Monday, November 29, 2010

SP 500 Chart Analysis

dow2664

+9% on the S&P 500 This week's SBV chart example is based on the 15-day SBV(14) S&P 500 chart. Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 15-day view. 1 bar = 15 min. SBV(14) Detailed system description with explanation of used rules could be found in our ” SBV Trading System ” tutorial. Table 1: Trades based on the 5-rule system. Time Motivation Signal Index Profit (points) 10/26/2010 rule #4 Sell Short 1184 +8 10/27/2010 rule #2 Buy 1176 +3 10/28/2010 rule #4 Sell Short 1179 -1 10/28/2010 rule #2 Buy 1180 +3 10/29/2010 rule #4 Sell Short 1183 0 10/29/2010 rule #5 Cash 1183 11/02/2010 rule #2 Buy 1191 +2 11/02/2010 rule #4 Sell Short 1193 -2 11/03/2010 rule #2 Buy 1195 +28 11/05/2010 rule #4 Sell Short 1223 -2 11/05/2010 rule #2 Buy 1225 -5 11/08/2010 rule #5 Cash 1220 11/08/2010 rule #2 Buy 1219 +3 11/08/2010 rule #5 Cash 1222 11/10/2010 rule #2 Buy 1211 -1 11/11/2010 rule #4 Sell Short 1210 0 11/11/2010 rule #2 Buy 1210 +2 11/12/2010 rule #4 Sell Short 1208 +9 11/12/2010 rule #2 Buy 1999 +5 11/15/2010 rule #4 Sell Short 1204 +29 11/16/2010 rule #2 Buy 1175 +6 11/17/2010 rule #4 Sell Short 1181 -10 11/18/2010 rule #2 Buy 1191 +8 11/18/2010 rule #4 Sell Short 1191 +4 11/19/2010 rule #2 Buy 1195 -1 11/22/2010 rule #4 Sell Short 1194 +3 11/22/2010 rule #2 Buy 1191 -7 11/23/2010 rule #4 Sell Short 1184 +2 11/23/2010 rule #2 Buy 1182 +15 11/24/2010 rule #4 Sell Short 1197 +7 Total: +108 (+9.1%) Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.

SP 500 Chart Analysis



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