Lub khw lag luam tau pib ua dab tsi tshwm sim rau lwm ceg hauv lub lim tiam dhau los, raws li qhov ntsuas S&P 500 tau tawm tsam dhau qhov kev tawm tsam ntawm 3900 cov ntsiab lus.
Qhov tseeb, qhov ntsuas tau nce mus rau 4020 tab sis tom qab ntawd tau khiav mus rau qhov teeb meem. Muaj kev txhawb nqa ntawm 3900, tab sis yog tias qib ntawd raug ua txhaum, qhov dhia tsis ntev los no yuav yog, qhov tseeb, cuav tawg tawm. Yog li muaj kev tawm tsam ntawm bulls thiab bears rau kev tswj, txoj cai ntawm qib tam sim no.
SPX tseem nyob rau hauv ib tug downtrend, raws li qhia los ntawm cov hnyav xiav kab nyob rau hauv daim ntawv qhia nrog rau qhov Performance index, hauv qab no. Kab rov tav kab liab qhia txog kev txhawb nqa: 3900, tom qab lub Kaum Ib Hlis thaum ntxov qis ntawm 3700, thiab thaum kawg, txhua xyoo qis qis ze 3500.
Qhov kev sib tw tsis ntev los no tsis tau ncav cuag li 200-hnub mus nruab nrab (tam sim no ntawm 4070 thiab poob qis) los yog dais lag luam downtrend kab (ze 4100). Yog tias kev txhawb nqa tuav ntawm 3900, tseem muaj txoj hauv kev uas cov qib siab tuaj yeem raug sib tw, tab sis, ncaj ncees, nws zoo li cov bulls muaj lawv lub sijhawm thiab tsis txeeb nws.
Lub McMillan Volatility Band (MVB) yuav teeb liab tseem siv tau, thiab nws lub hom phiaj yog +4σ "hloov Bollinger Band," uas tam sim no siab dua 4100 thiab nce.
Ntau ntawm peb cov kev ntsuas sab hauv tau zoo txij li lub Kaum Hli hauv qab thiab thoob plaws qhov kev tawm tsam no. Lawv tsis tau pib dov mus muag cov teeb liab tsis tau, feem ntau, tab sis qee qhov pib tsis muaj zog.
Kev sib npaug-tsuas yog muab hu ua piv txwv tseem nyob ntawm kev yuav khoom, vim lawv tseem pheej poob qis. CBOE qhov sib npaug-tsuas yog hu rau tus lej kuj tseem nyob ntawm lub teeb liab yuav, txawm hais tias nws tau sau npe tus lej loj heev nag hmo (qhia qhov kev poob qis), uas zoo li me ntsis tawm ntawm txoj kab nrog lwm cov ntaub ntawv cov ntsiab lus rau qhov ntsuas ntawd.
Breadth tsis yog qhov loj tshaj plaws hauv qhov kev sib tw no, thiab qhov dav oscillators tau rov qab los ntawm kev yuav los muag cov teeb liab. Lawv tab tom yuav nyob rau ntawm kev muag khoom, yog tias hnub no qhov kev ua tsis zoo thaum hmo ntuj tseem nyob ib hnub. Qhov no yog thawj zaug ntawm peb qhov ntsuas los tsim ib qho tshiab, paub tseeb muag teeb liab.
Tus naj npawb ntawm 52-lub lim tiam tshiab ntawm NYSE tseem nyob twj ywm subdued, yog li qhov ntsuas no (siab tshiab vs. lows tshiab) yeej tsis puas tau tsim ib lub teeb liab yuav. Qhov tseeb, nws tau nyob ntawm kev muag khoom txij lub Plaub Hlis tas los.
Lub CBOE Volatility Index
VIX,
-0.75%
tau bounced los ntawm ib tug me me nyob rau hauv cov hnub tsis ntev los no, tab sis nws tseem nyob rau hauv lub xeev uas yog feem ntau bullish rau stocks.
Ua ntej, qhov "spike peak" yuav teeb liab uas tau tsim txog ib hlis dhau los tau "tawg." Ntawd yog, kev lag luam uas peb tau tsim nyob ib puag ncig "spike peaks" hu rau kev tawm ntawm kev lag luam tom qab 22 hnub ua lag luam, thiab qhov ntawd tau mus txog. Yog li tsis muaj "spike peak" yuav teeb liab siv rau lub sijhawm no.
