Tag Archives: Vix trading signals

Models are in well placed positions!

Current Model positions:

  • $TNX (rates) bullish signal date = 10/02, TSP = 23.34
  • SPY bullish signal date= 10/11, TSP = 254.64
  • $VIX bearish signal date= 10/11, TSP = 9.91

Model notes: The models are in well placed positions, with all trades currently “in the money” so to speak. Another thing that is going well is that the models seem to be in the right “time zone,” meaning they seem to be operating at a trading frequency suitable for the 2-week type of window I am aiming for. Also the equity signal moved to the correct side quickly (“don’t let losses run”). This is a good report.

 

Note: The following comments are based on using technical analysis to ‘flesh out’ our nonlinear trading signals. TSP is defined as the closing price on the day following the signal day.

 

Nonlinear Trading Themes:

  • Bullish Yields ($TNX): Rates have been hesitant on the economy, but with the recent 3rd quarter 3.1 number, they are now starting to climb with some conviction. What could the number have been without the hurricanes? Models have the trend up.
  • Bullish Trend Stocks (SPY): Stocks are benefitting from the economic numbers as well. The Catalonia independence movement is likely to affect US bluechips only indirectly. The technical breakout looks good and the models are still on the buy side.
  • Sell Trend Equity volatility ($VIX): Volatility Should be going down now that bluechips are trending higher, But the mercurial VIX is so low already it’s acting like something pushing on a firm spring, thus struggling to go down. For opportunist traders the best bet may be to “keep your powder dry” and wait to buy after the next bull ish signal. The models see lower values ahead for now.

Models reverse, now positive on stocks

Current Model positions:

  • Equity buy signal date= 10/11, TSP = Waiting
  • Vix sell signal date= 10/11, TSP = waiting
  • $TNX (rates) signal date = 10/02, TSP = 23.34

Model notes: Models now confirming uptrend for blue ships.

Note: The following comments are based on using technical analysis to ‘flesh out’ our nonlinear trading signals. TSP is defined as the closing price following the signal day.

Nonlinear Trading Themes:

  • Bullish Yields ($TNX): Rates are still drifting upward. Models and short-term trendlines confirm this. One uncertainty now appearing in the press is speculation on Yellan’s replacement. Don’t-Rock-the-Yellan’s days as the leader of the Fed look to be coming to an end.
  • Bullish Trend Stocks (SPY): The previous sell signal was not very helpful and bluechips took a leg higher. The models respect the market’s strength and have now reversed. Upside is now the path of least resistance.
  • Bearish Trend Equity volatility ($VIX): Volatility has very limited upside with stock moving higher. We look for lower values here.

Premium Research notes:

Observation: We are changing our premium services for 2017. Stay tuned for the details of the new service to be offered. Get your independent research here, put my 25+ years of model building experience to work for you!

Take a minute to peruse the US Equities tab. I posted the S&P 500 trading signals postmortem for the recent March-April time period (approx. as it took about a week to generate a signal at the beginning). Plus 134 Points. Great stuff!

Take a minute to check out the Forex tab on our website. I am posting the recent US Dollar May-June signals. No whipsaws and playing the surprise Brexit vote just right. Great stuff!

Take a minute to take a minute to click on our bond trading tab. Our signals took the profits in the early month while holding the long interest rates position later. It never sold rates, hinting at higher rates to come. The TBT went higher outside our test window. A nice tip-off for the future!

Check out the energy tab. We tracked crude during the run up to the US presidential election. There was plenty negativity with a surprise ending. See how nonlinear analysis walked us through it!

GH Garrett – Chief Market Analyst for ConquertheMummy.com  © 2015-2017, “Nonlinear trading signals that matter in VIX trading.”

Models calling rates higher

Models:

  • Equity sell signal date= 9/29, TSP = 252.32
  • Vix buy signal date= 9/29, TSP = 9.45
  • $TNX (rates) buy signal date = 10/02, TSP = This Tuesday’s close

Model notes: Ok, now we have the models starting to make predictions, so here we go!

Note: The following comments are based on using technical analysis to ‘flesh out’ our nonlinear trading signals. TSP is defined as the closing price following the signal day.

