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The 20 ema is quickly moving higher while the NQ is moving lower. On the bottom of the screen you'll see the last 2 months of time reversions. This has been the longest time in terms of bar counts that the nq hasn't reverted to the 20 ema in two months. (There is one outlier in May but for the...

You obviously misunderstood my post about not knowing. I've tried to even turn the systemized approach to subjective approach is my intentions but anyway.. I believe from previous posts No_PM suggested the accuracy rate has been 70%. This is what I am trying to prove and for the life of me...

I trade the 1-2-3 low setup when the 20 and 50 ema act as support levels for the 1 or 3 points, or vice versa for a 1-2-3 high. It has to be supported by further analysis. I am ASSUMING the longer term decision that bonds have bottomed and will start an uptrend thereby increasing the odds...

I say that to myself everyday, I don't know! :D

TS isn't perfect... it will miss trades.. I did see some trades that were missed throughout the whole test. I did a hand count when I did this and looked over the last year and found that when ADX>30 there was less than a 50% chance of the market moving between keltner channels. It was...

Keeping with recent patterns and probabilities, euro is rallying like crazy... :) Probabilities suggest the opening and high (11138) being taken out by the end of the day....

Yes, any positive change... there is no minimum. If you have the abilitity to test, do a test on a month's time. INTERESTING RESULTS.

I have added to our 30 year position (106-05) based on a trading range breakout on the 60 min charts. This position has been taken on the belief the 30 year has made a short term bottom. I am trading around a core position and will look to take profits around the 108 level. It is a...

I've heard of Marty Schwartz but never read any of his stuff except Market Wizards. Follow along with the journal and bits and pieces of my style will reveal itself. Thanks.

The NQ hasn't reverted back to its 60 min 20 ema in over 21 bars. The EMA is rising 2 points per hour, and eventually she'll revert. I initiated shorts against the 95 level... covered to book the smallish performance and left a 1/4 position to run. Let's see if she'll revert.

I classify trades two ways: 1) defined risk, undefined risk. With undefined risk trades, I examine the distribution of returns, the maximum loss, and the standard deviation of the returns. If the distribution of risk to achieve the returns is small, I'll consider the undefined risk trades...

1.27 support was at 11038. Sep Euro's low is 11042. We are still attempting to get long euro at this point, missing entry by two ticks. With the euro at these levels it will be down +90 ticks, and as stated from the previous posts, back to back days of down 80 ticks or more are RARE. Good...

I like to test simple ideas in the market place. It is my belief the best edges lie in correlations between two variables for two reasons: 1) easy to quantify and 2)easy to identify execute when present. With that said, how does the market fare when attempting to replicate its previous...

1.27 Fib Extension may provide good support tonight on a very weak market.

Weakness begets weakness in EUR/USD. Since 2001 there have been 33 occassions where the Euro Currency futures have been down over 80 ticks. Out of these 33 occassions the euro has continued its selloff overnight of at least 20 more ticks from the next day's open 25 times. We have been...

When I get the chance I'll post a graph with the signals for you to go over.

The move from the June lows in rates has happened quicker than any other rally. This may signal that indeed a MAJOR bottom has been placed in rates, but for now the market still has most of the characteristics of previous bear market rallies. We are wrong above 5.8 which I don't have the...

:D Show me the way:D

Technical analysis of 30 year bond via $TYX.X. If patterns hold, 30 year futures should rally back to the 111-112 level. We are long bonds from the 78.6% retracement level.

Following the expiration continuation edge, we are entering longs for 1 day and 9 day periods. We should see a minimum low of 992.50 in the SPU today according to S&P stats, so that is where we entered.