tag:blogger.com,1999:blog-1523319707289548972.post7440406832900565790..comments2023-09-26T11:49:31.690-04:00Comments on Cobra's Market View: 08/18/2009 After Bell Quick SummaryCobrahttp://www.blogger.com/profile/09332879456290234613noreply@blogger.comBlogger21125tag:blogger.com,1999:blog-1523319707289548972.post-83293748200682411902009-08-19T18:17:02.678-04:002009-08-19T18:17:02.678-04:00that should probably read "technicals or stat...that should probably read "technicals or statistics" that attempt to fight the prevail theme at that time, are likely to fail.The Small Fishhttps://www.blogger.com/profile/04619208391948286184noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-49634095657307562182009-08-19T18:13:36.562-04:002009-08-19T18:13:36.562-04:00Cobra, but in this case, using a criteria where we...Cobra, but in this case, using a criteria where we take both the positive and negative deviation shows pertty much the same bias. In other words, as odd as it seems, IN THE LAST YEAR, regardless of whether the vix closed above or below it's 10MA by 10%, it tended to produce a positive return within 3 days. <br /><br />So..for instance, when i made the adjustment to only filter for positive The Small Fishhttps://www.blogger.com/profile/04619208391948286184noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-61485479726124345452009-08-19T09:24:15.375-04:002009-08-19T09:24:15.375-04:00Small Fish, you've got the point: VIX ENV10 ov...Small Fish, you've got the point: VIX ENV10 oversold is actually bullish while ENV10 overbought is actually bearish!Cobrahttps://www.blogger.com/profile/09332879456290234613noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-25860527797612542072009-08-19T00:45:33.469-04:002009-08-19T00:45:33.469-04:00Actually you are correct. I thought you thinking ...Actually you are correct. I thought you thinking the first table may be the one where the VIX closed with above it's upper BB. <br /><br />i see what you are referring to now. i am using the absolute deviation, which is returning both a positive and negative 10% deviation. the results with that'error' is actually a bit suprising - as it indicates negative 10% deviation tend to be The Small Fishhttps://www.blogger.com/profile/04619208391948286184noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-36424595327681613962009-08-19T00:22:43.256-04:002009-08-19T00:22:43.256-04:00My logic is, if the 1st table is wrong then the ot...My logic is, if the 1st table is wrong then the other table could be wrong too.Cobrahttps://www.blogger.com/profile/09332879456290234613noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-72223511136437145572009-08-19T00:21:39.296-04:002009-08-19T00:21:39.296-04:00But even in table 1, VIX wasn't closed 10% abo...But even in table 1, VIX wasn't closed 10% above it's MA10 on 7/14 and 7/17. And 7/7 is actually wrong, should be 7/8. You can check my chart, there're not so many cases in July VIX closed ENV(10,10). By the way, ENV(10,10) = Close 10% above MA10.Cobrahttps://www.blogger.com/profile/09332879456290234613noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-48876902232899496692009-08-19T00:17:24.129-04:002009-08-19T00:17:24.129-04:00Hi Cobra,
Sorry bout' the confusion. I think ...Hi Cobra, <br />Sorry bout' the confusion. I think you may be looking at the first table. There are 3 tables in that blog entry.<br /><br />Table 1: VIX closed 10% above it's 10MA<br /><br />Table 2: VIX closed 10% above it's 10M AND closed above it's upper BB(20,2)<br /><br />Table 3: VIX made a 10% up move in a SINGLE day.<br /><br />Sorry bout' the confusion. Still getting The Small Fishhttps://www.blogger.com/profile/04619208391948286184noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-71800370031122314822009-08-19T00:01:42.264-04:002009-08-19T00:01:42.264-04:00Small Fish, thanks for the info, but are you sure ...Small Fish, thanks for the info, but are you sure you get the right data? For example, 7/14/2009 and 7/17/2009 VIX were not above MA10 10%.Cobrahttps://www.blogger.com/profile/09332879456290234613noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-3974249213326207582009-08-18T23:50:40.974-04:002009-08-18T23:50:40.974-04:00pjj16, you're right, but the Quick Summary'...pjj16, you're right, but the Quick Summary's purpse is to guess tomorrow's up and down only so that people can adjust the position in AH. I have another report at night to try "the forest".Cobrahttps://www.blogger.com/profile/09332879456290234613noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-77168617315214706432009-08-18T22:56:03.729-04:002009-08-18T22:56:03.729-04:00Today CPCI closed at 1.43, CPCE closed at 0.63, an...Today CPCI closed at 1.43, CPCE closed at 0.63, and CPC closed at 0.93. CPCE < 0.56 Bear have hope. But CPCI is not above 1.55. I guess today's number of CPCI, CPCE, and CPC means nothing for green or red tomorrow.