The ACD Method

Long term I believe the moves in the Yen complex will be unbelievable. Short term as long as the number lines stay confirmed, I expect more upside follow through.
 
Maverick74 said:
ES confirmed for me as well. I tend to discount it a little until all the indices confirm. The Dow also confirmed for me. In my humble opinion the small stocks should lead on the way down if we are really going to see some follow through. So watch that Russel like a hawk.
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Hello Mav,

If you don't mind, what dates did your ES and Dow confirm?

Thanks
 
Some general commentary on the market:

All my indices have re-set and ES and YM are confirmed negative.
Bonds are still negative but close to re-setting.
The Yen crosses are weakening
Nikkei is holding up well.
WTI confirmed but the 5 is -2 (remember what that means)
Natty in chop mode.
Dollar index in chop mode.
 
Quick topic for discussion since the focus recently has been on number lines. I am going to do this myself at some point, but curious if yall have the data already. Has anyone looked at number lines done on a continuous contract vs number lines on the individual contract months? the thought has been on my mind the past year as my trade group focuses a lot on grains as well as energies, and the spreads in grains the past 2 years have gone from extreme inverse to large carries and now back to -0-. we have a different (non ACD) method on trading those spreads, but curious about the difference in number line "performance" (and I know that is a bad term to use in this case) on the outright flat price when taken in roll adjusted vs non charts.
 
rt5909 said:
Quick topic for discussion since the focus recently has been on number lines. I am going to do this myself at some point, but curious if yall have the data already. Has anyone looked at number lines done on a continuous contract vs number lines on the individual contract months? the thought has been on my mind the past year as my trade group focuses a lot on grains as well as energies, and the spreads in grains the past 2 years have gone from extreme inverse to large carries and now back to -0-. we have a different (non ACD) method on trading those spreads, but curious about the difference in number line "performance" (and I know that is a bad term to use in this case) on the outright flat price when taken in roll adjusted vs non charts.
More...

I usually get the same values when tracking an ETF vs a prompt month contract. The ETF basically has the roll priced in. I've also track cash indices that also discount the forward curve through time and tend to get the same values. Not sure if that answers your question. As I've said before, the key is to not over rely on a specific number (Robert Yanks) but rather to get a feel for what that number is telling you. So even if a number line is off by a few values, I don't think your feel will change.
 
I hear ya Mav.

My Dow NL confirmed on the 25th and my SPY could confirm tomorrow. My 5 days are strong negative momentum. Your recent comments on how you tie in the 5 day with the 30 was just outstanding. Thanks for that solid gold nugget.

All my sectors have reset and XLK and XLV have confirmed with very strong 5 day momentum.
 
Hey guys, I was curious to find out how you handle holidays like these where we have a trading halt and then settle the next day for the purposes of scoring? I know I would want to use today's settle but I am unsure about the A levels. Obviously, I have no doubt what today's score is regardless of the holiday dilemma but just for my understanding going forward I was curious how others handle this.

Thanks.

EDIT: Found this note by Mav sometime last year so maybe this is the way to go:

"I came up with a solution for that. I score the holiday. And score the day after and average the two into one data point."
 
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