Nonlinear Trading Themes:

  • Neutral Yields ($TNX): Rates look to have bottomed in early Sep and are now trending up. Nonlinear analysis gave the bullish nod as of today. Rates have been compressed down for a while, the spring board is set.
  • Short Trend Stocks (SPY): Friday’s close gave us the sell, at Monday’s closing price (TSP). In this case the models are fading an uptrend. The model read is that bluechips are over extended and a pause is now due. Vulnerable to selling!
  • Buy Trend Equity volatility ($VIX): Volatility, is inverse to bluechips. Interestingly, the vix held up we despite the market rise today.

 

Premium Research notes:

Observation: We are changing our premium services for 2017. Stay tuned for the details of the new service to be offered. Get your independent research here, put my 25+ years of model building experience to work for you!

Take a minute to peruse the US Equities tab. I posted the S&P 500 trading signals postmortem for the recent March-April time period (approx. as it took about a week to generate a signal at the beginning). Plus 134 Points. Great stuff!

Take a minute to check out the Forex tab on our website. I am posting the recent US Dollar May-June signals. No whipsaws and playing the surprise Brexit vote just right. Great stuff!

Take a minute to take a minute to click on our bond trading tab. Our signals took the profits in the early month while holding the long interest rates position later. It never sold rates, hinting at higher rates to come. The TBT went higher outside our test window. A nice tip-off for the future!

Check out the energy tab. We tracked crude during the run up to the US presidential election. There was plenty negativity with a surprise ending. See how nonlinear analysis walked us through it!

GH Garrett – Chief Market Analyst for ConquertheMummy.com  © 2015-2017, “Nonlinear trading signals that matter in VIX trading.”

A sell in bluechips!

Model sell signal date 9/29. TSP = close on the next trading day (Monday, 10/02).

Model notes: Nonlinear models are fading the punch to new September highs in largecap equities. VIX tends to move opposite, so that signal is buying.

Note: The following comments are based on using technical analysis to ‘flesh out’ our nonlinear trading signals. TSP is defined as the closing price following the signal day.

Nonlinear Trading Themes:

  • Neutral Yields ($TNX): Waiting for guidance from the models.
  • Short Trend Stocks (SPY): This category has enjoyed a bump from the euphoria from the Trump election but sometimes even a bull has to give a little back. Nonlinear analysis has the bluechips (i.e. SPY) as overbought and vulnerable at these heights.
  • Buy Trend Equity volatility ($VIX): Volatility, the mercurial (and relatively inverse) cousin of bluechips is now in a positive mode.

 

Premium Research notes:

Observation: We are changing our premium services for 2017. Stay tuned for the details of the new service to be offered. Get your independent research here, put my 25+ years of model building experience to work for you!

Take a minute to peruse the US Equities tab. I posted the S&P 500 trading signals postmortem for the recent March-April time period (approx. as it took about a week to generate a signal at the beginning). Plus 134 Points. Great stuff!

Take a minute to check out the Forex tab on our website. I am posting the recent US Dollar May-June signals. No whipsaws and playing the surprise Brexit vote just right. Great stuff!

Take a minute to take a minute to click on our bond trading tab. Our signals took the profits in the early month while holding the long interest rates position later. It never sold rates, hinting at higher rates to come. The TBT went higher outside our test window. A nice tip-off for the future!

Check out the energy tab. We tracked crude during the run up to the US presidential election. There was plenty negativity with a surprise ending. See how nonlinear analysis walked us through it!

GH Garrett – Chief Market Analyst for ConquertheMummy.com  © 2015-2017, “Nonlinear trading signals that matter in VIX trading.”

Back in action

I am returning with my nonlinear signals, following a consulting theme (i.e. dropping the micro hedge fund) pretty much as the heritage of the website. Posting signals for select markets, based on nonlinear models.

This cycle (through Dec 31), I will be tracking the S&P 500, interest rates ($TNX) and the volatility index ($VIX). These three should be of more than casual interest for a wide range of market followers.

Model notes: I post signals when they occur, but since I am re-starting (since my schedule now permits it) between signals, I am giving the general nonlinear ‘in progress signals’.  I am awaiting either change-of-trend or reconfirming signals.

Note: The following comments are based on using technical analysis to ‘flesh out’ our nonlinear trading signals.