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-4264212411413725722009-08-18T21:30:45.340-04:002009-08-18T21:30:45.340-04:00i am guessing it's all a crapshoot and some pe...i am guessing it's all a crapshoot and some people will lose money tomorrow in favor of those who make it. seriously, how can you make any investment decisions based on historical probabilities that skew a few percent north or south of "indeterminate" depending on the most recent measure? i'm not saying this stuff isn't valuable -- hell, i've been reading this blog Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-64669663062481400562009-08-18T20:31:36.123-04:002009-08-18T20:31:36.123-04:00Hi Cobra,
The BB in itself may not be that effect...Hi Cobra,<br /><br />The BB in itself may not be that effective, but have a look at when the VIX closes above it's upper BB and deviates 10% from it's 10MA (i have some tables on my blog listing 3 of the VIX buys from yesterday (not sure if its ok to link here). Since we closed higher today, i think those are no longer in effect(at least from the 1 to 3 day timeframe).<br /><br />The ISEEThe Small Fishhttps://www.blogger.com/profile/04619208391948286184noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-45482342118705546752009-08-18T19:26:10.842-04:002009-08-18T19:26:10.842-04:00Thanks, Cobra.Thanks, Cobra.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-72153198494683759202009-08-18T18:55:28.480-04:002009-08-18T18:55:28.480-04:00thx, dingthx, ding开小差https://www.blogger.com/profile/09918513858432469526noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-56433439195676491252009-08-18T18:52:49.040-04:002009-08-18T18:52:49.040-04:00NDX bounce off the lower Bollinger today. Based on...NDX bounce off the lower Bollinger today. Based on prior reaction in this uptrend, I say we go higher. Bands are tighter now than in recent past, so it will be a violent move either way.<br /><br />http://content.screencast.com/users/texana44/folders/Jing/media/50bc62d6-1bfb-49d1-ad94-92604488f225/2009-08-18_1638.png<br /><br />Based on the $cpc the last 3 days, the herd has been loading up on Billnoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-73337227993243849442009-08-18T18:41:53.262-04:002009-08-18T18:41:53.262-04:00Looks like GS is going to push the market higher t...Looks like GS is going to push the market higher tomorrow!XLF_playernoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-24095631288523470032009-08-18T18:38:22.802-04:002009-08-18T18:38:22.802-04:00I bought DIG! Yeah ~~I bought DIG! Yeah ~~TraderJacknoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-51170594979540128862009-08-18T18:23:30.851-04:002009-08-18T18:23:30.851-04:00but i thought if cpce was bigger than .56..
meant...but i thought if cpce was bigger than .56..<br /><br />meant a green close the next day no ?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-22164459703770079012009-08-18T18:22:47.767-04:002009-08-18T18:22:47.767-04:00They don't say anything about tomorrow either....They don't say anything about tomorrow either.Cobrahttps://www.blogger.com/profile/09332879456290234613noreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-51320859819024056052009-08-18T18:21:36.747-04:002009-08-18T18:21:36.747-04:00Cobra what about cpce and cpc?
They aren't co...Cobra what about cpce and cpc?<br /><br />They aren't confirming the red close for tommorow.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-1523319707289548972.post-33382338312881862872009-08-18T18:16:32.636-04:002009-08-18T18:16:32.636-04:00Good. I am always looking for your end of day post...Good. I am always looking for your end of day post to load positions AH. I bought DUG AH! Thanks!Pivot Trendhttps://www.blogger.com/profile/10494472523211678583noreply@blogger.com