Wednesday, November 17, 2010
Earlier today, we "Twitted" about our stock market indicators changing. Note that we will always post changes to our long-term or intermediate-term overbought/oversold indicators on our blog or Twitter.
In particular, our oversold indicators turned fully bullish after a modest long position posted several weeks ago. This is interesting because many analysts believe that the market is "turning over" to the downside.
Our long-term stock market indicators remain fully long as well. These indicators have been long as the market rallied to recent highs.
Check out our blog and/or Twitter for stock market indicator updates -- as well as information on other markets such as futures and commodities.
17 Nov 11am ET: Intermediate-term (oversold) stock indicators turn bullish. Long-term models remain strongly bullish. More on blog later today.
Sunday, November 14, 2010
Below are excerpts from our SeekingAlpha article on the recent spike in commodity prices -- and sudden sharp reversal. The increased volatility presents challenges to CTAs as futures traders balance the offsetting goals of:
- capturing additional profits, while
- protecting existing principal.