Daily status of the futures of Gold (GC), WTI Crude (CL), Nasdaq 100 (NQ) and S&P 500 (ES)
Futures (ES, NQ, GC, CL) – 27 June 2017
27 June 2017
Daily status of the futures of Gold (GC), WTI Crude (CL), Nasdaq 100 (NQ) and S&P 500 (ES)
Futures (ES, NQ, GC, CL) – 23 June 17
23 June 2017
Daily status of the futures of Gold (GC), WTI Crude (CL), Nasdaq 100 (NQ) and S&P 500 (ES)
Options – 18 December 15 Monthly Income – Bull PUT on SPX
Update
14 December 2015
We closed this CALL credit spread and bought it back for $0.05. Overall, it was a small profit to be redeployed for the next trade.
8 December 2015
We sold a monthly CALL credit spread at 2135/2145 for $1.10. The total Return-on-Risk for this new trade is 1.10/8.90 = 12.36 % excluding transaction cost.
The PUT credit spread was closed for $1.75.
27 November 2015
We sold a monthly PUT credit spread at 2015/2005 for $1.15. The total Return-on-Risk for this new trade is 1.15/8.85 = 13.00 % excluding transaction cost. Expiration is at 9:30 am, 18 December 2015 (EST)
Options – 21 August 15 Monthly Income – Bull PUT on SPX
Update
21 August 2015
This PUT credit spread expired worthless. The Settlement price was 2015.47.
13 July 2015
We sold a monthly PUT credit spread at 1980/1970 for $1.30. The total Return-on-Risk for this new trade is 1.30/8.70 = 14.94 % excluding transaction cost. Expiration is at 9:30 am, 21
August 2015 (EST)
Options – 17 July 15 Monthly Income – Bull PUT on SPX
Update
13 July 2015
We closed this trade by buying it back for $0.05. Option expiration is this coming Friday morning.
15 June 2015
We sold a monthly PUT credit spread at 1980/1970 for $1.30. The total Return-on-Risk for this new trade is 1.30/8.70 = 14.94 % excluding transaction cost. Expiration is at 9:30 am, 17
July 2015 (EST)
Options – 18 June 15 Monthly Income – Bear Call on SPX
Update
5 June 2015
We closed this trade by buying it back for $0.05. Option expiration is another 2 weeks away.
18 May 2015
We sold a monthly CALL credit spread at 2185/2195 for $1.05. The total Return-on-Risk for this new trade is 1.05/8.95 = 11.7 % excluding transaction cost. Expiration is at 9:30 am, 19 June 2015 (EST)
The Academy of Stocks, Options, Futures and Forex (SOFF Academy) brings to you algorithmic trading and our latest development in the use of Artificial Intelligence (人工智能) for trading Stocks, Options, Futures and Forex. This is our way advancing the art of Technical Analysis and the proof of it is in our ability is an continuous uptrending Equity curve in our accounts.
Background
I am Jeff Toh and founder of the Academy of Stocks, Options, Futures and Forex. I am a Chartered Market Technician (CMT) with over 30 plus years of investing experience. Over the years, I have invested in mutual funds and stocks and traded in options, stocks and futures. I was an engineer in the telecommunications and broadcast industry for about 27 years since graduating from the University of Canterbury, New Zealand in 1986. One of my majoring subject was Expert Systems which has evolved and grown into Artificial Intelligence (AI, 爱) which I have utilised it in my trading systems.
Over the years, I have maintained an interest in AI (爱) and has seen its tremendous progress. Now, with the same dedication that I have spent over the nearly 3 decades in engineering and management, I am pioneering the use of algorithmic and AI (爱) in trading the global stocks, futures and forex market especially in the Asian region.
The Academy of Stocks, Options, Futures and Forex (SOFF Academy) has created our Artificial InteLLigence Heroine, LiLiHe (李丽鹤). The basic foundation behind LiliHe is the use of statistical analysis, fractals and waves momentum in Multi-TimeFrames. In greater details, it translate to Buying and Selling pressure using Pricing, Volume and Timing in multi-dimensions.
