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Mean Reversion


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#1 redfoliage2

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Posted 03 September 2020 - 07:26 AM

Yesterday SPX closed st 2.2 X the 50 day STEDEV, and 1.86 X the 10 day STEDEV.  A record?  We should see some degrees of mean reversion from here ....................



#2 redfoliage2

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Posted 03 September 2020 - 07:29 AM

All the three major indices are on the same ground in terms of STEDEV .........................



#3 redfoliage2

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Posted 03 September 2020 - 08:20 AM

This abnormality was likely caused by the beginning of the month repositioning and so the mania is not sustainable  .....................


Edited by redfoliage2, 03 September 2020 - 08:21 AM.


#4 da_cheif

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Posted 03 September 2020 - 09:03 AM

This abnormality was likely caused by the beginning of the month repositioning and so the mania is not sustainable  .....................

mania? what mania  ....the dow hasnt seen a new high in 7 months......mania like uve never seen before is coming....btw calling this a mania tells me you arent making any money on the upside    ....i cud be wrong tho... u hava lot of company being fearful  AAII shows more bears than bulls


Edited by da_cheif, 03 September 2020 - 09:06 AM.


#5 typicalbear

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Posted 03 September 2020 - 09:50 AM

 

This abnormality was likely caused by the beginning of the month repositioning and so the mania is not sustainable  .....................

mania? what mania  ....the dow hasnt seen a new high in 7 months......mania like uve never seen before is coming....btw calling this a mania tells me you arent making any money on the upside    ....i cud be wrong tho... u hava lot of company being fearful  AAII shows more bears than bulls

 

 

He made a good call yesterday....give him some credit.



#6 LMF

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Posted 03 September 2020 - 09:54 AM

The crap mode TQQQ vs. VIX has to show up sooner or later with both bullish 60 minute time frame. Usually that means see you at the 15 minute 200 MA on TQQQ. Not a really big deal......the MM guys would rather not have to work too hard. The .inventory grab.....

Edited by LMF, 03 September 2020 - 09:55 AM.


#7 da_cheif

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Posted 03 September 2020 - 10:01 AM

 

 

This abnormality was likely caused by the beginning of the month repositioning and so the mania is not sustainable  .....................

mania? what mania  ....the dow hasnt seen a new high in 7 months......mania like uve never seen before is coming....btw calling this a mania tells me you arent making any money on the upside    ....i cud be wrong tho... u hava lot of company being fearful  AAII shows more bears than bulls

 

 

He made a good call yesterday....give him some credit.

 

credit .....I  will send him a gift card for the outback



#8 brucekeller

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Posted 03 September 2020 - 10:03 AM

If I just constantly said the market is going up, I'd only be wrong a few times a year or at worst a whole year or two. It's a pretty good strat tbh, it's like buying and holding. 



#9 da_cheif

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Posted 03 September 2020 - 10:14 AM

If I just constantly said the market is going up, I'd only be wrong a few times a year or at worst a whole year or two. It's a pretty good strat tbh, it's like buying and holding. 

but can u do it?



#10 redfoliage2

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Posted 03 September 2020 - 10:16 AM

 

This abnormality was likely caused by the beginning of the month repositioning and so the mania is not sustainable  .....................

mania? what mania  ....the dow hasnt seen a new high in 7 months......mania like uve never seen before is coming....btw calling this a mania tells me you arent making any money on the upside    ....i cud be wrong tho... u hava lot of company being fearful  AAII shows more bears than bulls

 

Not exactly mania, it's bipolar ................


Edited by redfoliage2, 03 September 2020 - 10:23 AM.