SPY (SP500 ETF) DAILY REPORT

All the following charts will be available as NinjaTrader plugin.

Subscription info: tradingcloud@gmail.com

1.- 20 DAYS PRICE PREDICTION (BETA).
The following chart is generated by a machine learning algorithm based on 100+ parameters. It looks for similar pattern in the price history of the
SPY etf. Vertical axis represents % return from the close on Friday March, 18.
Update: Vertical axis represents % return from the close on Friday March, 25
2.- ADAPTIVE PRICE CHANNEL.
The multi-year chart shows a central moving average line plus channel lines at a distance above and below, plus 200ma and 50ma.
The charts shows the last 200 days of price, a central moving average line plus channel lines at a distance above and below, plus 200ma and
50ma. A touch of the upper band or lower band itself does not constitute a buy or sell signal.
3.- NK MOMENTUM (NKM).
Is a proprietary non-parametric momentum indicator that you can´t find elsewhere. NKM value itself does not constitute a buy or sell signal.
Blue positive momentum, red negative. Last value still positive (near zero line).
4.- POTENTIAL TURNING POINTS.
Multi day high or low in relation with the bottom indicator above 0.7, can potentially be a turning point. Buying opportunities on pullbacks or
selling on retracements. Beware of breakouts as exceptions.
5.- SWING TRADING MODEL.
The swing trading model is a combination of two independent trend models: fractal peaks and highs-lows trend

5.1.- FRACTAL PEAKS TREND.

Trend indicator derived from fractal peaks lines. +1 uptrend. -1 downtrend. Money management is key, if you want to use the indicator in
isolation. Last value: -1 downtrend.
5.2.- HIGHS-LOWS TREND.
A close above the highs or below the lows trend (after eliminating high frequencies) marks a point of change.
6.3.- SWING MODEL.
Observations: (+2) Long. (+0.5) take partial profits. (-2) Short. (-0.5) take partial profits. Current position: Short
7.- Fixed width channel.
Slope down.

135

130

125

120

115

110

105

100 50 100 150 200 250 300

8.- SEASONAL TRADES.
Next seasonal trade March, 30 -> Long.
9.- PEARSON’s CORRELATION.
Five top price correlations. 5000 days of price history. % returns over next 120 days of trading.

Note: High dispersion of results.