Saturday, 10 December 2011

Cash for SPX, Bearish for Bond

Short post this week - apologies! My signals table is now updated based on Friday's Commitments of Traders data. Signals for Monday's open: cash for the S&P 500 and bearish for the 30-year Treasury bond. Some of my other setups also have new signals for later in the month. See the signals table for all the details on how trader positioning looks right now. Hope you have a good weekend, and good luck next week.


Kdog said...

Alex - Can you break out the crayons for me? Under fade/follow for the 30 year you have listed fade. This weeks report shows -.82 and -1.07 for this week which is increasing bearish. Since you have fade listed how come you wouldnt take the opposite action and go long?

polarpanda said...

Hi Alex,

Is there an error in your spreadsheet for gold?

Thank you for your blog.

Alex Roslin said...

Hi Kdog and polarpanda,

Kdog: The system doesn't give signals based on the week-to-week fluctuations. It gives signals based on extremes of positioning. The positioning has to cross the signal line indicated on that table. There is little correlation with price or reliable trading information from the week-to-week fluctuations in the COT data. Please read my How It Works and FAQs page for more info. If you still have questions, let me know.

Polarpanda: Please explain the error you're asking about. I don't see the error.