Qhov thib ob, muaj qhov tshiab trend of $VIX yuav teeb liab, txij li 20-hnub txav nruab nrab ntawm VIX tau hla hauv qab 200-hnub MA. Qhov ntawd yuav tseem muaj txiaj ntsig tshwj tsis yog tias $ VIX nws tus kheej hla rov qab los ntawm 200-hnub MA, uas tam sim no nyob ntawm 26.70 thiab pib poob. Txij li thaum VIX nyob ze 25, qhov kev yuav khoom tshiab tseem nyob hauv lub xeev me ntsis tab sis muaj kev nyab xeeb rau tam sim no.
cov txua ntawm volatility derivatives yog qhov qhia tau tias muaj kev txhawb siab (rau cov khoom lag luam) nyob rau lub sijhawm no. Ntawd yog, ob qho tib si lub sij hawm cov qauv ntawm VIX yav tom ntej thiab ntawm CBOE Volatility Indices txoj kab nqes nce mus. Ntxiv mus, VIX yav tom ntej tau ua lag luam ntawm tus nqi rau VIX. Lub Kaum Ib Hlis VIX yav tom ntej tau tas hnub nag hmo, yog li lub Kaum Ob Hlis tam sim no yog lub hli pem hauv ntej.
Peb tam sim no yuav saib xyuas tus nqi ntawm lub Kaum Ob Hlis thiab Lub Ib Hlis VIX yav tom ntej. Yog lub Kaum Ob Hlis yuav tsum nce siab tshaj Lub Ib Hlis, qhov ntawd yuav yog qhov kev loj hlob tshiab. Tam sim no Lub Ib Hlis tab tom ua lag luam noj qab haus huv 1.85 cov ntsiab lus siab dua lub Kaum Ob Hlis, yog li tsis muaj kev phom sij tshwm sim ntawm qhov muag teeb liab nyob rau pem hauv ntej.
Hauv cov ntsiab lus, peb txuas ntxiv tuav txoj haujlwm "core" bearish txoj haujlwm, vim tias qhov kev poob qis ntawm SPX daim ntawv. Txog thaum lub rooj sib txoos tuaj yeem tawg los ntawm txoj kab xiav sab saud, qhov no tseem yog lub lag luam dais, thiab txoj haujlwm "core" tau lav. Txawm li cas los xij, peb kuj tau pauv lwm yam kev paub tseeb ntawm txoj haujlwm "core" (feem ntau ua tiav), thiab peb tseem yuav ua li ntawd.
Kev pom zoo tshiab: Thanksgiving raws caij yuav
Muaj ob peb lub caij nyoog uas tuaj ua ke lig xyoo. Nyob rau hauv luv luv, lawv yog 1. lub post-Thanksgiving rally, 2. lub "Lub ib hlis ntuj nyhuv," thiab 3. "Santa Claus rally."
Cov no suav nrog tag nrho lub sijhawm nruab nrab ntawm hnub ua ntej Thanksgiving mus txog hnub thib ob ntawm lub xyoo tshiab. Ntxiv mus, cov khoom me me (raws li ntsuas los ntawm Russell 2000 Index
ROV,
-0.76%
) outperform loj-cap stocks nyob rau lub sij hawm ntawd.
Lub Russell 2000 yog taug qab los ntawm iShares Russell 2000 ETF
IWM,
-0.93%.
Peb yuav IWM hu rau thaum lub sij hawm kaw ntawm trading nyob rau hnub ua ntej Thanksgiving thiab tawm ntawm txoj hauj lwm nyob rau thaum xaus ntawm lub thib ob trading hnub ntawm lub xyoo tshiab.
Txij li thaum Thanksgiving yog lub lim tiam tom ntej (ua ntej peb tsab ntawv xov xwm tom ntej), peb tab tom ua cov lus pom zoo hnub no.
Thaum kaw ntawm kev lag luam hnub Wednesday, Kaum Ib Hlis 23rd,
Buy 2 IWM Jan (20th) ntawm-tus-nyiaj hu
Thiab Muag 2 IWM Jan (20th) hu nrog tus nqi sib tw 20 ntsiab lus siab dua.
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.
Kev pom zoo tshiab: Phillips 66
Ib tug tshiab muab-hu piv muag teeb liab tau generated los ntawm cov phaus piv rau Phillips 66
PSX,
+ 1.90%.
Yuav 2 PSX Lub Ib Hlis (20th) 105 hli
Ntawm tus nqi ntawm 6.00 lossis tsawg dua.
