Commentary

7/29/20 xFC if SPY Holds Gains

The recent relative weakness in the 3 and 7 day averages is painted over near midday, but the numbers probably won’t remain the same.

Days should be divided by 7. The aggregated signals for July are showing a different look than May – June. Note xFC has been losing, and xCC has been winning.. Close to Open continues to play well. CH/CL is favorable except for xCC and xFC.

The summary table is Classical Specter/FF5 (without trend following). With trend following, the algorithm stayed long all month. Note SOXL, LABU, and TQQQ are not playing traditional flat periods profitably now.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s