Cobra 每日复盘
More rebound but the next week may close in redSHORT-TERM: COULD SEE MORE REBOUND FOR A FEW DAYS BUT 90% CHANCES THE NEXT WEEK WILL CLOSE IN RED
为什么说可能还有more rebound？因为VIX连涨了6天(thanks for a reader reminding me)。下面是back test ，VIX up 5 consecutive days, buy at SPX at close (that’s 05/05, not 05/06), sell 1, 2, 3, 5, 10 and 20 days later since year 2003，可以看到两到三天内还是很bullish的。不过，下两周就没有多少edge了，所以我认为本报告后续关于IWM weekly Bearish Engulfing说明下两周不怎么好玩还是有一定的可信度的的。http://www.hutong9.net/data/attachment/forum/201105/07/212201voo5cnod9nizonn8.pnghttp://www.hutong9.net/data/attachment/forum/201105/07/212158mmmvmhjmoixgv5yw.png
下面的图for fun only，我在05/06 Intraday Comment里提到过，小心周一大涨特涨哈。当然，我个人认为这次的黑棒棒和上次的黑棒棒差别很大，所以周一再来个16点高开的可能性要小一点点点点点点。http://www.hutong9.net/data/attachment/forum/201105/07/21215720szb8sj8qlzib8s.png
为什么下周可能最终收红？因为IWM整了个Weekly Bearish Engulfing。Back test显示，后面三周都不怎么好玩。http://www.hutong9.net/data/attachment/forum/201105/07/212154gepfyyt4zjhnpbbm.png
另一个证据来自Schaeffer，看起来也是后两周不怎么好玩。
http://www.hutong9.net/data/attachment/forum/201105/07/212155rrssr0rxcc3hc6r5.png
0.0.2 Combined Intermediate-term Trading Signals，这个图注意一下，我还不肯定CPCE:RSP的bearish crossover是否是whipsaw，所以想再等等。这个bearish crossover如果最终确认的话，将意味着Non-Stop Model正式进入sell mode。http://www.hutong9.net/data/attachment/forum/201105/07/212156me3v6l582rrf3z8e.png
INTERMEDIATE-TERM: SPX NOW IN 1352 TO 1381 WAVE 5 PRICE TARGET AREA, WATCH FOR POTENTIAL REVERSAL
我最早在04/01 Market Recap里提到了可能的wave 5 target area，本周SPX恰巧就在该区域内整了一个颇有些反转意味(60%)的Dark Cloud Cover，因此下面大家要注意了，后面几周如果下跌很猛，特别是跌破03/16 low的话，就可能证明这种bearish wave count数对了，换句话说就是说不能排除primary wave 3 down的可能。当然啦，目前这只是个注意，连warning都算不上，知道有这么回事就好。http://www.hutong9.net/data/attachment/forum/201105/07/212202hgx1egx7xjgggzzh.png
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