1 Charts

1.1 SPY - SPDR S&P 500

1.1.1 30 min

1.1.2 Last 7 months

1.1.3 Weekly chart

1.2 TLT - iShares 20+ Year T-Bond

1.2.1 30 min

1.2.2 Last 6 months

1.2.3 Weekly chart

1.3 GLD - SPDR Gold Shares

1.3.1 30 min

1.3.2 Last 6 months

1.3.3 Weekly chart

2 Daily indicators

2.1 Economic calendar

Expect low volatility before and high volatility after.

## [1] "No important data sheduled today."

Time (ET) Statistic Analyst expectation Prior ———- ———- ——————– ——

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

2.2 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.

2.3 Machine learning (intermarket analysis)

2.3.1 Neural Network: BUY

Read about NNs.

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

      predicted
actual BUY FLAT SELL
  BUY    4    9    2
  FLAT   7   45    2
  SELL   4   24    2

2.3.2 Random Forest: SELL

Read about RFs

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

      predicted
actual BUY FLAT SELL
  BUY    1   14    0
  FLAT   4   49    1
  SELL   1   29    0

2.4 Overall I look for long trades!!!

3 Weekly

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

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.

3.2 A/D & A/D Volume (AMEX)

3.3 Long term A/D & A/D Volume (AMEX)

3.4 New 52 week H/L (AMEX)

3.5 Intra Month Seasonality

4 Long term view

4.1 Stocks vs. Bonds (Earnings)

4.2 Stocks vs. Bonds (Dividends)

4.3 Hussman’s recession index: Little risk

4.4 Gebert indicator (DAX)

4.5 SP500 Seasonality