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  1. Junkou

    S&P 500 going to 4100 again?

    Next target is around 3930, and the second target will be about 4050. The index has been back and forth between these lines.
  2. Junkou

    Start trading wheat

    After deploying the wheat future prediction system to one large commodity importer, we have added the wheat trading to our business. The only prediction that we haven't traded is the Bitcoin. We prefer the wheat ETF over the futures to avoid the expiration issue. We don't use leverage anyway.
  3. Junkou

    Market bottom seems near

    see my post, 15% so far.
  4. Junkou

    Market bottom seems near

    Dudes, am I right here? The original MAGIC model also suggests a buy signal.
  5. Junkou

    Market bottom seems near

    From the relative return viewpoint, the market is approaching the bottom and growth sees the sight of life.
  6. Junkou

    Market falls faster than up

    Good for you. Then you should be better in predicting the spread.
  7. Junkou

    Market falls faster than up

    Because you can't predict the market directions, but spread between different indices is relatively predictable.
  8. Junkou

    Market falls faster than up

    First I make big picture predictions, then trade on much higher frequency on the same direction when the ratios cross certain resistant and support lines.
  9. Junkou

    Market falls faster than up

    The best way is still doing pairs day trading
  10. Junkou

    Market timing and style rotation

    Seeking safety in the spread trading:
  11. Junkou

    Market timing and style rotation

    Stocks go from shaky to unhinged. Market is not at the bottom until we see rotation into growth, i.e. Long NQ and Short RTY.
  12. Junkou

    Market timing and style rotation

    May 3 was about flat.
  13. Junkou

    Market timing and style rotation

    What a timely timing:
  14. Junkou

    Market timing and style rotation

    I will test your approach with intraday data.
  15. Junkou

    Market timing and style rotation

    Over the weekend, I have also applied the similar methodologies of style rotation into Chinese market. It turns out the results are very good. Following chart shows the predictions on CSI 500 Index vs CSI 500 Index. It's also very interesting that when the prediction is to long CSI 500 Index...
  16. Junkou

    Market timing and style rotation

    And NQ, average about 100 points. Trading between 9:15am and 16pm: This chart has longer time horizon, and its predictions will also map to the faster predictions in the previous chart.
  17. Junkou

    Market timing and style rotation

    while predicting the directions of the market is very hard, I do manage to come up with the day trading tool to trade ES, gaining average 30 points in April.
  18. Junkou

    Market timing and style rotation

    And some sample predictions:
  19. Junkou

    Market timing and style rotation

    Another big down day! A good day for the long/short strategy based on style rotation and factor timing. The attached simple chart shows how I do the modelling.
  20. Junkou

    Market timing and style rotation

    I also like the pair of QQQ (TQQQ, SQQQ)-IWM(TNA, TZA) given that I can trade the pair in the retirement accounts which don't allow short. There are also e-mini, micro e-mini futures for automatic day trading.
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