Test Result (T2)
This is another set of test T2 result (No tuning).
Rev A - Make some changes to EA. The unexpected result may due to markets move in my flavour. Need to monitor to see whether subsequent week produce the positive result.
Sunday, February 1, 2015
EA Result (30 Jan 15)
Tuned Result (G1)
Test Result (T2)
This is another set of test T2 result (No tuning).
Rev A - Make some changes to EA. The unexpected result may due to markets move in my flavour. Need to monitor to see whether subsequent week produce the positive result.
Test Result (T2)
This is another set of test T2 result (No tuning).
Rev A - Make some changes to EA. The unexpected result may due to markets move in my flavour. Need to monitor to see whether subsequent week produce the positive result.
US Dollar Index new high again
US Dollar hit another new high this week at 95.85 but closed with a -ROC at 95.05
USD Impact currencies/Gold/Crude(wow)
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V3Go Sentiment Graph
USD sentiment continue to stay near it peak. Till now, the sentiment did not repeat last year pattern.
USD Impact currencies/Gold/Crude(wow)
Weekly chart with 50 SMA
Commodities Update - 31 Jan 15
BDI hit new low to 608 (30 Jan) from 720 (23 Jan) after the US sub prime crisis.
One of the contributing factor could be seasonal effect, Lunar New Year is on Feb and China factory will be shutting down for about 2 weeks, thus shipping is slowing down. Where as last year (2014) which is at end of Jan. Another contributing factor could be crude oil, as I came across some reports mentioned that traders used supertanker as crude storage and wait for the higher price to sell off. Thus this also meant crude supply is more than demand.
BDI will need to pick up again by 3rd or 4th week of Feb if the economy is back on track to grow.
Summary
This week most energy commodities closed higher on Fri closing, while other commodities are either weak or mixed.
I may consider to trade if there is a long signal on the following:
UT
Neutral
DT
COT
Instruments that show buying interest by Producer/Merchant/Processor/User
Down Trend
Neutral
Up Trend
Instruments that show selling interest at extreme (2) only by Producer/Merchant/Processor/User
Down Trend
Note
(1) COT Index >= 90
(2) COT Index <= 10
(3) No COT data available
Down Trend and Up Trend is based on 50 Simple Moving Average
One of the contributing factor could be seasonal effect, Lunar New Year is on Feb and China factory will be shutting down for about 2 weeks, thus shipping is slowing down. Where as last year (2014) which is at end of Jan. Another contributing factor could be crude oil, as I came across some reports mentioned that traders used supertanker as crude storage and wait for the higher price to sell off. Thus this also meant crude supply is more than demand.
BDI will need to pick up again by 3rd or 4th week of Feb if the economy is back on track to grow.
Summary
This week most energy commodities closed higher on Fri closing, while other commodities are either weak or mixed.
I may consider to trade if there is a long signal on the following:
UT
- Corn, Wheat
- Orange Juice
- Gold, Silver
- palladium
- Platinum
- Cocoa Bulk Bean (UK) (3)
Neutral
- Sugar Raw
DT
- Oats
- Lumber
- Cotton
COT
Instruments that show buying interest by Producer/Merchant/Processor/User
Down Trend
- Cocoa
- Sugar Raw
- Coffee Arabica
- Oats (1)
- Soybeans
- Soybean Oil
- Soybean Meal
- Corn (From UT to DT)
- Wheat (From UT to DT)
- Feeder Cattle
- Rough Rice (1)
- Lumber (1)
- Natural Gas (1)
- Copper (1)
- Cotton (1)
Neutral
- Palladium
Up Trend
- None
Instruments that show selling interest at extreme (2) only by Producer/Merchant/Processor/User
Down Trend
- Crude
Note
(1) COT Index >= 90
(2) COT Index <= 10
(3) No COT data available
Down Trend and Up Trend is based on 50 Simple Moving Average
Indices Performance Chart - 31 Jan 15
Most markets closed lower between 1 to 3% this week except for China A50 down by 6% while Switzerland, Sweden and Australia closed higher up to 1%.
Instruments that show buying interest from Dealer/Intermediary (sell-side participants)
Up Trend
Note
(1) COT Index > 90
Down Trend and Up Trend is based on 50 Simple Moving Average
My added position for this week was cut. It seem that US indices going to test 2nd support, Russell seem to be resilience. I will still consider to add new position as long there is a signal for me to long but size is small while continue to hold small short position to hedge some of my previous long positions.
Instruments that show buying interest from Dealer/Intermediary (sell-side participants)
Up Trend
- Russell (decreased for 1st week)
- Nasdaq (increased for 3rd week)
- S&P (decreased for 1st week)
- Dow (increased for 3rd week)
Note
(1) COT Index > 90
Down Trend and Up Trend is based on 50 Simple Moving Average
My added position for this week was cut. It seem that US indices going to test 2nd support, Russell seem to be resilience. I will still consider to add new position as long there is a signal for me to long but size is small while continue to hold small short position to hedge some of my previous long positions.
Monday, January 26, 2015
EA Result (23 Jan 15)
Tuned Result (G1)
Test Result (T2)
This is another set of test T2 result (No tuning).
Test Result (T2)
This is another set of test T2 result (No tuning).
Another new high for US Dollar Index
US Dollar hit a new recent high at 95.78 and closed slightly lower at 95.32. USD continue to remain strong.
USD Impact currencies/Gold/Crude(wow)
.jpg)
USD Impact currencies/Gold/Crude(wow)
Weekly chart with 50 SMA
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