PSX: 106.79 Jan (20th) 105 tso: 5.60 twv, muaj ntawm 6.00 Peb yuav tuav qhov no ntev li ntev tau phaus muab-hu piv tseem nyob ntawm qhov muag teeb liab. Ntawd yog, tsuav yog qhov sib piv hu ua nce.
Kev ua raws li nram no:
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.
Ntev 1 tas sij hawm SPY Nov (18th) 352 put and Short 1 SPY Nov (18th) 325 teev: qhov no yog peb qhov "core" bearish txoj hauj lwm. Tsuav yog SPX tseem nyob hauv txoj kev poob qis, peb xav tuav txoj haujlwm ntawm no, yog li cia cov kev xaiv no tas sijhawm thiab Yuav 2 Dec (16th) 375 tso thiab Muag 2 Dec (16th) 355 hli.
Ntev 1 tas sij hawm SPY Nov (18th) 396 hu thiab luv 1 SPY Nov (18th) 416 hu rau: qhov kev lag luam no raws li yog MVB yuav teeb liab, uas tau tsim nyob rau thaum sawv ntxov Lub Kaum Hli 4th. Txij li thaum SPY pauv ntawm 396 lub lim tiam dhau los no, kev sib kis tau dov mus txog 20 cov ntsiab lus ntawm txhua sab. Tam sim no muag lub Kaum Ib Hlis tas sij hawm sib kis thiab hloov nws nrog cov hauv qab no: Yuav 1 SPY Dec (23rd) ntawm-tus-nyiaj hu thiab Muag 1 SPY Dec (23rd) hu nrog tus nqi sib tw 16 ntsiab lus siab dua. Lub hom phiaj ntawm kev lag luam no yog rau SPX ua lag luam nyob rau sab sauv, +4σ Band. Qhov nres rau txoj haujlwm no yuav yog SPX tau kaw rov qab hauv qab -4σ Band.
Ntev 1 tas sij hawm SPY Nov (18th) 387 hu thiab luv 1 SPY Nov (18th) 407 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 17th. Kev sib kis tau dov thaum SPY pauv ntawm 387 lub lim tiam dhau los no. Peb tab tom yuav tawm ntawm qhov kev sib kis tam sim no (thiab tsis hloov nws), txij li cov txheej txheem kev lag luam uas peb tau tsim nyob ib puag ncig "spike peak" hu rau kev tawm tom qab 22 hnub ua lag luam, thiab hnub kawg tau dhau mus.
Ntev 300 KLXE: nce qhov nres rau 13.80.
Ntev 2 WRK Jan (20th) 32.5 hu: peb yuav tuav ntev npaum li qhov phaus muab-hu piv tseem nyob rau ntawm lub teeb liab yuav.
Ntev 1 SPY Dec (2nd) 371 put and Short 1 SPY Dec (2nd) 351 teev: thaum qhov dav tsis zoo ntawm NYSE thaum Lub Kaum Ib Hlis 3rd, peb tsim txoj haujlwm no. Qhov dav yog muag cov teeb liab nyob rau lub sijhawm no. Peb yuav hloov kho txoj haujlwm no txhua lub lim tiam.
Ntev 1 SPY Dec (9th) 390 hu thiab luv 1 SPY Dec (9th) 410 hu rau: kev sib kis raws li qhov tsawg CBOE Equity-tsuas yog hu rau tus nqi yuav teeb liab. Raws li kev nres, peb yuav kaw yog tias SPX kaw qis dua 3700.
Long 1 SPY Nov (18th) 399 hu rau: qhov kev lag luam no yog raws li qhov tseeb tias VIX9D kaw hauv qab VIX thaum Lub Kaum Ib Hlis 11th. Yob qhov kev hu yog tias nws dhau los ua 10 cov ntsiab lus hauv-tus-nyiaj, thiab kaw tag nrho txoj haujlwm ntawm qhov kaw thaum Lub Kaum Ib Hlis 18th. Ntev 2 KMB Jan (20th) 125 hu: peb yuav tuav cov hu no ntev npaum li qhov phaus put-hu ratio ntawm KMB tseem nyob ntawm nws cov 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 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
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.
