View Full Version : 5 days of strong MF accumulation
Pascal
07-01-2011, 02:44 PM
Since August 2007, we had 38 occurrences with 5 days continuous strong MF accumulation.
In general the following days have been positive, especially after March 2009.
This gives the following trading strategy:
- If you sell on strength now, you have 50% of chance to get a pull-back on Monday and cheaper prices.
- If after 3 days (Wednesday) we have not gained 0.5% on the S&P500, this would be a rather negative sign statistically.
9124
Pascal
grems8544
07-01-2011, 10:34 PM
Thanks Pascal.
Is it possible to plot 1 std dev error bars on D1, D2, for each of the series?
Thanks,
pgd
Pascal
07-02-2011, 01:45 AM
Thanks Pascal.
Is it possible to plot 1 std dev error bars on D1, D2, for each of the series?
Thanks,
pgd
I do not find Std Dev very useful since these series are not real trades.
In real trades, you would stop out of losing positions.
I however find the ratio of positive/negative trades more interesting.
This ratio says that if we are still in a liquidity driven market, then the probabilities for a continuing up-trend are high.
Pascal
91299130
barbados11
07-05-2011, 11:48 AM
Pascal,
Since we had a holiday yesterday, wouldn't the third day be Thursday?
Thanks,
Pablo
Since August 2007, we had 38 occurrences with 5 days continuous strong MF accumulation.
In general the following days have been positive, especially after March 2009.
This gives the following trading strategy:
- If you sell on strength now, you have 50% of chance to get a pull-back on Monday and cheaper prices.
- If after 3 days (Wednesday) we have not gained 0.5% on the S&P500, this would be a rather negative sign statistically.
9124
Pascal
Billy
07-05-2011, 12:37 PM
Pascal,
Since we had a holiday yesterday, wouldn't the third day be Thursday?
Thanks,
Pablo
Yes Pablo, very judicious remark and I think you are correct.
Billy
asomani
07-07-2011, 05:49 AM
Let's see if the SPX can make a push today, the third day. So far it is up just ~0.04% since Friday's close.
Also, worth noting that D3 (day 4?) is typically down, according to Pascal's diagram.
asomani
07-07-2011, 04:11 PM
Wow...quite the push today. I guess the push came...!
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