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Strategies & Market Trends : Buy and Sell Signals, and Other Market Perspectives
SPY 689.510.0%Jan 8 4:00 PM EST

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From: expiredoptions1/30/2013 9:17:12 AM
   of 221510
 
My trading program is showing signs of directional fatigue and the 2 best systems (S2 & S6) no longer want
to play (no signal).

S1 the trend following system is up to a 10 counter (10C-10) for calls.
Under normal circumstances that is "trend ending" but this market doesn't fall in the category of normal circumstances. The record is a 28 count for calls which occurred from March 12, 2009 to May 8, 2009.
S2 none
S3 is saying calls.
S4 is saying calls.
S5 is dissenting and saying puts. That's kind of funny because S5 is the only directionally biased (calls) system of the entire group!
S6 none

Date....Option......Prev.Open.High.Low.Close
01-29 *FEB149C 2.21 2.03 2.74 1.91 2.73
2013..*FEB152P 2.61 2.80 2.81 2.00 2.00
Chg to FEB150C 1.57 1.40 2.00 1.32 2.00
S1: UC=10 UP=0 10C-10......................................................................FEB150C B1=1.60 B2=1.30
S2: C=16-0-35 P=10-25-0......................................................................None
S3: EM=35 LM=43 D=LM-8 R=1 S=78 4C C=MO5..........................FEB150C C10=1.80 C25=1.50
S4: C=69-57-51=L1 P=26-44-35=L3 A1W3=S/W-SC-6 5/5 (100%)....FEB150C 1.60
S5: C=43 EM=35 +++ P=18 EM=0 --- R=2.4 SL1=P..........................FEB152P 1.45
S6: C32 C6 C35 CL4=No Trade CM25=L1............................................None



Reliability ratings:
S1: 62% (since 1996)
S2: 66% (since 2000)
S3: 64% (since 2002)
S4: 62% (since 2003)
S5: 66% (since 2005)
S6: 70-75% (since 2007)

Jeff
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