Tau qhov twg los: https://www.marketwatch.com/story/three-seasonal-effects-in-the-stock-market-begin-around-thanksgiving-and-this-year-its-time-to-buy-this- asset-class-11668718363?siteid=yhoof2&yptr=yahoo
Tswv yim: Peb lub caij nyoog cuam tshuam nyob rau hauv Tshuag lag luam pib nyob ib ncig ntawm Thanksgiving
Lub khw lag luam tau pib ua dab tsi tshwm sim rau lwm ceg hauv lub lim tiam dhau los, raws li qhov ntsuas S&P 500 tau tawm tsam dhau qhov kev tawm tsam ntawm 3900 cov ntsiab lus.
Qhov tseeb, qhov ntsuas tau nce mus rau 4020 tab sis tom qab ntawd tau khiav mus rau qhov teeb meem. Muaj kev txhawb nqa ntawm 3900, tab sis yog tias qib ntawd raug ua txhaum, qhov dhia tsis ntev los no yuav yog, qhov tseeb, cuav tawg tawm. Yog li muaj kev tawm tsam ntawm bulls thiab bears rau kev tswj, txoj cai ntawm qib tam sim no.
SPX tseem nyob rau hauv ib tug downtrend, raws li qhia los ntawm cov hnyav xiav kab nyob rau hauv daim ntawv qhia nrog rau qhov Performance index, hauv qab no. Kab rov tav kab liab qhia txog kev txhawb nqa: 3900, tom qab lub Kaum Ib Hlis thaum ntxov qis ntawm 3700, thiab thaum kawg, txhua xyoo qis qis ze 3500.
Qhov kev sib tw tsis ntev los no tsis tau ncav cuag li 200-hnub mus nruab nrab (tam sim no ntawm 4070 thiab poob qis) los yog dais lag luam downtrend kab (ze 4100). Yog tias kev txhawb nqa tuav ntawm 3900, tseem muaj txoj hauv kev uas cov qib siab tuaj yeem raug sib tw, tab sis, ncaj ncees, nws zoo li cov bulls muaj lawv lub sijhawm thiab tsis txeeb nws.
Lub McMillan Volatility Band (MVB) yuav teeb liab tseem siv tau, thiab nws lub hom phiaj yog +4σ "hloov Bollinger Band," uas tam sim no siab dua 4100 thiab nce.
Ntau ntawm peb cov kev ntsuas sab hauv tau zoo txij li lub Kaum Hli hauv qab thiab thoob plaws qhov kev tawm tsam no. Lawv tsis tau pib dov mus muag cov teeb liab tsis tau, feem ntau, tab sis qee qhov pib tsis muaj zog.
Kev sib npaug-tsuas yog muab hu ua piv txwv tseem nyob ntawm kev yuav khoom, vim lawv tseem pheej poob qis. CBOE qhov sib npaug-tsuas yog hu rau tus lej kuj tseem nyob ntawm lub teeb liab yuav, txawm hais tias nws tau sau npe tus lej loj heev nag hmo (qhia qhov kev poob qis), uas zoo li me ntsis tawm ntawm txoj kab nrog lwm cov ntaub ntawv cov ntsiab lus rau qhov ntsuas ntawd.
Breadth tsis yog qhov loj tshaj plaws hauv qhov kev sib tw no, thiab qhov dav oscillators tau rov qab los ntawm kev yuav los muag cov teeb liab. Lawv tab tom yuav nyob rau ntawm kev muag khoom, yog tias hnub no qhov kev ua tsis zoo thaum hmo ntuj tseem nyob ib hnub. Qhov no yog thawj zaug ntawm peb qhov ntsuas los tsim ib qho tshiab, paub tseeb muag teeb liab.
Tus naj npawb ntawm 52-lub lim tiam tshiab ntawm NYSE tseem nyob twj ywm subdued, yog li qhov ntsuas no (siab tshiab vs. lows tshiab) yeej tsis puas tau tsim ib lub teeb liab yuav. Qhov tseeb, nws tau nyob ntawm kev muag khoom txij lub Plaub Hlis tas los.
Lub CBOE Volatility Index
-0.75%
VIX,
tau bounced los ntawm ib tug me me nyob rau hauv cov hnub tsis ntev los no, tab sis nws tseem nyob rau hauv lub xeev uas yog feem ntau bullish rau stocks.
Ua ntej, qhov "spike peak" yuav teeb liab uas tau tsim txog ib hlis dhau los tau "tawg." Ntawd yog, kev lag luam uas peb tau tsim nyob ib puag ncig "spike peaks" hu rau kev tawm ntawm kev lag luam tom qab 22 hnub ua lag luam, thiab qhov ntawd tau mus txog. Yog li tsis muaj "spike peak" yuav teeb liab siv rau lub sijhawm no.