Nonlinear Trading Themes:

  • Short Yields ($TNX): This market has been such a disappointment for yield bulls. The heady talk of increased economic activity (Trump election) leading to increased inflation and the Fed aggressively pushing the “hike” button just seems to have sagged for now. The general press seems apoplectic concerning Trump (moving from Russian conspiracies to the protests/brawling surrounding the removal of various Confederate statues). The stymied advance in rates have unsettling ramifications about the future of the US economy.
  • Short Stocks ($SPX): This category has clearly benefitted from the Trump euphoria, however even big advances must hit an occasional pause. We seem to be in one now. Nonlinear analysis is currently pointing down but near-term support is nearby (2410), so we have to see how this goes.
  • Equity volatility ($VIX): Volatility, the mercurial (and relatively inverse) cousin of bluechips is the 3rd . Anticipating this market is key to making this work as a trading vehicle. Nonlinear analysis should be a powerful tool for this type of trading problem.

 

Premium Research notes:

Observation: We are changing our premium services for 2017. Stay tuned for the details of the new service to be offered. Get your independent research here, put my 25+ years of model building experience to work for you!

Take a minute to peruse the US Equities tab. I posted the S&P 500 trading signals postmortem for the recent March-April time period (approx. as it took about a week to generate a signal at the beginning). Plus 134 Points. Great stuff!

Take a minute to check out the Forex tab on our website. I am posting the recent US Dollar May-June signals. No whipsaws and playing the surprise Brexit vote just right. Great stuff!

Take a minute to take a minute to click on our bond trading tab. Our signals took the profits in the early month while holding the long interest rates position later. It never sold rates, hinting at higher rates to come. The TBT went higher outside our test window. A nice tip-off for the future!

Check out the energy tab. We tracked crude during the run up to the US presidential election. There was plenty negativity with a surprise ending. See how nonlinear analysis walked us through it!

GH Garrett – Chief Market Analyst for ConquertheMummy.com  © 2015-2017, “Nonlinear trading signals that matter in gold trading.”

Stocks stall ($spx)

Model Notes: The stock model seems to be still in sync with the underlying market. We are well north of the entry TSP, and while we had a volatile week, we have not seen anything like a classic reversal. We had less luck on the last gold call. Our entry was followed by selling. Today’s moon-shot like rally (after our exit) was the cherry on the stink pot. Oh well, nobody said it would be easy.

March Rotations: Core Gold, Featured: S&P 500 (I am now keeping the March markets for April).

Model Portfolio Signals: GLD flat on 4/1 (TSP=116.15), S&P 500 buy on 3/08 (TSP= 1989.26)

Note: TSP is calculated by using the closing price of the trading day after the signal day. It is more realistic for trading calculations/evaluations.

Nonlinear Trading Themes:

  • CTM160407gGold (Mar. and Apr. core market) This market had a moon-shot today, closing not terribly far from our original entry. Sheesh! Recent trading is not revealing much of a trend and the models agree. Flat is the rule of the day.
  • CTM160407sS&P 500 (Mar. and Apr. feature): The S&P 500 has received some selling this week, but it looks like more of a pause and less like a reversal. Last post I said 2100 or bust. I hope it is 2100.  The stock model stays bullish.

Premium offers:

  • I am now offering a ranking product for institutional clients engaged in asset allocation. I will be using the trading signal technology with a longer time frame to aid in portfolio construction for money managers. I have introductory rates (as low as $5,000 a quarter). Click the ‘ranking’ tab to see more. I have a limited number of slots to fill. I can fill the need for independent research.
  • Remember: Non-linear trading analysis is non-apparent and therefore like “insider knowledge” for standard technical analysis. Be the first to get a “head-up” for coming moves.
  • The post-mortems for the recent US dollar and the VIX featured markets have been posted. To view it select the “Forex” or “US Equity” tabs (respectively) on ConquerTheMummy.com.

GH Garrett – Veteran Market Watcher for ConquertheMummy.com  © 2015-2016, “Nonlinear signals that matter in gold (and wheat)  trading.” Get your independent research here!

Gold model heads to the sidelines. (GLD)

Model Notes: The gold model kicked us out of the losing trade. Friday’s action had positive aspects (settling well off the session lows) but against a backdrop of sellers pressing the support level and down-trending technicals, getting out is probably the right thing to do. Let’s see what kind of TSP we get. Stock readings are still bullish. It’s 2100 or bust. I am introducing an exciting new product to the institutional market: Asset class ranking!  Check the tab. We will be using the trading technology on a longer timeframe to help portfolio managers out-perform. This is economical and smart.

