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DFT Daily mapping - Long Retest MA pivot weekly (to be validated above MA next monday) Daily mapping of the price, we map, forecast not predict in Multi UT analysis ;) Some rules to understand the form of the strategy: (Can answer to your question about the content of DFT strategy :) ) - shade of red trends = primary (the black one are secondary trends) - Redish trends is primary as medium investors are arbitring short/long term investors decisions. Div: Trend vs demand/supply -Ascending trends with red cloud is most likely tested twice before break up. -Descending trends with green cloud is most likely tested twice before break up. Conv: Trend vs demand/supply -Ascending trends with green cloud doesn't need retest to break up. -Descending trends with red cloud doesn't need retest to break down. red cloud = supply area (Ma max negative dispersion) green cloud = demand area (MA max postive dispersion) node = lowest uncertainty point & supply=demand
Long
by Mr_Gesier
1
SPY - Quants based Long!Please refer my article below. I had shared some quants on how markets have behaved in the past in trading sessions before and after Jobless claims data being published Below are pointer and the feedback on the performance so far! 1.75% of the time ( 9 out of 12 times), SPY has given an average return of 0.7% 1 week prior to Jobless Claims data announcement date. If you bought on close of 7th Nov 2019 @ 308 , then till 14th Nov close 309.58, you would have made a positive return of 0.51% and held till close of 18th Nov, you would have a positive return of 1.24% 2. 5 out of 5 times in the past 3 years you would make positive returns (average of 0.9%) if you were to buy 2 days after the event date. If you were to buy on close of 15th Nov, held till end of day 18th, so far made about 0.18% 3. If you were to buy 1 week after the event, then 73% of the times (8 out of 11 times) you would make an average return of about 0.5% Now, this we will review on 21st November close f day to initiate the observation and see how it plays off If you see, if you had taken any of the first 2 trades so far, quant would have helped in the probabilistic trades. If you like what you see, please share a thumbs up and comments in the section below Cheers
AMEX:SPYLong
by LoveForCharts
SPY - LONG - Jobless claims data coming up (quants analysis)AMEX:SPY got into a uptrend on the weekly charts as indicated by higher highs and higher lows (marked with yellow zones).We have made a higher high again indicating continuation of uptrend At 289 levels we got the entry signal on the RSI and indicator has been holding on very well Since then, we have a nearly 7 pc move and looks good ahead, unless trend broken Any new entries can be timed by looking at lower time frames. on the retracement moves! Next Jobless claims are due on 14th November 2019. Over the lookbacl for last 3 years data, I am sharing some quants data below 1.75% of the time ( 9 out of 12 times), SPY has given an average return of 0.7% 1 week prior to Jobless Claims data announcement date. 2. 5 out of 5 times in the past 3 years you would make positive returns (average of 0.9%) if you were to buy 2 days after the event date. 3. If you were to buy 1 week after the event, then 73% of the times (8 out of 11 times) you would make an average return of about 0.5% Possible positive returns ahead from both loopback analysis as well as chart ideas If you like what you read, please share a thumbs up! Cheers Akhil
AMEX:SPYLong
by LoveForCharts
2