Login
  • 0

    Results of our AOS swing model as of 01/18/2015 Fiala Petr, 19.1.2015 20:13, views
    Our swing ETF model keeps its high standard. CAGR have reached 28.6% compared to SPY 11.0%, Maximum drawdown -13,67% ( SPY -7,22%). Results are for period of 1/1/2014-1/19/2015. Results for our Blue Chip model: CAGR 18.6%, Max DD -3.68%. You can find our models at www.algotrading.cz. We start to trade these models in real time. You can find them at www.axiory.eu and trade them with us using mirroring technology.

  • 0

    Seasonality Fiala Petr, 19.1.2015 19:29, views
    Seasonality is very important factor in these days. You can see how it worked in the past 7-8 months. Seasonal curves fit actual development very well. I expect this to continue in the months ahead. We could see the continuation of the bull market and important market top sometimes in April or May.

  • 0

    Swiss Franc - could speculators expect it? Fiala Petr, 19.1.2015 17:48, views
    Large decline in the Swiss Franc last week has been a big surpise for many traders. Could they recognize the risk of this to happen? Look at these sentiment indicators in the chart below- Net Short positions of traders taken from COT report. The lower graph shows total Net Short positions of large speculators a commercials altogether. You can see that these positions has been in absolute lower extreme - in fact these two groups of traders have been Net LONG. So who paid this lesson? The group of nonreportable traders - probably small retail speculators. I find these indicators as quite reliable - as you can see from the chart. So there has been a possibility to recognize risk and make some steps to protect portfolio.

  • 0

    NQ futures contract Fiala Petr, 19.1.2015 17:27, views
    It seems to me that there is still some down side potential left. I see a support ain the area 4000 to 3962 ( MA200). You can see demand of primary dealers of the FED for the liquidity ( POMO+TOMO+ security lending). When this indicator rises then it is positive for the stocks. So if NQ drops to 4000 I see it as a buying opportunity for a swing trade.

  • 0

    FED activities in November Fiala Petr, 24.11.2014 05:47, views
    Although POMO operations ended in October, FED still has got enough tools to influence markets - TOMO + security lending. A s you can see from the chart, after big slump of indices and ETFs in October activity of the FED have considerably increased. Now as prices are at maxima FED seems to be satisfied with its effort and its activity starts to go down.

  • 0

    Algorithmic trading - results of our swing model Fiala Petr, 28.7.2014 07:27, views
    Below is the equity curve of our swing model for ETFs compared with ETF SPY ( Buy and Hold). Absolute proft for the last four months has reached 13.3% ( SPY 5.62%). Results for the last 7 months ( 2014/01/01-2014/07/25): Absolute profit is 21.17% ( vs. 7.41% for SPY). Absolute profits for the last year have been also very good and are consistent with short-term results: Absolute profit 41.4% ( vs. 23.81% for SPY). There were 48 trades, of them 40 trades winning ( win ratio 83.3%), average profit per trade = 4.3%, profit factor 16.58. Maximum drawdown has reached 5.54% ( SPY MD = 5.50). I am convinced that if main indices are going to continue to go up in the next months our algorithmic models are going to outperform indices as in the last year. You can order the signals of our models at www.algotrading.cz .

  • 0

    Sector intraday market breadth Fiala Petr, 15.7.2014 08:07, views
    You can see intraday market breadth indicators in the upper panel. Four out of six oscillators are in negative area below 0 while price is at new maximum. This means a negative divergence. Middle graph panel: You can see comparison of two oscillators - first is derived from ETF QQQ ( Nasdaq 100 ETF) , second from futures contract NQ ( Nasdaq 100). Current situation looks similar to that one in March. It is a time to be cautious in relation to stocks.

  • 0

    Emerging markets seasonality Fiala Petr, 13.7.2014 06:04, views
    As you can see below, we are entering a favorable period for emerging market stocks. Typically these stocks perform well until November. Both EWZ and EEM may be a better choice than overbought U.S. ETFs in the weeks ahead. There has been strong acummulation of Latin American stocks in recent weeks, especially dividend stocks from Argentina are hot ( look at ARGT, BMA, BFR, EDN, TEO). I suppose that this trend of investing in good "VALUE" stocks from emerging markets can continue.

  • 0

    SPY weekly chart Fiala Petr, 11.7.2014 12:25, views
    Triple negative divergence on the XX SCORE composite oscillator. It means that price of SPY ( S&P 500) have reached new highs while the oscillator has failed to do the same. There is still some room for SPY to go up to the blue line which is resistance. Current situation seems to me a bit dangerous for the BULLs. It is time to be cautious.

  • 0

    IYT - transports Fiala Petr, 28.6.2014 11:52, views
    This ETF is on BUY signal . It seem to me that another wave up have just started. The price could go somewhere above $150, perhaps to the upper trendline. Last up wave that began on May 15 lasted 16 days. This time it may be similar.

  • 0

    Sentiment of banks Fiala Petr, 27.6.2014 08:58, views
    This chart shows almost 10-year history of relationship between demand of banks for the money of the FED and price of the S&P 500 futures contract. This indicator is derived from the daily operations of the FED. As you can see rising demand mostly manifests in rising price of the ES futures contract. This indicator is very smoothed ( 25+50 weeks) and serves as a tool for finding longer trends. Right now you can see that indicator have reached a threshold of 50. It looks like banks are starting to be defensive again. We can take it as a warning that some correction could be on the cards for the summer.

  • 0

    ES rekapitulace Fiala Petr, 26.6.2014 11:17, views
    Krátkodobý graf. Myslím, že jak totak vypadá, ani dnes neuvidíme nějaký zásadnější pokles. Vyvíjejí se pozitivní divergence u indikátorů na těchto krátkodobých grafech. Většina spekulantů dnes stejně nevidí dál než několik hodin dopředu, takže to je pro ně dostatečně dobrý argument k nákupu. Navíc jsme stále nad MA20.

Current page:: 1/3 1 2 3