Fractals were made famous from the work done by Benoit Mandelbrot in Chaos Theory to describe the market seemingly random action. LiLiHe analyses and parses market data to seek out the superior market correlated signals in different timeframes. LiLiHe characterizes market conditions in the different timeframes and applies different algorithms as condition changes. The intent is to seek outsized returns of 30% – 150% in the markets (stocks, futures and forex) consistently.
I am the co-chair of the Malaysian Chapter of the Chartered Market Technicians Association. Please do not hesitate to contact me on jefftohch@gmail.com for any inquiries on training courses to take you to a long term journey to wealth!
Summary (Weekly Chart) $DJT – UpTrend. /YM – UpTrend and in a preliminary Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – UpTrend. /ES – UpTrend.
The UpTrend in the indices continues.
/CL – UpTrend. /GC – UpTrend. /ZB – UpTrend and in a Squeeze. HYG – UpTrend and in a preliminary Squeeze.
$DXY – DownTrend. EUR/USD – UpTrend. USD/JPY – DownTrend and in a Squeeze.
Summary (Daily Chart) $DJT – UpTrend. /YM – UpTrend and in a preliminary Squeeze. /RTY – UpTrend. /NQ – UpTrend and in a preliminary Squeeze. /ES – UpTrend.
/CL – UpTrend and in a tight Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend.
$DXY – DownTrend. EUR/USD – UpTrend. USD/JPY – DownTrend and in a weekly Squeeze.
Market Internals (Daily Chart) Market Sentiment – Very Bullish.Put/Call ratio – 0.62. Market Breadth – sloping upward showing gainers than losers. Volume Acc/Dis – sloping upward and showing accumulation. Vix – 22.21 and Vix Futures – 24.60. Skew – 139.75.
The indices are trending upward together with Bond and Gold futures.
Relative Strength – Sectors On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are /ES, SPX, SPY, XLP, XLY, XLK, XLB, XLV, XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLY, XLV, SPX, XLB, SPY, XLK, /ES, XLP, XLI, XLU, XLF and XLE.
Summary (The Week Ahead) $DJT – UpTrend. /YM – Up and in a Squeeze. /RTY – UpTrend. /NQ – UpTrend and in a Squeeze. /ES – UpTrend and in preliminary Squeeze.
The indices are trending upward and in their volatility compression.
/CL – Sideways and in a tight Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend. DBC – UpTrend.
Junk bond (HYG) and DBC are still in an UpTrend. This is a good indication that the bulls have the upper hand.
Market Internals Market Sentiment – Extremely Bullish. Put/Call ratio – 0.537.Market Breadth – sloping upward showing more gainers than losers. Volume Acc/Dis – sloping upward and showing accumulation. Vix –22.99. Vix Futures – 25.21. Skew – 139.59.
The indices continue grinding upward.
Relative Strength – Sectors.
On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLY, SPY, SPX, /ES, XLK, XLP, XLV, XLB, XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLY, XLK, XLV, XLB, SPX, SPY, /ES, XLP, XLI, XLU, XLF and XLE.
To Your Wealth! Would you like to learn to trade stocks, Options or Futures? Drop us an email at jefftohch@gmail.com or call +6010 4343 948. If you have been an unsuccessful trader and need personal tutorship, we can provide you with personal coaching to take you to be a profitable trader.
Summary (The Week Ahead) $DJT – UpTrend. /YM – Up and in a Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – UpTrend and in a Squeeze. /ES – UpTrend and in preliminary Squeeze.
The indices are trending upward and in their volatility compression.
/CL – Sideways and in a tight Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend. DBC – UpTrend.
Junk bond (HYG) and DBC are still in an UpTrend. This is a good indication that the bulls have the upper hand.
