Tswv yim: Kev lag luam ua lag luam raws caij nyoog uas nyiam tuaj yeem ntseeg tau pib hnub Thursday

Txawm li cas los xij, qhov no tam sim no txhais tau hais tias qhov hnyav "W" tau tsim rau ntawm SPX daim ntawv qhia, raws li koj tuaj yeem pom hauv qab no, uas lub hom phiaj txav mus txog 4000. Muaj kev tawm tsam hauv qab ntawd, ntawm 3900, thiab thaj chaw ntawd tau nres qhov kev tawm tsam nag hmo, tab sis tsuav yog tias SPX txuas ntxiv kaw saum 3800, qhov kev tawm tsam yuav txuas ntxiv mus.

Thaum kawg, tus tiag tiag muaj zog tsis kam tuaj nyob rau hauv daim ntawv ntawm 200-hnub mus nruab nrab - tam sim no ntawm 4120 thiab poob - thiab downtrend kab ntawm lub lag luam dais no (saib cov kab xiav tuab, hauv qab).

Cov kab downtrend tseem txhais tau tias qhov no yog lub lag luam dais, tab sis kev sib tw hauv cov voj voog no tuaj yeem muaj zog - feem ntau muaj zog txaus los ntsuas qhov mettle ntawm bears, thaum lulling cov bulls rau hauv qhov tsis tseeb ntawm kev ruaj ntseg. Txawm li cas los xij, McMillan Volatility Band (MVB) yuav teeb liab txij thaum Lub Kaum Hli yog tseem nyob hauv qhov chaw. Nws lub hom phiaj yog sab sauv +4σ "hloov Bollinger Band," uas tam sim no ntawm 3980 thiab pib nce.

Kev ncaj ncees-tsuas yog muab hu ua piv txwv tau ua kom lawv cov teeb meem yuav khoom. Tsis tas li ntawd, cov teeb liab yuav los ntawm qhov muag muag heev ntawm lawv cov kab kos, uas yuav tsum ua kom lawv muaj zog. Ntxiv rau, cov tag nrho cov put-hu ratio yog nyob rau ntawm lub teeb liab yuav thiab. Nws twb tau ua tiav nws lub hom phiaj txav ntawm 100 SPX cov ntsiab lus nce siab, tab sis raws li peb qhov piv txwv no tau poob qis, uas yog bullish rau cov khoom lag luam.

Breadth thaum kawg tau txhim kho zoo ib yam, thiab ob qho tib si dav oscillators tam sim no ntawm kev yuav khoom. Muaj lwm "90% nce hnub" lub lim tiam no. Qhov tseeb, "cov khoom lag luam nkaus xwb" qhov dav oscillator twb nyob hauv thaj chaw overbought, tab sis qhov ntawd yog qhov zoo thaum SPX yog thaum pib ntawm kev nce qib tshiab.

Muaj kev txhim kho me ntsis ntawm tus naj npawb ntawm qhov siab tshiab ntawm NYSE, tab sis tseem tsis tau txaus los tsim cov teeb liab yuav los ntawm qhov taw qhia tseem ceeb no.

Lub CBOE Volatility Index
VIX,
-5.99%
txuas ntxiv mus maj mam. Raws li qhov tshwm sim, qhov "spike peak" yuav teeb liab tseem siv tau, thiab peb tab tom yuav nruj kom nres ntawm txoj haujlwm ntawd (saib ntu txuas ntxiv). Txawm hais tias VIX tseem nyob rau hauv 20s siab, nws tab tom pib poob txaus kom mus txog qhov nce 200-hnub txav nruab nrab ntawm VIX. Yog VIX kaw lawm qis dua 200-hnub rau ob hnub sib law liag, uas yuav tshem tawm qhov tam sim no trend of VIX muag teeb liab. 200-hnub MA ntawm VIX yog kwv yees li 26.50 thiab nce.

Nco ntsoov tias qhov kev tshem tawm ntawm qhov trend of VIX muag teeb liab yog tsis muas signal. Lub teeb liab yuav xav tau tias 20-hnub MA ntawm VIX kuj hla hauv qab 200-hnub MA, thiab qhov ntawd yuav siv qee lub sijhawm los ua kom tiav.

cov txua ntawm volatility derivatives tau txhim kho me ntsis, txawm hais tias tseem muaj qee qhov kev ntxhov siab hauv kev xaiv tus nqi hais txog lub lim tiam tom ntej lub rooj sib tham FOMC Kaum Ib Hlis 2. Lub sij hawm qauv ntawm VIX yav tom ntej slopes me ntsis upward rau thawj peb lub hlis thiab yog ces jumbled tom qab ntawd. Qhov ntawd yog me ntsis bullish rau cov khoom lag luam.

