[FOMC Model] Forecast #forecast #es #101tradingideas

FOMC Model My FOMC model is forecasting a +19 pt rise in ES over the next 20 days (from last night’s close of 2163.50). The model is right 76% of the time with a z-score of 2.6. The model is based on an idea triggered by 101 Trading Ideas: A Magical List for Fast-Paced Alpha Read more about [FOMC Model] Forecast #forecast #es #101tradingideas[…]

[idea] Has the World Changed, Part 2 #idea #es

Adds a refutation to original idea and creates a stepwise path through scenarios: refutation to the world has changed. This would be an interesting controller for a portfolio of strategies.   June 27, 2016 Has the world changed? ES Bear Bull No Overbought GDP falling FOMC trapped   Test 1950 Future growth underestimated FOMC easing/backstopping Read more about [idea] Has the World Changed, Part 2 #idea #es[…]

[idea] Has the World Changed #idea #es

Has the world changed?   Bear Bull No Overbought GDP falling FOMC trapped   Test 1950 Future growth underestimated FOMC easing/backstopping     Test 2100 Yes Retest level last time world changed   Retest 1800 Retest level last time world changed   Retest 1800   Average retest: 1912.50 If below 1912.50, then retest 1800 because Read more about [idea] Has the World Changed #idea #es[…]

[101 Trading Ideas] Ebb and Flow #es #us #strategy #101tradingideas

This is another example of how to use 101 Trading Ideas to find different ways of thinking about extreme events. 101 Trading Ideas: #96 Ebb and Flow #95 Geometries #81 Worry Triggered Idea: What happens after extreme ebb and flow (worry) in stocks and bonds? From Triggered Idea to Trading Strategy: Use boxes (geometries) around stock and Read more about [101 Trading Ideas] Ebb and Flow #es #us #strategy #101tradingideas[…]

[101 Trading Ideas] Trade the Next Move #strategy #101tradingideas

This is an example of using 101 Trading Ideas to find different ways to think about extreme events. 101 Trading Ideas: #20 Trade the next move, also Inversion from Farnham Street Blog Models Triggered Idea: Instead of trying to time the current move, wait for the next one; instead of trying to catch a falling knife, Read more about [101 Trading Ideas] Trade the Next Move #strategy #101tradingideas[…]

[Idea] New Geometries, New Insights #es #spy

Continuous. Discrete. Linear. Cyclical. New Geometries = New Insights Plot a market using a different geometry.               I was trying to plot on a circle but ended up just using the same plot and different colors for each day of the week. The last few days look a little rangebound. Read more about [Idea] New Geometries, New Insights #es #spy[…]

Employment Day and Market Stress Overbought/Oversold

Employment Day and Market Stress When ES is Overbought going into Employment Day, the next 5 days tend to be bearish (67% of the time, for an average of  -10.3 pts, with a  z score of  -1.85) When US is Oversold going into Employment Day, the next 3 days tend to be bullish (61% of Read more about Employment Day and Market Stress Overbought/Oversold[…]