Sunday, March 6, 2011

3/5 Weekly Commentary

Starting on 2/17 I was shorting the stock market with SDS and futures.  I managed to make some money, exiting Friday.  Futures were break-even over this period.  Normally I do not trade such tiny I1 down-blips when I1 is in a rising trend.  However, my wave count appeared to be complete and I took a chance that the price would decline rapidly throught the short-term I1 weakness.  The stock market instead may be forming a triangle. Although I1 bottomed Friday it has one more day of a triple-bottom before rising smartly again.


 

The internal construction of this triangle lends itself to Elliott wave as well as orthodox analysis.  The appearance of this triangle means that I should change the initial decline to a 3-wave instead of a 5-wave.  The Elliott analysis requires 5 waves (marked 1 through 5).  The triangle appears complete if the next move is up.  The orthodox analysis is as an ascending triangle with a flat top at 1332.


This is 4th wave behavior and fits in with the price action that I anticipate into the series of I1 peaks starting 3/25.  These peaks and their succeeding troughs remain at high levels until after 5/16 when a formal I1 sell signal occurs.  This means that any serious selling pressure will not manifest itself until 5/16 or later.  This is buttressed by a longer-term smoothing of I1 that I use to detect underlying longer-term turn dates.   The following are 40-day M/As of I1 extending backward:


This smoothing projects a peak in mid-May, which corresponds with the end of high values in the I1 raw chart and, indeed, the formal I1 sell signal date.

While the precious metals look OK for continued rally until the end of April, I'm standing aside until then.  There could be a short-term pullback due to completed count.


Bonds had a shake-out within the uptrend and I intend to buy TLT Monday or buy 10-year futures Sunday at 119-24.  
 

3 comments:

  1. Steve,
    If this is a 4th wave triangle, then we should expect a 5th wave up? If I remember correctly, the 5th wave should be shorter than the 3rd wave usually in some proportion correct? What would that project as a final top high? If we count wave 1 as from sept 10 bottom to nov 2010, wave 2 as that consolidation, wave 3 up from there to mid Feb, wave 4 since (and if a similar time to wave 2?) that would leave wave 5 ahead from mid March to May. If wave 5 were .618 of my rough calculation of wave 3, that is 1420 or so on the S&P. What do you get Steve?
    Thanks,
    Charles

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  2. Steve,
    I just had an idea...could you use a measure of the I1 up move to help predict the size of the market up move? For example the Jan to late Feb up vs the next up from Monday to end of March and use that to get a target for the market high?
    Charles

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  3. Charles, while the market has had a good run up so far, looking back at I1 peaks > 8 has in all cases been associated with major runs and the market has not peaked prior to the I1 peak, again in all cases.
    Regardless, 8/2006-10/2006 and 2/2008-5/2008 were the weakest of the +8 events with 150 S&P points. Considering the loose monetary factors I think SPX 1400 would be the minimum for this move.

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