 just to immediately come back, I am hoping that doesn't start flying again after reducing the position. But if it does it does and given strength this year candidate for back in more long, and hopefully 3rd time above YR1 - if that happens - will be solid support.

This is quite a bit more than SPY daily today but just sharing my thought process. This is what a student of the market does that is not obsessed about back-testing everything which seems quite common these days. Go with the flow and the best trends and think about risk-reward. Personally I don't think everything can be back-tested. Each market condition is different. Study the pattern of movements and how to profit from them. These patterns are what will be similar and what I have shown here for several months now on this site. I am not saying perfect and when something is wrong I mention it immediately. In fact ability to admit mistakes is key to staying in this game. Cutting TLT was a mistake; holding runner units in oil was a mistake; reducing GLD/GDX might have been a mistake. We shall see. But if someone could succeed with mathematically back-tested models why are so many hedge funds and mutual funds suffering atrocious performance? Success in this game takes synthesis style thinking which sadly seems quite out of favor.

C'mon, this site has recommended quite clearly to cut, hedge or short USA stocks the first week of January; buy bonds (TLT) and then add, then take some profits at the high; buy gold and then add; started buying back USA stocks via DIA and oil 2/12 and then emerging markets soon after; went further long the leaders late February; added on SOXX early March, then DIA add after that; had a 1 day VIX futs hedging trade that was about perfect, then most recently shorted Japan EWJ after mentioning this idea for weeks - all documented in real time on this SPY section and main blog since there is no re-wind on tradingview chart data feed, and the most common question is, can this be back-tested? Ha!