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2015/01/02

2015


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2015

Everyone here at Trading Advantage hope that you all had a wonderful and safe New Year's eve and day.  With the slightly elevated volatility of the previous months, 2015 is looking like a very nice year indeed.  Good luck in all of your trading endeavors this coming year.

The picture below was recently on the cover of USA Today; however, it sums up 2014 in a nutshell.  Will it continue?

Trade well and follow the trend, not the perma-bull OR perma-bear "experts."

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As we say goodbye to 2014, let me reflect a bit on this volatile year. We achieved new highs and continued to chase after them. For the first time In nearly 3 years, we had enough panic in the market to suspect we could have a major slide take place. Instead, buyers continued to buy dips and we achieved new all time highs. We achieved new all time highs as recently as Dec 26th of 2014. This has technically been a bull market since 2009, but the last 2 years have been amazing. Averaging almost a new record high once a week since late 2013! This brings me to our first trading day of 2015. As usual, we should expect the markets to push higher today. With Fund managers and institutional firms alike taking on new investments, we usually see a nice surge of buying today. As far as the rest of the month, that is when we could see a pullback if recent history is correct. I think we don't pullback much, but instead rally back if retail numbers are better than suspected. That could easily be the case, as consumers hit record numbers for online purchases and foot traffic was better than previous years. Plus with crude futures continuing lower, this is a major plus for consumer spending. I personally think 2015 will be a tale of two halves. One where we rally, and one where we fall. If the markets react negatively to the FOMC raising interest rates, that could be the catalyst for a correction. Now we also speculated that could be the case for ending QE, but the Fed did a marvelous job of warning that markets to allow it absorb the shock. Once QE actually was ended, the market had already priced in the news. Since then we have pushed and continue to push for new highs. Hopefully 2015 will be more fruitful than 2014 for your portfolio.

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TECHNICAL DATA
ES 2075.25/2052.25
POC 2052.75
YM 17,948/17,762
NQ 4291.75/4234.25
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Over the past 18 months or so we have discussed Unusual Option Activity (UOA) at length.  Our analysis quite frankly has not proven UOA to be any sort of panacea.  Just should we just ignore it?  I don't think so.  Like most things, the truth is not clear cut.  We have proven, at least to ourselves, that blindly following UOA is a random walk at best.  But there are a couple of instances where it can lead to something more compelling.  Let's start with an assumption that an instance of UOA where someone selling new positions of puts is most likely one of two things, either has no position and wants to take a position at a lower point or is not short the underlying.  If you are short the underlying, typically you are not selling puts against it.  It doesn't make margin sense to approach things like that.  So, given that the position is sufficient in size, this could be a further piece of evidence that this is a bullish signal.  This is especially true if it makes sense in a technical analysis framework.  

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The hypothetical signal results shown above represent signals offered in real time in the training room. A signal does not get posted unless there is a reasonable likelihood that if an order had been placed it would have been executed. Further, adjustments are made to simulate the costs of commissions. Past performance is not necessarily indicative of future results. The posted information is shown for educational purposes only and no signal shown was actually executed as a trade.

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