Market Internals Market Sentiment – Extremely Bullish. Put/Call ratio – 0.526.Market Breadth – sloping upward showing more gainers than losers. Volume Acc/Dis – sloping upward and showing accumulation. Vix –23.76. Vix Futures – 25.85. Skew – 141.64.
The indices continue grinding upward.
Relative Strength – Sectors.
On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are SPY, SPX, XLK, XLP, /ES, XLY, XLV, XLB, XLU, XLI, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLK, XLY, XLV, XLB, SPY, /ES, SPX, XLP, XLI, XLU, XLF and XLE.
To Your Wealth! Would you like to learn to trade stocks, Options or Futures? Drop us an email at jefftohch@gmail.com or call +6010 4343 948. If you have been an unsuccessful trader and need personal tutorship, we can provide you with personal coaching to take you to be a profitable trader.
Summary (The Week Ahead) $DJT – UpTrend. /YM – Up and in a Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – UpTrend and in a Squeeze. /ES – UpTrend and in preliminary Squeeze.
The indices are trending upward and in their volatility compression.
/CL – Sideways and in a tight Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend. DBC – UpTrend.
Junk bond (HYG) and DBC are still in an UpTrend. This is a good indication that the bulls have the upper hand.
Market Internals Market Sentiment – Extremely Bullish. Put/Call ratio – 0.526.Market Breadth – sloping downward showing more losers than gainers. Volume Acc/Dis – sloping downward and showing distribution. Vix –24.28. Vix Futures – 26.72. Skew – 141.77.
The indices continue grinding upward.
Relative Strength – Sectors.
On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are /ES, SPX, XLK, SPY, XLY, XLP, XLV, XLB, XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLK, XLV, XLY, SPX, SPY, /ES, XLB, XLP, XLI, XLU, XLF and XLE.
To Your Wealth! Would you like to learn to trade stocks, Options or Futures? Drop us an email at jefftohch@gmail.com or call +6010 4343 948. If you have been an unsuccessful trader and need personal tutorship, we can provide you with personal coaching to take you to be a profitable trader.
Summary (Weekly Chart) $DJT – UpTrend. /YM – UpTrend. /RTY – UpTrend and in a preliminary Squeeze. /NQ – UpTrend. /ES – UpTrend.
/CL – UpTrend. /GC – UpTrend and in a preliminary Squeeze. /ZB – UpTrend and in a tight Squeeze. HYG – UpTrend.
$DXY – DownTrend. EUR/USD – UpTrend. USD/JPY – DownTrend and in a Squeeze.
Summary (Daily Chart) $DJT – UpTrend. /YM – UpTrend and in a Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – UpTrend and in a Squeeze. /ES – UpTrend and in a preliminary Squeeze.
/CL – DownTrend and in a tight Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend.
$DXY – DownTrend. EUR/USD – UpTrend. USD/JPY – DownTrend and in a weekly Squeeze.
Market Internals (Daily Chart) Market Sentiment – Bullish.Put/Call ratio – 0.689. Market Breadth – sloping downward showing losers than gainers. Volume Acc/Dis – sloping downward and showing distribution. Vix – 24.46 and Vix Futures – 26.90. Skew – 141.56.
The indices are trending upward together with Bond and Gold futures.
Relative Strength – Sectors On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLK, SPY, SPX, /ES, XLP, XLY, XLB, XLV, XLU, XLI, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLK, XLY, XLV, XLB, SPX, SPY, /ES, XLP, XLI, XLU, XLF and XLE.
Summary (The Week Ahead) $DJT – UpTrend. /YM – Sideways and in a preliminary Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – Sideways and in a Squeeze. /ES – UpTrend and in preliminary Squeeze.
The indices are trending upward.
/CL – Sideways and in a Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend. DBC – UpTrend.
Junk bond (HYG) and DBC are still in an UpTrend. This is a good indication that the bulls have the upper hand.
Market Internals Market Sentiment – Bullish. Put/Call ratio – 0.689.Market Breadth – sloping downward showing more losers than gainers. Volume Acc/Dis – sloping upward and showing accumulation. Vix –24.76. Vix Futures – 27.40. Skew – 138.99.
