US markets - Timing Model

Leslie Gray Has Had Over 25 Followers Rank: 69 Followers: 13 Votes: 8 Years Member: 3 Last Update: 19 December 2014, 18:55 Categories: Market Timing
Sentiment Analysis

12/14 - I'm in cash and on vacation until the 1st. Good luck to all. More after the first

12/10 - SHORT on close 12/09

12/8 - (EOD) Still yellow, but will very likely turn red at the close today (one point //50 away from 'red'). Too many indicators flipping, and the leading ones look very naughty. My long side stopped-out yesterday, so I am 100% short. Early warnings from AMEX, PRHYX, YYY, TLT, NYMO, RHSPX, TRAN/DJA and others.

12/6 - Yellow again. PRHYX had a very, very bad day on Friday (page 2, chart Bk). Ugh. Sorry for the model flipping like this, but as it crosses a boundary, we get some fluctuations.

12/4 (EOD) - back to Green. SOX indicates a strong break to upside may be coming.... Worrisome, though is High Yield - which either has to turn back up, or the fan will be hit shortly...

12/3 - Still Yellow

12/1 - Yellow today, possibly red tomorrow. Model is L/S on the close today

11/24 - Still LONG Breakout on SOX, TRAN, DJA. Very strongly Green.

11/20 - Back to LONG. Strong move up. Hopefully not a bull trap....

11/17 - CASH or L/S. Model changed to yellow EOD Friday, so time to put on some shorts for protection (or cut back on long side)

11/12 - Still LONG. Market may go sideways for a bit to relieve the overbought, but no warnings in sight....

10/30. Model is still LONG. Added sector charts to model. Helps slightly, especially with recognizing market tops. (see page 7 +/-). Moved 'unused charts' to last page, to avoid confusion ('Z prefix)

10/29 - All indicators are green. Strongly LONG. Breakout on TRAN and DJA. No indications of any major issue with the Long direction, except a bit 'overbought', so may get some small correction, but not enough to trade.

10/20 - Model is green at EOD (Long, if you haven't figured out the color code).

10/15 - Model flipped back red on 10/7, and has been red since. However, the model is yellow (L/S) again at the close today, and the charts have a very strong reversal bar, so, a very high risk buy


A - SPY - With Model signals

AA - IWM - Daily Candlesticks, 700

Ab - IWM - hourly

Move when 3/4 of the lower indicators change sign

Cash when 2/4 change, and ULT and RSI both drop from high

bab - $SPX - Daily Candlesticks, 700

Bb - RSP (equal weight S&P)

Bc - $NDX - Daily Candlesticks, 700

Buy on ULT cross of 50. Confirm with decreasing MACD cross
Cash on ULT extreme (70/30) or RSI extreme (70/30)
Sell on MACD cross

Bcc - QQQ - Daily Candlesticks, 700

Bd - $RUT - Daily Candlesticks, 700

Be $NYA - Daily Candlesticks, 700

$NYLOW peaks good for identifying washout lows. Go to cash on these events

Bf - $SOX - Daily Candlesticks, 700

Usually leads QQQ

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