Qhov thib ob, muaj qhov tshiab trend of $VIX yuav teeb liab, txij li 20-hnub txav nruab nrab ntawm VIX tau hla hauv qab 200-hnub MA. Qhov ntawd yuav tseem muaj txiaj ntsig tshwj tsis yog tias $ VIX nws tus kheej hla rov qab los ntawm 200-hnub MA, uas tam sim no nyob ntawm 26.70 thiab pib poob. Txij li thaum VIX nyob ze 25, qhov kev yuav khoom tshiab tseem nyob hauv lub xeev me ntsis tab sis muaj kev nyab xeeb rau tam sim no.
cov txua ntawm volatility derivatives yog qhov qhia tau tias muaj kev txhawb siab (rau cov khoom lag luam) nyob rau lub sijhawm no. Ntawd yog, ob qho tib si lub sij hawm cov qauv ntawm VIX yav tom ntej thiab ntawm CBOE Volatility Indices txoj kab nqes nce mus. Ntxiv mus, VIX yav tom ntej tau ua lag luam ntawm tus nqi rau VIX. Lub Kaum Ib Hlis VIX yav tom ntej tau tas hnub nag hmo, yog li lub Kaum Ob Hlis tam sim no yog lub hli pem hauv ntej.
Peb tam sim no yuav saib xyuas tus nqi ntawm lub Kaum Ob Hlis thiab Lub Ib Hlis VIX yav tom ntej. Yog lub Kaum Ob Hlis yuav tsum nce siab tshaj Lub Ib Hlis, qhov ntawd yuav yog qhov kev loj hlob tshiab. Tam sim no Lub Ib Hlis tab tom ua lag luam noj qab haus huv 1.85 cov ntsiab lus siab dua lub Kaum Ob Hlis, yog li tsis muaj kev phom sij tshwm sim ntawm qhov muag teeb liab nyob rau pem hauv ntej.
Hauv cov ntsiab lus, peb txuas ntxiv tuav txoj haujlwm "core" bearish txoj haujlwm, vim tias qhov kev poob qis ntawm SPX daim ntawv. Txog thaum lub rooj sib txoos tuaj yeem tawg los ntawm txoj kab xiav sab saud, qhov no tseem yog lub lag luam dais, thiab txoj haujlwm "core" tau lav. Txawm li cas los xij, peb kuj tau pauv lwm yam kev paub tseeb ntawm txoj haujlwm "core" (feem ntau ua tiav), thiab peb tseem yuav ua li ntawd.
Kev pom zoo tshiab: Thanksgiving raws caij yuav
Muaj ob peb lub caij nyoog uas tuaj ua ke lig xyoo. Nyob rau hauv luv luv, lawv yog 1. lub post-Thanksgiving rally, 2. lub "Lub ib hlis ntuj nyhuv," thiab 3. "Santa Claus rally."
Cov no suav nrog tag nrho lub sijhawm nruab nrab ntawm hnub ua ntej Thanksgiving mus txog hnub thib ob ntawm lub xyoo tshiab. Ntxiv mus, cov khoom me me (raws li ntsuas los ntawm Russell 2000 Index
-0.76%
ROV,
) outperform loj-cap stocks nyob rau lub sij hawm ntawd.
Lub Russell 2000 yog taug qab los ntawm iShares Russell 2000 ETF
-0.93% .
IWM,
Peb yuav IWM hu rau thaum lub sij hawm kaw ntawm trading nyob rau hnub ua ntej Thanksgiving thiab tawm ntawm txoj hauj lwm nyob rau thaum xaus ntawm lub thib ob trading hnub ntawm lub xyoo tshiab.
Txij li thaum Thanksgiving yog lub lim tiam tom ntej (ua ntej peb tsab ntawv xov xwm tom ntej), peb tab tom ua cov lus pom zoo hnub no.
Thaum kaw ntawm kev lag luam hnub Wednesday, Kaum Ib Hlis 23rd,
Buy 2 IWM Jan (20th) ntawm-tus-nyiaj hu
Thiab Muag 2 IWM Jan (20th) hu nrog tus nqi sib tw 20 ntsiab lus siab dua.
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.
Kev pom zoo tshiab: Phillips 66
Ib tug tshiab muab-hu piv muag teeb liab tau generated los ntawm cov phaus piv rau Phillips 66
+ 1.90% .
PSX,
Yuav 2 PSX Lub Ib Hlis (20th) 105 hli
Ntawm tus nqi ntawm 6.00 lossis tsawg dua.