The indices continue grinding upward.
Relative Strength – Sectors.
On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLP, XLY, SPY, /ES, SPX, XLV, XLK, XLB, XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLY, XLV, XLK, XLB, /ES, XLP, SPX, SPY, XLI, XLU, XLF and XLE.
To Your Wealth! Would you like to learn to trade stocks, Options or Futures? Drop us an email at jefftohch@gmail.com or call +6010 4343 948. If you have been an unsuccessful trader and need personal tutorship, we can provide you with personal coaching to take you to be a profitable trader.
Summary (The Week Ahead) $DJT – UpTrend. /YM – DownTrend and in a preliminary Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – Sideways and in a Squeeze. /ES – UpTrend and in preliminary Squeeze.
The indices are now moving upward.
/CL – Sideways and in a Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend. DBC – UpTrend.
Junk bond (HYG) and DBC are still in an UpTrend. This is a good indication that the bulls have the upper hand.
Market Internals Market Sentiment – Bullish. Put/Call ratio – 0.612.Market Breadth – sloping upward showing more gainers than losers. Volume Acc/Dis – sloping upward and showing accumulation. Vix –24.10. Vix Futures – 26.80. Skew – 140.86.
The indices are grinding upward.
Relative Strength – Sectors.
On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLP, SPY, XLY, SPX, XLV, /ES, XLB, XLK, XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLV, XLY, XLB, XLK, SPX, SPY, /ES, XLP, XLI, XLU, XLF and XLE.
To Your Wealth! Would you like to learn to trade stocks, Options or Futures? Drop us an email at jefftohch@gmail.com or call +6010 4343 948. If you have been an unsuccessful trader and need personal tutorship, we can provide you with personal coaching to take you to be a profitable trader.
Summary (The Week Ahead) $DJT – UpTrend. /YM – DownTrend and in a preliminary Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – Sideways. /ES – UpTrend and in preliminary Squeeze.
The indices are now moving sideways.
/CL – Sideways and in a Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend. DBC – UpTrend.
Junk bond (HYG) and DBC are still in an UpTrend. This is a good indication that the bulls have the upper hand.
Market Internals Market Sentiment – Bullish. Put/Call ratio – 0.634.Market Breadth – sloping downward showing more losers than gainers. Volume Acc/Dis – sloping downward and showing distribution. Vix –26.80. Vix Futures – 27.61. Skew – 139.64.
The indices are trading sideways.
Relative Strength – Sectors.
On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLP, XLY, SPY, XLB, SPX, /ES, XLV, XLK XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLY, XLV, XLB, XLK, XLP, SPX, SPY, /ES, XLI, XLU, XLF and XLE.
To Your Wealth! Would you like to learn to trade stocks, Options or Futures? Drop us an email at jefftohch@gmail.com or call +6010 4343 948. If you have been an unsuccessful trader and need personal tutorship, we can provide you with personal coaching to take you to be a profitable trader.
Summary (Weekly Chart) $DJT – UpTrend and in a preliminary Squeeze. /YM – UpTrend and in a preliminary Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – UpTrend. /ES – UpTrend.
/CL – UpTrend. /GC – UpTrend and in a preliminary Squeeze. /ZB – UpTrend and in a tight Squeeze. HYG – UpTrend and in a preliminary Squeeze.
$DXY – DownTrend and in a tight Squeeze. EUR/USD – UpTrend and in a preliminary Squeeze. USD/JPY – DownTrend and in a preliminary Squeeze.
Summary (Daily Chart) $DJT – UpTrend. /YM – DownTrend and in a preliminary Squeeze. /RTY – UpTrend and in a Squeeze. /NQ – DownTrend. /ES – UpTrend.
/CL – UpTrend and in a Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend.
$DXY – DownTrend. EUR/USD – UpTrend and in a preliminary Squeeze. USD/JPY – DownTrend and in a weekly Squeeze.
