1 Short term (Daily timeframe)

1.1 Briefing

1.2 Pulse

1.3 Economic calendar

Expect low volatility before and high volatility after events.

Time (ET) Statistic Analyst expectation Prior
8:30 AM Nonfarm Payrolls 155K 160K
8:30 AM Nonfarm Private Payrolls 160K 171K
8:30 AM Unemployment Rate 4.9% 5.0%
8:30 AM Hourly Earnings 0.2% 0.3%
8:30 AM Average Workweek 34.5 34.5
8:30 AM Trade Balance -$41.6B -$40.4B
10:00 AM Factory Orders 1.6% 1.1%
10:00 AM ISM Services 55.4 55.7

Also see: fxstreet, bloomberg, marketwatch, FED 2 months schedule, Time converter

1.4 Volume of short sales

Short sales on NYSE are a measure of fear. Increases could indicate insider information about bad news. But also remember that higher prices will force short sellers to buy and fuel the up-move.

1.5 Machine learning (intermarket analysis)

1.5.1 Neural Network: FLAT

Read about NNs.

The bottom line is that NNs are not the holy grail. Look on the table below to see if recent predictions in same direction were sucessful.

      predicted
actual BUY FLAT SELL
  BUY    8   21   10
  FLAT   7   16   11
  SELL   4   12   10

1.5.2 Random Forest: FLAT

Read about RFs

The bottom line is that RFs are not the holy grail either;-). Look on the table below to see if recent predictions in same direction were sucessful.

      predicted
actual BUY FLAT SELL
  BUY   10   26    3
  FLAT   4   28    2
  SELL   9   13    4

1.5.3 I look for false breakout today

2 Mid term (weekly timeframe)

2.1 COT positions of Asset Managers and Non reportables in the S&P 500

Read the sentiment of institutional asset managers (smart money). One should consider the net position and the change over the last weeks in relation to price. Also spot differences between non-reportables and asset managers sentiment change.

Typically, price moves are correlated with what large speculators (asset managers) do, so monitoring their positions can act as a confirmation for trade signals seen in the price action.

2.2 Advance/Decline, Advance/Decline Volume Weighted (AMEX)

2.3 New 52 week H/L (AMEX)

2.4 Intra Month Seasonality

3 Long term (monthly timeframe)

3.1 Stocks vs. Bonds (Earnings)

3.2 Stocks vs. Bonds (Dividends)

3.3 Hussman’s recession index: High risk

Read more about H index

3.4 Gebert indicator (DAX): Value 3 - Position Long

Read more about G indicator

3.5 SP500 Seasonality