Hauv cov ntsiab lus, peb tseem tab tom tuav lub "core" bearish txoj hauj lwm rau tam sim no tab sis tau pauv ob peb lwm txoj haujlwm nyob ib puag ncig uas yog qhov ntsuas tau tsim cov cim kev yuav khoom. Peb txuas ntxiv kom pom zoo li ntawd.

Kev pom zoo tshiab: Lub caij yuav teeb liab

Qhov no yog ib qho ntawm feem txhim khu kev qha thiab muaj txiaj ntsig kev lag luam raws caij nyoog hauv peb lub arsenal. Kev lag luam raws caij nyoog yog ib qho raws li daim ntawv qhia hnub, tsis yog ntawm tus nqi lossis kev ua lag luam.

Hauv qhov system no, peb yuav "kev ua lag luam" - SPX - thaum lub sijhawm kaw ntawm kev lag luam thaum Lub Kaum Hli 27^th thiab muag thaum kaw kev lag luam thaum lub Kaum Ib Hlis 2^nd. (Muaj kev hloov kho yog tias cov hnub poob rau hnub so.)

Thaum peb thawj zaug siv kev lag luam, xyoo 1997, peb rov qab sim nws txog xyoo 1978. Nws tau ua haujlwm. txhua txhua xyoo nyob rau lub sijhawm ntawd. Tam sim no nws cov ntaub ntawv taug qab tsis zoo tag nrho.

Hauv 36 xyoo dhau los uas lub kaw lus tau ua haujlwm, nws tau txais nyiaj 31 zaug, siv SPX tus nqi ua lub hauv paus. Hauv kev muaj tiag, txij li thaum peb yuav cov kev xaiv, ob peb lub xyoo no tau pom qhov poob me me vim lub sij hawm tawg los yog qhov txo qis hauv kev hloov pauv.

Txawm li cas los koj xav hlais nws, qhov no yog ib tug profitable trading system. Cov neeg feem ntau sim xav txog yog vim li cas kev lag luam raws caij nyoog ua haujlwm. Nyob rau hauv cov ntaub ntawv no, nws Ameslikas yuav tsum tau ua nrog rau qhov tseeb hais tias muaj ntau yam kev sib nrig sib koom nyiaj kaw lawv cov phau ntawv txhua xyoo thaum kawg ntawm lub kaum hli ntuj. Yog li, txawm hais tias lawv yuav tau muag ua ntej lub hli thaum lub khw tau noj nws "ib txwm" thaum Lub Kaum Hli, lawv yuav thaum kawg ntawm lub hlis kom tsis txhob pom cov nyiaj ntsuab ntau dhau ntawm lawv daim ntawv tshuav nyiaj li cas ntawm lawv cov nyiaj xyoo kawg.

Peb tau hais ua ntej lub Kaum Hlis yog "tus tua dais," uas txhais tau hais tias muaj qee qhov kev poob qis ua ntej lub Kaum Hli, tab sis thaum kawg ntawm lub hli kev lag luam tau dov siab dua. Qhov ntawd yuav yog lwm qhov laj thawj vim li cas qhov system ua haujlwm, vim leej twg leej twg muag ua ntej lub hli yuav tsis xav qhia nyiaj ntau dhau hauv lawv cov nyiaj thaum lub hli kawg.

Thaum kaw kev lag luam rau hnub Thursday, Lub Kaum Hli 27^th,

Yuav 2 SPY Nov (11^th) ntawm-tus-nyiaj hu

thiab Muag 2 SPY Nov (11^th) hu nrog tus nqi sib tw 15 ntsiab lus siab dua.

Thaum txoj haujlwm raug tsim, yog SPDR S&P 500 ETF Trust
Soj,
+ 2.38%
lag luam ntawm qhov kev tawm tsam siab dua txhua lub sijhawm, tom qab ntawd dov ob sab ntawm kev sib kis los ntawm 15 cov ntsiab lus, nyob rau lub Kaum Ib Hlis (11^th) tas sij hawm. Tawm ntawm tag nrho txoj haujlwm thaum kaw ntawm kev lag luam hnub Wednesday, Kaum Ib Hlis 2^nd.

Kev pom zoo tshiab: Kimberly-Clark

Lub teeb liab yuav khoom tshiab tau tsim los ntawm phaus Muab-hu daim ntawv qhia rau Kimberly Clark
KWB,
+ 2.46%.

Yuav 2 KMB Jan (20^th) 120 hu

Ntawm tus nqi ntawm 5.20 lossis tsawg dua.

KMB: 120.07 Peb. (20^th) hu rau: 4.90 twv, muaj ntawm 5.20

Ua raws li kev ua

Txhua qhov chaw nres yog kev puas siab puas ntsws nres tshwj tsis yog tau sau tseg.

