Archive for the ‘Global’ category

S&P500 anticipated and happened

S&P500.60MIN 1,300 SUPPORTS HELD, YET THE PREFERRED WAS REVISED ANTICIPATED ALPHA.GLOBAL.200411
Although our anticipated supports held, we needed to review our count on March-April price action and label it as subdivisions circle i and circle ii of wave 5. A break above 1,322 would reinforce the bullish scenario. While a drop below 1,295 is in favor of the alternate bearish case.

S&P500.60MIN HAPPENED
Prices resumed the rally and achieved our targets at 1,370. We’re probably still on wave circle iii and this should extend at least till 1,380 on the short term.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the Orpheus Research products.

Coverage Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 04 May 2011 | Comments (0)

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Categories: Global Indices, Research Updates

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S&P500 anticipated and happened

S&P500.60MIN 1,300 SUPPORTS HELD, YET THE PREFERRED WAS REVISED ANTICIPATED ALPHA.GLOBAL.200411
Although our anticipated supports held, we needed to review our count on March-April price action and label it as subdivisions circle i and circle ii of wave 5. A break above 1,322 would reinforce the bullish scenario. While a drop below 1,295 is in favor of the alternate bearish case.

S&P500.60MIN HAPPENED
Prices resumed the rally and achieved our targets at 1,370. We’re probably still on wave circle iii and this should extend at least till 1,380 on the short term.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the Orpheus Research products.

Coverage Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 04 May 2011 | Comments (0)

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Categories: Global Indices, Research Updates

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The Dollar Collapse?

Now that EURUSD has broken a primary true trendline and heads to next resistance at 1.5, the dollar collapse is in the news. From a sentiment point of view the fall in dollar is nearly 12 month old and EUR has strengthened 25% against dollar during this period. This is a good time for sentiment to get bearish on dollar. If we go back in Jun 2010, it was EUR collapse that was in the news. And street talk was about EUR Dollar Parity. Sentiment rolls over with time. Now 1.5 is a key resistance for EURUSD and respective levels should also mark a sentiment extreme against Dollar. Above this the EURUSD price structure from Jun 2010 low does not seem to be a five wave trended structure. It looks more like a 3 wave corrective counter trend.

From a cycle point of view the weekly UUP Dollar ETF Jiseki cycles (red, blue, grey) are bottoming and suggesting that Dollar is more likely to bottom against global currencies than otherwise. Whether it take a few weeks or another quarter more is hard to say now. But when the dollar will reverse, the move should be secular and a larger one than what we have seen on 12 month EUR strengthening. Dollar could strengthen for a few years. What it means for European Union and what it means for the world at large, is something sentiment can not understand or visualize now. Sentiment like everything follows time. When the cycle is up, sentiment is up and vice versa. After 1.5 EURUSD we review.

In this latest Alpha Global we have carried Short Commodity ETF DDP daily and weekly Jiseki cycles. On the daily cycles DDP shows signs of bottoming while on an Intermediate time frame the commodity secular trend remains down. This means that even of commodity on an aggregate basis might fall, the larger multi year trend on commodities is still up. Copper, Sugar, Silver, Cotton are the top ranked over a quarter and hence most likely to continue underperformance. While Wind, livestock, Wheat, Cocoa are the worst commodities, which are likely to outperform. US Equity worst rankers (which are best potential holds and outperformers) are EXC, ERS, RTN, WPO. On Forex rankings US Dollar is the worst and Australian Dollar and Swiss Franc are the top rankers suggesting some underperformance on Australian dollar and Swiss Franc. The report also carries an Alpha Global hedge Portfolio.

 

Bibliography – Index

1: The Divergence Cycles0

2: The BRIC Model from a Japanese Perspective – Pre and Post Financial Crisis Review and Forecasts1

3: Time Fractals2

4: Temporal Changes in Shiller’s Exuberance Data3

5: Time Duration Decay in Romanian Capital Markets4

6: MTA Knowledge base – Performance Cycles5

7: Mean Reversion Cycles6

For regular updates on performance Cycles on Toronto Stock Exchange assets write to us today for a free trial for Orpheus Time Analytics.

Time Triads, Time Fractals, Time Arbitrage, Performance Cycles are terms coined by Orpheus Research. Time Triads is our weekly market letter. The report covers various aspects on TIME patterns, TIME forecast, alternative research, emerging markets, behavioral finance, market fractals, econohistory, econostatistics, time cyclicality, investment psychology, socioeconomics, pop cultural trends, macro economics, interest rates, derivatives, money management, Intermarket trends etc.

 


Author: | Date: 28 April 2011 | Comments (2)

Categories: Agro, Agro Commodities, Forex, Global, Global Equity, Global Pairs, Metals, Research Updates

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SETI 1,105 target achieved

SETI.DAILY 1,105 TARGET ACHIEVED AND THERE’S STILL MORE UPSIDE

Just reached our long anticipated targets around 1,100. We’ve initially stated that this would be the maximum extension level for wave 5 of (5). Yet we miss some subdivisions, which means that the current impulse could be extending for 1,165.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the Orpheus Research products.

Coverage Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 20 April 2011 | Comments (0)

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Categories: Global Indices, Research Updates

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Alpha Global Indices – The DAX case

DAX.60MIN OVER REACTIVE MACD SUGGEST AT LEAST ONE MORE HIGH

Still holding above the 7,050 key supports. Yet we had to marginally adjust our count to fit the size of the recent correction. We have labeled it as wave circle iv and we are waiting now for wave circle v to rise till 7,650.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the Orpheus Research products.