March Rotations: Core Gold, Featured: S&P 500 (I am now keeping the same markets for April).

Model Portfolio Signals: GLD flat on 4/1 (TSP=waiting), S&P 500 buy on 3/08 (TSP= 1989.26)

Note: TSP is calculated by using the closing price of the trading day after the signal day. It is more realistic for trading calculations/evaluations.

Nonlinear Trading Themes:

  • CTM160401gGold (Mar. and Apr. core market) Sellers are pressing the 117 support level (GLD basis) and short term action is displaying down trending characteristics (lower lows and lower highs). The models want none of it. The gold model is signaling flat. We have to see what we get out at with Monday’s close (the TSP value).
  • CTM160401sS&P 500 (Mar. and Apr. feature): The S&P 500 closed at the highest close of the week. The siren song to 2100 seems the favorite bet. The models agree. The stock model stays bullish.

Premium offers:

  • I am now offering a ranking product for institutional clients engaged in asset allocation. I will be using the trading signal technology with a longer time frame to aid in portfolio construction for money managers. I have introductory rates (as low as $5,000 a quarter). Click the ‘ranking’ tab to see more. I have a limited number of slots to fill.
  • I am now offering reasonable rates to institutional clients to get access to our mathematically inspired signals. Click on the ‘Fees’ tab for more info. I have a limited number of slots to fill.
  • Remember: Non-linear trading analysis is non-apparent and therefore like “insider knowledge” for standard technical analysis. Be the first to get a “head-up” for coming moves.
  • The post-mortems for the recent US dollar and the VIX featured markets have been posted. To view it select the “Forex” or “US Equity” tabs (respectively) on ConquerTheMummy.com.

GH Garrett – Veteran Market Watcher for ConquertheMummy.com  © 2015-2016, “Nonlinear signals that matter in gold (and wheat)  trading.”

A Tale of two signals. ($SPX, GLD)

Model Notes: The stock model identified and uptrend and took advantage of the upcoming pulse. This proved to be good. The gold mode also registered a buy ( little later). However the yellow metal did not do as well in the post-Brussel’s terror attack environment. The Wednesday downdraft put us out of the money on the trade but there was limited follow-through on the selling afterwards. This is a very interesting situation. To pursue it further, I am going to keep the markets the same for April.

March Rotations: Core Gold, Featured: S&P 500 (I am now keeping the same markets for April).

Model Portfolio Signals: GLD buy 3/17 (TSP=119.80), S&P 500 buy on 3/08 (TSP= 1989.26)

Note: TSP is calculated by using the closing price of the trading day after the signal day. It is more realistic for trading calculations/evaluations.

Nonlinear Trading Themes:

  • CTM160328gGold (Mar. core market) The market dumped Wednesday of last week, but follow-through selling did not appear. This is a situation seen in trading leading to the question “now what?” I am looking to the models for additional guidance.
  • CTM160328sS&P 500 (Mar. feature): The S&P 500 has had a nice bounce from the lows of the last two months (1800). Now we are closing in on recent highs (2100). Can we break through and go higher. Right now, that looks to be in the cards. Note: Non linear trading theme comments are based on interpretations of non-linear trading models, combined with chart price action (technical analysis).

Premium offers:

  • I am now offering reasonable rates to institutional clients. Click on the ‘Fees’ tab for more info. I have a limited number of slots to fill.
  • With deflationary forces becoming more dominant, top level, successful, investment strategies are going to become more reliant on ‘activity’ (trading). Check out ConquerTheMummy.com for trading signals that help!
  • Remember: Nonlinear trading analysis is “insider knowledge” (non-apparent) for standard technical analysis.
  • The post-mortems for the recent US dollar and the VIX featured markets have been posted. To view it select the “Forex” or “US Equity” tabs (respectively) on ConquerTheMummy.com.
  • I am accepting introductory offers for a slower moving asset allocation/sector rotation product using the ConquerTheMummy technology. Contact me for the details.

GH Garrett – Veteran Market Watcher for ConquertheMummy.com  © 2015-2016, “Nonlinear signals that matter in gold (and wheat)  trading.”

