Tswv yim: Yog tias koj xav tias Santa Claus rally tab tom tuaj rau hauv Tshuag, qhov no yog yuav ua li cas nws ua si

Yog li, 3700 yog qib kev txhawb nqa tom ntej, thiab tom qab ntawd muaj kev txhawb nqa ntawm lub xyoo qis nyob ze 3500. Ntawm qhov upside, tam sim no muaj kev tawm tsam hauv thaj tsam 3900-3940.

Daim duab loj dua yog tias SPX tseem nyob rau hauv qhov kev poob qis, thiab qhov kev sib tw zaum kawg ua tsis tiav thaum lub Kaum Ob Hlis thaum ntxov ntawm txoj kab nqes nqes uas txhais tau tias lub lag luam dais no. Qhov poob qis 200-hnub txav nruab nrab (MA) kuj tseem nyob hauv tib cheeb tsam, ze 4100.

Peb tab tom kaw peb txoj haujlwm hauv McMillan Volatility Band (MVB) yuav lub teeb liab uas tshwm sim thaum Lub Kaum Hli, thiab tam sim no peb yuav tos lub teeb liab tshiab los teeb tsa. Yog tias SPX tau kaw hauv qab qis qis -4σ Band (tam sim no ntawm 3760 thiab poob qis), qhov ntawd yuav yog thawj kauj ruam mus rau lub teeb liab yuav tshiab. Qhov ntawd tsis zoo li yuav tshwm sim.

Kev ncaj ncees-tsuas yog hu rau tus lej txuas ntxiv nce ntxiv thiab, yog li, tseem nyob ntawm kev muag khoom. Muaj qee qhov hnyav hnyav rau kev yuav khoom hauv cov kev xaiv hauv Tshuag nyob rau ob peb lub lis piam dhau los, thiab qhov ntawd yog qhov tseem ceeb hauv kev nce hauv qhov sib piv hu. Cov piv txwv no yog qhov siab ntawm lawv cov kab kos, yog li lawv raug suav hais tias yog nyob hauv thaj chaw muag khoom. Txawm li cas los xij, "oversold" tsis txhais hais tias "yuav."

Tom qab kev lag luam tawg qis dua 3900, qhov dav tsis zoo rau ob hnub tom ntej. Qhov ntawd tau thawb lub dav oscillators - uas twb tau muag cov teeb liab hnub rov qab rau lub Kaum Ob Hlis 5^th - rau hauv thaj chaw oversold. Tam sim no peb tab tom saib seb lawv puas tuaj yeem tsim cov cim kev yuav khoom. Qhov tseeb, NYSE dav oscillator puas tau tsim kom muaj teeb liab yuav khoom thaum lub Kaum Ob Hlis 21^st, tab sis "cov khoom lag luam nkaus xwb" oscillator tsis tau. Peb feem ntau xav kom txhua lub teeb liab los ntawm qhov ntsuas no (uas yog raug rau whipsaws) nyob ntev li ob hnub sib law liag ua ntej txiav txim siab tias nws yog qhov teeb meem ua tau.

Tshiab 52-lub lim tiam highs ntawm New York Tshuag Txauv tau lagged rau qee lub sij hawm dua, thiab yog li qhov "tshiab highs vs. new lows" qhov taw qhia tseem nyob ntawm qhov muag teeb liab.

Yog li, cov ntsuas saum toj no yog qhov tsis zoo, tab sis qhov ntawd yog qhov sib txawv los ntawm CBOE Volatility Index
VIX,
+ 9.47%
indicators, uas yog ntau bullish. Lub VIX "spike peak" yuav teeb liab ntawm lub Kaum Ob Hlis 13^th tseem nyob hauv qhov chaw. Ntxiv mus, lub trend of VIX buy signal, uas yog ib qho teeb meem nruab nrab ntau dua, tseem nyob hauv qhov chaw. VIX yuav tsum tau nce siab tshaj 26 kom tshem tawm cov kev yuav khoom no.

cov txua ntawm volatility derivatives tseem bullish. Ntawd yog, lub sij hawm cov qauv ntawm VIX yav tom ntej thiab ntawm CBOE Volatility Indices nqes nqes mus. Ntxiv mus, VIX yav tom ntej yog tag nrho kev lag luam ntawm tus nqi rau VIX. Lub Ib Hlis VIX yav tom ntej yog tam sim no lub hli pem hauv ntej, yog li peb tab tom saib rau lub cim ceeb toom, uas yuav tuaj yog tias Jan VIX yav tom ntej tau nce siab tshaj tus nqi ntawm Lub Ob Hlis VIX yav tom ntej. Qhov ntawd tsis yog qhov txaus ntshai tshwm sim rau lub sijhawm no.

Cov qauv raws caij nyoog uas supposedly "txoj cai" ntawm Thanskgiving thiab pib ntawm lub xyoo tshiab trading tsis ua hauj lwm tawm xyoo no. Qhov kawg ntawm cov qauv no tseem tsis tau los, txawm tias - Santa Claus rally - thiab nws tseem tuaj yeem khaws tau qee yam rau cov bulls.

Hauv cov ntsiab lus, peb txuas ntxiv tuav txoj haujlwm "core" bearish thiab tseem yuav ua li ntawd ntev npaum li SPX nyob rau hauv kev poob qis. Peb yuav kev lag luam paub tseeb cov teeb liab los ntawm peb lwm qhov ntsuas nyob ib puag ncig qhov "core" txoj haujlwm.