Peb tab tom siv cov txheej txheem "txheej txheem" ​​dov rau peb qhov kev sib kis SPY: nyob rau hauv ib qho kev sib tw ntsug lossis dais kis, yog tias lub hauv paus hits qhov kev tawm tsam luv luv, ces yob tag nrho kev sib kis. Qhov ntawd yuav yog yob up nyob rau hauv cov ntaub ntawv ntawm ib tug hu bull kis, los yog yob cia nyob rau hauv cov ntaub ntawv ntawm ib tug dais muab kis. Nyob twj ywm rau tib lub sijhawm tas sijhawm, thiab khaws qhov kev ncua deb ntawm qhov kev tawm tsam tib yam tshwj tsis yog qhia lwm yam.

Long 1 SPY Nov (18^th) 352 put and Short 1 SPY Nov (18^th) 325 teev: qhov no yog peb qhov "core" bearish txoj hauj lwm. Yav tas los, nws tau dov peb zaug. Txuas ntxiv tuav yam tsis muaj qhov nres.

Hnub Kawg: Ntev 1 SPY Lub Kaum Hli (28^th) 391 and Long 1 SPY Oct (28^th) 366 teev: qhov no tau pib ua qhov ntev 391 straddle; Tom qab ntawd peb dov lub Kaum Hlis (28^th) 391 muab tso rau Lub Kaum Hli 28^th) 366 ib. Muag txoj hauj lwm tam sim no, yog tias koj ua tau.

Hnub Kawg: Ntev 1 SPY Lub Kaum Hli (28^th) 352 muab thiab luv 1 SPY Oct (28^th) 327 teev: no kis tau yuav nyob rau hauv txoj kab nrog rau trend of VIX muag teeb liab thiab tau dov. Tam sim no hloov nws nrog cov hauv qab no: Yuav 1 SPY Nov (18^th) 352 muab thiab muag 1 SPY Nov (18^th) 328 ib. Tso koj tus kheej tawm yog tias VIX kaw lawm qis dua 26.50 rau ob hnub sib law liag.

Long 1 SPY Nov (18^th) 376 hu thiab luv 1 SPY Nov (18^th) 396 hu rau: qhov no yog qhov tshiab MVB yuav teeb liab, uas tau tsim nyob rau thaum sawv ntxov Lub Kaum Hli 4^th. Lub hom phiaj kev lag luam no yog rau SPX ua lag luam nyob rau sab saud, +4σ Band. Qhov nres rau txoj haujlwm no yuav yog SPX tau kaw rov qab hauv qab -4σ Band.

Long 5 HLIT Nov (18^th) 12.5 hu: tsa lub tsheb nres ntawm 14.20.

Ntev 1 SPY Nov (18^th) 367 hu thiab luv 1 SPY Nov (18^th) 387 hu rau: Qhov kev sib kis no tau yuav nyob rau hauv txoj kab nrog qhov tseeb VIX "spike peak" yuav teeb liab, uas tau lees paub rau hnub Monday, Kaum Hli 17^th. Tso koj tus kheej tawm yog tias VIX kaw tsawg kawg 3.00 cov ntsiab lus siab dua li 1-, 2-, lossis 3-hnub lub sijhawm (siv cov nqi kaw). Txwv tsis pub, peb yuav tuav 22 hnub ua lag luam (kwv yees li ib hlis).

Ntev 300 KLXE: teem kaw, trailing nres ntawm 11.80.Ntev 2 WRK Jan (20^th) 32.5 hu:  peb yuav tuav ntev npaum li qhov phaus muab-hu piv tseem nyob rau ntawm lub teeb liab yuav.

Xa cov lus nug rau: [email tiv thaiv].

Lawrence G. McMillan yog tus thawj tswj hwm ntawm McMillan Analysis, tus kws tshaj lij kev lag luam thiab cov khoom lag luam sau npe. McMillan tuaj yeem tuav txoj haujlwm hauv kev ruaj ntseg pom zoo hauv daim ntawv tshaj tawm no, ob leeg tus kheej thiab hauv cov neeg siv nyiaj. Nws yog ib tug neeg ua lag luam uas muaj kev paub dhau los thiab tus thawj tswj nyiaj txiag thiab yog tus sau phau ntawv muag khoom zoo tshaj plaws, Kev Xaiv raws li kev nqis peev zoo. www.optionstrategist.com

Disclaimer: ©McMillan Analysis Corporation tau sau npe nrog SEC ua tus kws pab tswv yim peev thiab nrog CFTC ua tus kws pab tswv yim ua lag luam. Cov ntaub ntawv hauv tsab ntawv xov xwm no tau ua tib zoo sau los ntawm cov peev txheej uas ntseeg tau tias muaj kev ntseeg siab, tab sis qhov tseeb thiab ua tiav tsis tau lees paub. Cov tub ceev xwm lossis cov thawj coj ntawm McMillan Analysis Corporation, lossis cov nyiaj tswj hwm los ntawm cov neeg no tuaj yeem muaj cov haujlwm hauv kev ruaj ntseg pom zoo hauv kev tawm tswv yim.