Stocks steady, Gold has a reversal day. ($SPX, GLD)

Model Notes: The stock model continues to track the market well. Big cap stocks seem to be trending up now. The gold model bought the dip with a theoretical signal price (TSP) of 119.80 (GLD basis). We bought just before the Brussels terrorist attack. Can a non-linear system sometimes predict a market dislocation like this? After the 911 attacks (I was in the industry then) I would have to say such attacks can be foreshadowed by buying or selling by market participants who are in the “loop” (I.E. in on it). The event would seem to be a deterrent to aggressive selling of the yellow metal.

March Rotations: Core Gold, Featured: S&P 500.

Model Portfolio Signals: GLD buy 3/17 (TSP=119.80), S&P 500 buy on 3/08 (TSP= 1989.26)

Note: TSP is calculated by using the closing price of the trading day after the signal day. It is more realistic for trading calculations/evaluations.

Nonlinear Trading Themes:

  • CTM160322gGold (Mar. core market) The last several weeks of gold trading have featured some pretty hefty down days, but the sellers have not moved the market lower in March than February. There is some strength here. The models are positive.
  • CTM160322sS&P 500 (Mar. feature): The S&P 500 is now trending up. Today’s terror attacks have not generated enough selling for a reversal yet. US equities may gain a sort of “safe haven” status for money. The stock model is still positive.

Note: Non linear trading theme comments are based on interpretations of non-linear trading models, combined with chart price action (technical analysis).

Premium offers:

  • I am now offering reasonable rates to institutional clients. Click on the ‘Fees’ tab for more info. I have a limited number of slots to fill.
  • With deflationary forces becoming more dominant, top level, successful, investment strategies are going to become more reliant on ‘activity’ (trading). Check out ConquerTheMummy.com for trading signals that help!
  • Remember: Nonlinear trading analysis is “insider knowledge” (non-apparent) for standard technical analysis.
  • The post-mortems for the recent US dollar and the VIX featured markets have been posted. To view it select the “Forex” or “US Equity” tabs (respectively) on ConquerTheMummy.com.

GH Garrett – Veteran Market Watcher for ConquertheMummy.com  © 2015-2016, “Nonlinear signals that matter in gold (and wheat)  trading.”

Gold model gains clarity, buys! (GLD)

Model Notes: Our gold model was not as eager to enter a trade as the stock model. Well, no more. The yellow metal portfolio is now on a buy with the TSP to follow soon. Gold has featured several 1-2 day high volatility moves with limited follow through. We are expecting more upside directionality. The SPX model call looks better and better. So far, so good.

March Rotations: Core Gold, Featured: S&P 500.

Model Portfolio Signals: GLD buy 3/17 (TSP=waiting), S&P 500 buy on 3/08 (TSP= 1989.26)

Note: TSP is calculated by using the closing price of the trading day after the signal day. It is more realistic for trading calculations/evaluations.

Nonlinear Trading Themes:

  • CTM160317gGold (Mar. core market) recent gold trading featured a market wildly punching without a lot of sustained directionality. We now think the bears have the losing hand and expect more positive price action. We look for a breakout above the local resistance of 122 (GLD basis). Gold model is now on a buy.
  • CTM160317sS&P 500 (Mar. feature): The S&P 500 continues to climb, supporting our bullish call. The stock model is still positive.

Note: Non linear trading theme comments are based on interpretations of non-linear trading models, combined with chart price action (technical analysis).

Premium offers:

  • I am now offering reasonable rates to institutional clients. Click on the ‘Fees’ tab for more info. I have a limited number of slots to fill.
  • With deflationary forces becoming more dominant, top level, successful, investment strategies are going to become more reliant on ‘activity’ (trading). Check out ConquerTheMummy.com for trading signals that help!
  • Remember: Nonlinear trading analysis is “insider knowledge” (non-apparent) for standard technical analysis.
  • The post-mortems for the recent US dollar and the VIX featured markets have been posted. To view it select the “Forex” or “US Equity” tabs (respectively) on ConquerTheMummy.com.

GH Garrett – Veteran Market Watcher for ConquertheMummy.com  © 2015-2016, “Nonlinear signals that matter in gold (and wheat)  trading.”