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Strategies & Market Trends : Shorting SPY for fun and profit.

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To: fut_trade who wrote (329)11/15/1999 8:14:00 AM
From: JDinBaltimore   of 346
 
Peter,

The premium indicator is 100%, but as mentioned very short term. It will give a 10 minute lead into direction, but no indication as to magnitude. A bit hard to explain, unless you watch it. For example a spike up will move the indexes up centered around these levels.
programtrading.com
Now I'm testing a model that accumulates each tick of the EPREM.X, for the last 10 days the indexes have been mostly up, and I don't feel the accumulated values have been relieved to the negative side properly. The accumulated strength for the data I've collected over the last few days shows great strength still to the upside. As this information is extremely dangerous and not fully tested I'm only watching and recording at this time. I'm curious to see validation from today, but gut feeling is how can the indexes go higher. We'll see.

Best Regards
JD
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