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vtoreport 1971-2004


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#1 deacon

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Posted 20 December 2006 - 01:31 PM

i have an email of the vtoreport holiday page i took when he said he was closing the site, there was a poster who had an 'internet way back' link for you all to see it last year day before Christmas 25-9 day after 24-10 1971-2004 i always think of vto when 5 day rsi is below 30, and we had that on RUT yest. along with 50MA and bollinger band touch, russell strongest today on indexes

#2 arbman

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Posted 20 December 2006 - 01:46 PM

btw, what happened to the new vto report at TT?

#3 BigBadBear

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Posted 20 December 2006 - 02:54 PM

Seasonality is a double edged sword. and this year we have NOT been performing according to seasonality. Will remain short.

#4 deacon

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Posted 24 December 2006 - 08:50 PM

the november 1st correction week was certainly one that blew out seasonality

we can't globex or ecbot til 5am ct tuesday, terror foiled or not should be known by then
http://www.futuresem...cot/holiday.htm

study some cot reports while we wait?
http://www.futuresem...m/cot/cotp2.htm

or:
"Closing comment:
The trading days between Christmas and New Years are usually just the lowest volume trading days of the year and taking new positions or trying to trade is just very difficult when most market participants are not around.
Act like a professional trader, and go away for the week!
Good luck and good trading!
Merry Christmas!"
George Slezak

seems like we will have the usual +100 dow blast up if there is no terror by the time we open tuesday
one way to play it would be to stop in long about dow 12361, the previous all time high and 'stair-step', or buy a 'break and hold above 12361' we closed on the many times supporting 20DEMA
http://stockcharts.com/h-sc/ui?s=$ind...id=p47296180452

the vtoreport QQQQ long is initiated as rsi(5) is about 18
vto rules were to sell that long at rsi(5) 50 touch
a snap back to 5 DMA might pause it

vtoreport stats for last trading day of december were +85% up, and 1st trading day of new year not so bullish, less than 50% up

bears got a bit of luck with the 'terror a certainty over holiday' trumpeting

remains to be seen if the bulls got a bit of luck in the lower prices ahead of window dressing

SOX began a 15% run straight up the 1st trading day of last january, they are coming in low with alot of tax loss selling, do we have a 2006 redeux