Kev pom zoo tshiab: Santa Claus rally

Kev sib tw Santa Claus yog ib lo lus thiab kev ua lag luam raws caij nyoog raws li Yale Hirsch tshaj 60 xyoo dhau los. Nws muaj cov ntaub ntawv muaj zog. Lub kaw lus yooj yim: Kev ua lag luam nce siab dhau tsib hnub ua lag luam ntawm ib xyoos thiab thawj ob hnub ua lag luam ntawm xyoo tom ntej - lub sijhawm xya hnub.

Xyoo no lub kaw lus pib thaum kaw kev lag luam rau hnub Thursday, Kaum Ob Hlis 22^nd (hnub no). Txawm li cas los xij, yog tias lub sijhawm ntawd tsis tsim qhov nce los ntawm SPX, qhov ntawd yuav yog qhov tsis zoo ntxiv rau cov khoom lag luam mus tom ntej.

Thaum kaw kev lag luam rau hnub Thursday, Kaum Ob Hlis 22^nd,

Yuav 2 SPY Lub Ib Hlis (13^th) ntawm-tus-nyiaj hu

Thiab Muag 2 SPY Lub Ib Hlis (13^th) hu uas yog 15 ntsiab lus tawm ntawm cov nyiaj.

Tsis muaj kev txwv rau qhov kev lag luam no, tsuas yog lub sijhawm. Yog tias SPDR S&P 500 ETF Trust
Soj,
-1.43%
ua lag luam ntawm qhov kev tawm tsam siab dua thaum txoj hauj lwm nyob rau hauv qhov chaw, ces dov tag nrho kis tau 15 ntsiab lus ntawm txhua sab. Txawm li cas los xij, tawm ntawm koj qhov kev sib kis thaum kaw ntawm kev lag luam hnub Wednesday, Lub Ib Hlis 4^th (hnub ua lag luam thib ob ntawm lub xyoo tshiab).

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 pom zoo.

Ntev 2 SPY Lub Ib Hlis (20^th) 375 tso thiab luv 2 Lub Ib Hlis (20^th355 hli: qhov no yog peb qhov "core" bearish txoj hauj lwm. Tsuav yog SPX tseem nyob rau hauv qhov kev poob qis, peb xav tuav txoj haujlwm ntawm no.

Ntev 1 SPY Lub Ib Hlis (6^th) 408 hu thiab luv 1 SPY Jan (6^th) 423 hu rau: qhov kev lag luam no yog raws li MVB yuav teeb liab, uas tau tsim rau lub Kaum Hlis 4^th. Peb twb tau dov li ob peb zaug thiab coj qee cov txiaj ntsig tawm ntawm txoj haujlwm. Kaw qhov seem kis tam sim no.

Ntev 2 KMB Jan (20^th) 135 hu: peb dov txoj hauj lwm no lub lim tiam dhau los. Qhov chaw nres tsheb tseem nyob ntawm 135.

Long 2 IWM Jan (20^th) 185 at-the-money calls and Short 2 IWM Jan (20^th) 205 hu: qhov no yog peb txoj haujlwm raws li lub caij nyoog bullish ntawm Thanksgiving thiab hnub thib ob ntawm lub xyoo tshiab. Peb yuav kho txoj haujlwm no yog tias IWM sib tw thaum lub sijhawm tuav, tab sis thawj zaug tsis muaj kev tso tseg rau txoj haujlwm, yog li tag nrho cov debit yog qhov txaus ntshai.

Ntev 2 PSX Jan (20^th105 hli: peb npaj los tuav cov no kom ntev li ntev tau phaus muab-hu piv tseem nyob ntawm qhov muag teeb liab. Txawm li cas los xij, qhov sib piv hu xov tooj tau dov mus rau lub teeb liab yuav, yog li tawm cov no tso tam sim no.

Long 2 AJRD Jan (20^th) 52.5 hu: AJRD tau txais kev them nyiaj tag nrho ntawm $ 56, yog li tawm cov kev hu tam sim no. Tsis txhob muag lawv hauv qab parity.

Ntev 1 SPY Lub Ib Hlis (20^th) 402 hu thiab luv 1 SPY Jan (20^th) 417 hu: qhov kev sib kis no tau yuav thaum lub Kaum Ob Hlis 13^th, thaum qhov tseeb VIX "spike peak" yuav teeb liab raug tsim tawm. Nres koj tus kheej tawm yog VIX tom qab kaw saum 25.84. Txwv tsis pub, peb yuav tuav 22 hnub ua lag luam.

Ntev 1 SPY Lub Ib Hlis (20^th) 389 muab thiab luv 1 SPY Jan (20^th) 364 teev: qhov no yog ib qho ntxiv rau peb txoj haujlwm "core" bearish, tsim thaum SPX kaw qis dua 3900 thaum Lub Kaum Ob Hlis 15^th. Cia koj tus kheej tawm ntawm qhov kis no yog tias SPX kaw lawm saum 3940.

Ntev 2 PCAR Feb (17^th97.20 hli: cov khoom no tau yuav lub Kaum Ob Hlis 20^th, thaum lawv thaum kawg pauv ntawm peb qhov yuav txwv. Peb yuav txuas ntxiv tuav cov tso no kom ntev li ntev tau phaus muab-hu piv yog ntawm qhov muag teeb liab.

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 hwm nyiaj txiag thiab yog tus sau phau ntawv muag khoom zoo tshaj plaws, Kev Xaiv raws li Kev nqis peev zoo. www.optionstrategist.com

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