PSX: 106.79 Jan (20th) 105 tso: 5.60 twv, muaj ntawm 6.00 Peb yuav tuav qhov no ntev li ntev tau phaus muab-hu piv tseem nyob ntawm qhov muag teeb liab. Ntawd yog, tsuav yog qhov sib piv hu ua nce.
Kev ua raws li nram no:
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.
Ntev 1 tas sij hawm SPY Nov (18th) 352 put and Short 1 SPY Nov (18th) 325 teev: qhov no yog peb qhov "core" bearish txoj hauj lwm. Tsuav yog SPX tseem nyob hauv txoj kev poob qis, peb xav tuav txoj haujlwm ntawm no, yog li cia cov kev xaiv no tas sijhawm thiab Yuav 2 Dec (16th) 375 tso thiab Muag 2 Dec (16th) 355 hli.
Ntev 1 tas sij hawm SPY Nov (18th) 396 hu thiab luv 1 SPY Nov (18th) 416 hu rau: qhov kev lag luam no raws li yog MVB yuav teeb liab, uas tau tsim nyob rau thaum sawv ntxov Lub Kaum Hli 4th. Txij li thaum SPY pauv ntawm 396 lub lim tiam dhau los no, kev sib kis tau dov mus txog 20 cov ntsiab lus ntawm txhua sab. Tam sim no muag lub Kaum Ib Hlis tas sij hawm sib kis thiab hloov nws nrog cov hauv qab no: Yuav 1 SPY Dec (23rd) ntawm-tus-nyiaj hu thiab Muag 1 SPY Dec (23rd) hu nrog tus nqi sib tw 16 ntsiab lus siab dua. Lub hom phiaj ntawm kev lag luam no yog rau SPX ua lag luam nyob rau sab sauv, +4σ Band. Qhov nres rau txoj haujlwm no yuav yog SPX tau kaw rov qab hauv qab -4σ Band.
Ntev 1 tas sij hawm SPY Nov (18th) 387 hu thiab luv 1 SPY Nov (18th) 407 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 17th. Kev sib kis tau dov thaum SPY pauv ntawm 387 lub lim tiam dhau los no. Peb tab tom yuav tawm ntawm qhov kev sib kis tam sim no (thiab tsis hloov nws), txij li cov txheej txheem kev lag luam uas peb tau tsim nyob ib puag ncig "spike peak" hu rau kev tawm tom qab 22 hnub ua lag luam, thiab hnub kawg tau dhau mus.
Ntev 300 KLXE: nce qhov nres rau 13.80.
Ntev 2 WRK Jan (20th) 32.5 hu: peb yuav tuav ntev npaum li qhov phaus muab-hu piv tseem nyob rau ntawm lub teeb liab yuav.
Ntev 1 SPY Dec (2nd) 371 put and Short 1 SPY Dec (2nd) 351 teev: thaum qhov dav tsis zoo ntawm NYSE thaum Lub Kaum Ib Hlis 3rd, peb tsim txoj haujlwm no. Qhov dav yog muag cov teeb liab nyob rau lub sijhawm no. Peb yuav hloov kho txoj haujlwm no txhua lub lim tiam.
Ntev 1 SPY Dec (9th) 390 hu thiab luv 1 SPY Dec (9th) 410 hu rau: kev sib kis raws li qhov tsawg CBOE Equity-tsuas yog hu rau tus nqi yuav teeb liab. Raws li kev nres, peb yuav kaw yog tias SPX kaw qis dua 3700.
Long 1 SPY Nov (18th) 399 hu rau: qhov kev lag luam no yog raws li qhov tseeb tias VIX9D kaw hauv qab VIX thaum Lub Kaum Ib Hlis 11th. Yob qhov kev hu yog tias nws dhau los ua 10 cov ntsiab lus hauv-tus-nyiaj, thiab kaw tag nrho txoj haujlwm ntawm qhov kaw thaum Lub Kaum Ib Hlis 18th. Ntev 2 KMB Jan (20th) 125 hu: peb yuav tuav cov hu no ntev npaum li qhov phaus put-hu ratio ntawm KMB tseem nyob ntawm nws cov 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 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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©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.
Tau qhov twg los: https://www.marketwatch.com/story/three-seasonal-effects-in-the-stock-market-begin-around-thanksgiving-and-this-year-its-time-to-buy-this- asset-class-11668718363?siteid=yhoof2&yptr=yahoo