Market Internals (Daily Chart) Market Sentiment – Bullish.Put/Call ratio – 0.763. Market Breadth – sloping downward showing losers than gainers. Volume Acc/Dis – sloping downward and showing distribution. Vix – 25.84 and Vix Futures – 28.78. Skew – 139.40.
The indices are pulling back and the Gold and Bond futures continue to trend upward. It is likely that bond will continue to move upward.
The prognosis is for the indices to pullback as it comes under selling pressure.
Relative Strength – Sectors On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLB, XLY, XLP, SPY, SPX, /ES, XLV, XLI, XLK, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLB, XLY, XLV, XLK, SPX, SPY, XLP, /ES, XLI, XLU, XLF and XLE.
Summary (The Week Ahead) $DJT – UpTrend. /YM – UpTrend and in a preliminary Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – DownTrend. /ES – UpTrend.
The indices continue its upward trend as more Trillions are readied to be printed.
/CL – UpTrend and in a Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend. DBC – UpTrend.
Junk bond (HYG) and DBC are still in an UpTrend. This is a good indication that the bulls have the upper hand.
$DXY – DownTrending. EUR/USD – UpTrend. USD/JPY – DownTrend and in a Squeeze.
Market Internals Market Sentiment – Bullish. Put/Call ratio – 0.646.Market Breadth – sloping upward showing more gainers than losers. Volume Acc/Dis – sloping upward and showing accumulation. Vix –26.80. Vix Futures – 28.95. Skew – 140.74.
The indices looked to be pulling back.
Relative Strength – Sectors.
On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are XLP, XLB, SPY, XLY, SPX, XLV, /ES, XLK XLI, XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLB, XLV, XLY, XLK, SPX, SPY, /ES, XLP, XLI, XLU, XLF and XLE.
To Your Wealth! Would you like to learn to trade stocks, Options or Futures? Drop us an email at jefftohch@gmail.com or call +6010 4343 948. If you have been an unsuccessful trader and need personal tutorship, we can provide you with personal coaching to take you to be a profitable trader.
7 August 2020 – Weekly Review: All-time high in the indices
Summary (Weekly Chart)
$DJT – UpTrend. /YM – UpTrend and in a preliminary Squeeze. /RTY – UpTrend and in a preliminary Squeeze. /NQ – UpTrend. /ES – UpTrend.
The UpTrend in the indices continues.
/CL – UpTrend. /GC – UpTrend. /ZB – UpTrend and in a Squeeze. HYG – UpTrend and in a preliminary Squeeze.
$DXY – DownTrend. EUR/USD – UpTrend. USD/JPY – DownTrend and in a Squeeze.
Summary (Daily Chart)
$DJT – UpTrend. /YM – UpTrend and in a preliminary Squeeze. /RTY – UpTrend. /NQ – UpTrend and in a preliminary Squeeze. /ES – UpTrend.
/CL – UpTrend and in a tight Squeeze. /GC – UpTrend. /ZB – UpTrend and in a preliminary Squeeze. HYG – UpTrend.
$DXY – DownTrend. EUR/USD – UpTrend. USD/JPY – DownTrend and in a weekly Squeeze.
Market Internals (Daily Chart)
Market Sentiment – Very Bullish. Put/Call ratio – 0.62. Market Breadth – sloping upward showing gainers than losers. Volume Acc/Dis – sloping upward and showing accumulation. Vix – 22.21 and Vix Futures – 24.60. Skew – 139.75.
The indices are trending upward together with Bond and Gold futures.
Relative Strength – Sectors On a 3-monthly lookback, the relative strength order of the S&P ETF 500 sectors are /ES, SPX, SPY, XLP, XLY, XLK, XLB, XLV, XLI, XLU, XLF and XLE.
On a 12-monthly lookback, the relative strength order of the S&P 500 ETFs are XLY, XLV, SPX, XLB, SPY, XLK, /ES, XLP, XLI, XLU, XLF and XLE.
Share this: