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Low Volatility Up-Trend

Chart Forum » Trading - Systems » Low Volatility Up-Trend

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msparks
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Username: msparks

Post Number: 2046
Registered: 10-2004

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Saturday, January 19, 2013 - 08:27 am:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Well done Jimdene

It takes a lot of courage to admit to a big draw down like that and even more to trade your way back to breakeven.

I hope you can give us some more detail of some of the trades and how you use the 2 indicators.

Cheers



Wouldn't it be a terrible if you went on holidays and missed this trend from December 2012 until now !!!
It has not even pulled back through the 10ema so far.


"I have my own unique system "
"I manage to lose money in bull and in bear markets "

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fibonacci
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Username: fibonacci

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Saturday, January 19, 2013 - 01:13 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Good stuff, Jim.

I echo Mark's comments.

Mark, I noted your comments about present low volatility uptrend.

In fact, I've searched from 2000 onwards and I can't find any Up Trend with such low volatility.

So now that you've highlighted it, what does that fact tell you?







John

You've got to
know when to hold 'em
know when to fold 'em.

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gamefisherman
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Username: gamefisherman

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Saturday, January 19, 2013 - 06:00 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Hi Fibonacci

Thanx for mentioning in your earlier post that "In fact, I've searched from 2000 onwards and I can't find any Up Trend with such low volatility. So now that you've highlighted it, what does that fact tell you?"

I have been thinking along the same lines recently and wondering what if any significance this may hold? In terms of the VIX, with its such low readings, have we become a little bit too comfortable during these current good times. Seems that all the media hype that was everywhere last year has vanished into thin air magically....Is it really as good as we are lead to believe...

PS I do not wish to divert this thread but perhaps if people feel it is a topic worthy of conversation a new thread could be created...


Cheers
GF

(Message edited by gamefisherman on January 19, 2013)

(Message edited by gamefisherman on January 19, 2013)


Protect your capital and the rest will take care of itself with a solid trading plan that is adhered to every trade (PS THIS IS WRITTEN TO KEEP REMINDING ME TO STAY FOCUSSED AND FORGET NOISE)PPS Dont just trade the trend....STAY in the trend....

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fibonacci
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Username: fibonacci

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Saturday, January 19, 2013 - 09:06 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Colin,
Three of us have commented on "Low Volatility Uptrends" within this, Jim's, thread.
Although I guess it seems that many investors are "No longer afraid" I was wondering if you wanted to move these posts to a new thread before it continues?
Jim's post seems, to me, to be worthy of its own thread.


John

You've got to
know when to hold 'em
know when to fold 'em.

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jimdene54
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Sunday, January 20, 2013 - 10:56 am:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Practicing adding charts to posts


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jimdene54
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Sunday, January 20, 2013 - 11:09 am:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



This is my chart for all ords. I would appreciate comments, any improvements welcome



(Message edited by colin_twiggs on January 20, 2013)


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jimdene54
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How do I get my comments before the chart anybody


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fibonacci
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Username: fibonacci

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Sunday, January 20, 2013 - 03:58 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Hi GF,

I asked msparks the same question because he first brought it to the forum's attention. Obviously it would not have gone unnoticed by many.

He has been known to take a little while to reply so I'll list a few facts.

I analysed several low volatility uptrends.
My parameters were ........ since 2000, ...... had to be maintained for approximately 2 months or more, .....only occasional, temporary and minor excursions below 10 ema tolerated.
I acknowledge a certain amount of subjectivity in that - but hopefully not too much to make the exercise worthless.

TRENDS.

1. 2001 Mar-May duration of 2 mnths rose 10%. Then FELL 17%.
2. 2001 Sep-Nov duration of 2 mnths rose 17%. Then FELL 23%.
3. 2003 Jul-Sep duration of 2 mnths rose 7%. Early days of big bull market.
4. 2004 Aug-Mar duration of 7 mnths rose 23%. ditto
5. 2007 Aug-Oct duration of 2 mnths rose 23%. Then high volatility before big bear market.
6. 2009 Jul-Sep duration of 2.5 mnths rose 28%. Then high volatility, eventually FELL 17%.
7. 2010 Feb-Apr duration of 2 mnths rose 9%. Then FELL 17%.
8. 2012 Nov-??? currently 2 mnths up 10% so far. Anyone KNOW???

Obvious stat is the incidence of 2 months duration.
Shorter ones were only about 1 mnth.
5 of 7 were followed by a marked fall. The other 2 were early in 4.5 year bull market.

Any comments? Anyone?


John

You've got to
know when to hold 'em
know when to fold 'em.

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colin_twiggs
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JimDene,

Hit Enter twice after typing your comments, then upload the image. That sets the image on a separate line.


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gamefisherman
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Sunday, January 20, 2013 - 08:16 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Hi Fibonnaci

Thank you for sharing your interesting analysis and research. It certainly provides for interesting reading.

The answer behind the 2 month reversal is a simple one to answer. Once the world banks, hedge funds, brokers etc make their % required returns, they just turn on the bots for 8 weeks and all go on holidays.

I am out of my league with this one. I will however have a think about it as part of my journey and learning and repost shortly.

Would be interested to hear Colins take on this one as well. As for your comments re msparks, he has alot on his plate at present.....he has to keep referring to the rule book in the weekly comp, and combined with all else that is happening with him even throwing in the odd trade here and there no doubt why he is not that quick to reply on this occassion.

Talk shortly. PS Fib, whats your take on this one?

In the meantime head down, and heading for the charts.....and no not the boating charts either...The sun can only shine for so long before the seasons change...

Cheers
GF


Protect your capital and the rest will take care of itself with a solid trading plan that is adhered to every trade (PS THIS IS WRITTEN TO KEEP REMINDING ME TO STAY FOCUSSED AND FORGET NOISE)PPS Dont just trade the trend....STAY in the trend....

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colin_twiggs
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Monday, January 21, 2013 - 06:23 am:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



There has been a fundamental change in market behavior since 2008. Long-term momentum systems that consistently made 25% to 30% prior to 2008 are now barely beating the index. I attribute this to increased volatility and lack of a long-term trend. Not sure how long this will last before market reverts to normal, but if you look at the Dow 1965 to 1980, it took almost 15 years last time.


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msparks
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Monday, January 21, 2013 - 04:11 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Sorry Fibbo I have not commented but other than the observation I cannot predict what will happen next however your analysis is interesting.

I thought you may be referring to Options trading also.
Buy/Sell options in low volatility and sell in high volatility.

I am sure a correction will come but just have to waite and see I guess.

The pain of not being in this trend would be huge and a reason it may continue some more.
It has been over the xmas break, and low volume, and we have had no negative european or US news.

When / If we get a pullback it will be bought hard I think by all those sitting on the sidelines and wishing they were in the market.

The US dollar and Yen continue their decline, which is the only way the modern world can level the playing field with the developing world I guess.
I won't even mention the debt they are in !!!

Observation
Ody is a very good timer of the market.
He went to bonds at the right time and i think he re entered the market a month or 2 ago buying some good quality shares.

I think we have had no trend since about May 2010.
(counting downtrends too)
Colin says since 2008 which is probably up trends.

Then it all depends how you define the trend and there is a thread on that too somewhere.



IS IT A GREAT BULL RUN ? OR JUST A FLAT ATTACK !!!







"I have my own unique system "
"I manage to lose money in bull and in bear markets "

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fibonacci
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Username: fibonacci

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Tuesday, January 22, 2013 - 04:03 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Good afternoon MS and GF.

Firstly Mark I was only joking about your time to reply - remember "The Trend is the Holy Grail."
Most of your assertions should be well noted by market participants for a broad understanding of what's going on hear.

I read Hussmann for his and his alone take on fundamentals A. because I'm not competent in that field and B. because he uses a completely objective model i.e. he measures the condition of the market mathematically.

His valuation model attempts to measure expected annual returns that have been previously observed under similar market conditions.
His current conclusion is that the US market is so negative overbought; overvalued; and overbullish in a period of rising yields that it is a smidgin
[a technical term] from being included in the "Who's who of awful times to invest."
BUT he has presented that case for an extended period.

I'd much prefer TA, especially using weekly or monthly TFs as they seem to display much more order.

The foregoing could also be an energetic breakout to new trend up. "Markets can remain overbought much longer than ....... ."

I guess our politicians use "Funnymentals" as they have concluded that Aus has the strongest economy in the world but all along our attempts to regain the heights of '07, on ASX200, have fallen woefully short of most of the so called "basket cases" of other developed economies. May be they've just been lying to the poor trusting public. Could that happen?

VIX;
In the last 20 years Vix has only shown such huge complacency twice before 1. during 90's boom for 3 yrs and 2. during the 00's boom for 2 1/2 years.
Market participants can remain overconfident for extended periods of time, obviously.

I do realize that both the above discussions refer to the US market which may have varying degrees of influence on the ASX.

Is that market supported in a substantial magnitude by Money printing? Will it stop soon? What will happen then?

ASX

ASX 200 MONTHLY




Pattern analysis gives a clear result to me but no one else seems to see the same.
Descending Broadening Pattern!
It has bearish implications but can be cantankerous and completely ignore what its supposed to do.
Next event to cast light on the veracity of that pattern appears to be a test of its upper boundary at 5000 - an appropriately round number as well.

CONCLUSION.
No one knows what it's going to do. Everyone should have their own parameters for their level of participation.
This market cannot be ignored but each discussion above indicates two STRONG POSSIBILITIES not just minor turning points.

I don't know either but one wouldn't want to abandon this trend lightly but at the same time one must be alert, for now at least, to the possibility of 4900 to 5100
being a zone of extra volatility until time tells.

If I had to guess, however, sorry, "use gut instinct," I would think that this current Low Volatility Uptrend might be the breakout from past malaise into a longer term phase where we are catching up to world markets, after all we have the best economy in the world. So I've been told.

Sorry fellas, best I can do.


John

You've got to
know when to hold 'em
know when to fold 'em.

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