Coverage Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 13 April 2011 | Comments (0)

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Categories: Global Indices, Research Updates

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N225 pulled back at anticipated 9,900

As expected, impulsive wave 1 ended near 9,900 levels and we are now in the corrective mode. Ideally, we should resume the up trend from 9,240 supports. However, this corrective wave 2 could become much sharper so we’ll leave it some space. A clear break above 9,900 would indicate that wave 3 has started.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the Orpheus Research products.

Coverage Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 06 April 2011 | Comments (0)

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Categories: Global Indices, Research Updates

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The inverted silver


We have inverted silver to have a better look in terms of what the exponential commodity is up to. The primary structure (Fig 1) suggests that prices are completing a 5 primary which equals 1.618 times of the 3 primary at current levels. Though we have no reversal signs yet, the climactic look suggests that we are in for an extreme which is not going to end very well for a section of market which likes extreme trading.

Fig 2 also illustrates a daily completing five legged structure. There is no reversal signal on Silver yet, but considering we are heading into a key price projection it’s imperative to understand the price structure and look for any potential reversals.

Prices have started to form a potential daily Key Reversal bar today (Fig 3). However, the subminor move lower does not look like a five wave structure (Fig 4). A break at 37.6 channel highs would suggest that we are in for a push till 37-36 and then a final push back to 40-41 when the current formation should reverse for at least a few weeks. It’s only then can we look for a large primary reversal. At this stage it’s best to wait for price confirmation and trade low exposure. Trading extremes is not for everyone.

To read more of such updates on subscribe to Orpheus Research Reports.

This article is written for ATMA

Time Triads, Time Fractals, Time Arbitrage, Performance Cycles are terms coined by Orpheus Research. Time Triads is our weekly market letter. The report covers various aspects on TIME patterns, TIME forecast, alternative research, emerging markets, behavioral finance, market fractals, econohistory, econostatistics, time cyclicality, investment psychology, socioeconomics, pop cultural trends, macro economics, interest rates, derivatives, money management, Intermarket trends etc.

Author: | Date: 05 April 2011 | Comments (0)

Categories: Global, Metals, Research Updates

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S&P500 bullish preferred scenario

S&P500.60MIN SWITCHED TO A BULLISH PREFERRED SCENARIO
Pushed significantly above 1,313, so we’ve decided to go with a new preferred scenario which aims for new highs at 1,370. The bullish count labels the recent decline as wave 4 and gets confirmed once prices climb above 1,332. Meanwhile, the bearish count becomes the alternate scenario as it still stands chances for now.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the Orpheus Research products.

Coverage Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 30 March 2011 | Comments (0)

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Categories: Global Indices, Research Updates

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S&P500 bullish preferred scenario

S&P500.60MIN SWITCHED TO A BULLISH PREFERRED SCENARIO
Pushed significantly above 1,313, so we’ve decided to go with a new preferred scenario which aims for new highs at 1,370. The bullish count labels the recent decline as wave 4 and gets confirmed once prices climb above 1,332. Meanwhile, the bearish count becomes the alternate scenario as it still stands chances for now.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the Orpheus Research products.

Coverage Global: Dow 30 components, Global Indices, ETF SPDRS, Commodities

Dan-Andrei Rusu graduated in 2005 the Faculty of Economics Cluj-Napoca, “Dimitrie Cantemir” University. In the same year he joined BT Securities as a financial analyst. He is currently the Head of Research at BT Securities and a speaker with Romanian Brokers’ Association. He is an MTA (Market Technicians Association, New York) affiliate and cleared CMT level 1 exam. He is a contributing columnist for Orpheus Capitals for the ALPHA GLOBAL INDICES.


Author: | Date: 30 March 2011 | Comments (0)

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Categories: Global Indices, Research Updates

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Dogs of the Dow

 

Michael O’Higgins 1991 strategy proposed that allocation in the ten highest dividend paying Dow components is an approach to beat the business cycle. For us outperformance is not just about dividend as a fraction of price but also about absolute performance. A worst performing asset is a potential outperformer and vice versa.

Higgins made entry in his dividend strategy simple by specifying it as an annual selection. The annual selection assumed a yearly cycle. Unlike annual cycles, Jiseki performance cycles work over multiple degrees of time. So entry for us is linked with the holding period (risk profile) of the investor.  The entry for performance cycles can also be judged visually when the Jiseki cycles turn up.

Now for us the other Dog of the Dow, ProShares Short Dow30 ETF is getting ready to outperform. Not only it’s in the worst 20% among 1000 global composite asset universe over an intermediate period but also the Jiseki cycles are oversold. We anticipate a trading reversal soon on the DOG.

To read more of such updates on subscribe to Orpheus Research Reports.

This article is written for ATMA

Time Triads, Time Fractals, Time Arbitrage, Performance Cycles are terms coined by Orpheus Research. Time Triads is our weekly market letter. The report covers various aspects on TIME patterns, TIME forecast, alternative research, emerging markets, behavioral finance, market fractals, econohistory, econostatistics, time cyclicality, investment psychology, socioeconomics, pop cultural trends, macro economics, interest rates, derivatives, money management, Intermarket trends etc.

 


Author: | Date: 27 March 2011 | Comments (0)

Categories: Global, Global Indices, Research Updates

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