Roaring Out of the Gate

Roaring Out of the Gate

The market is roaring out of the gate this morning, likely to Gap nearly 30 points on the S&P 500 Index and 300 points on the Dow.  This is a quick and significant return from Friday’s Navigator Algorithm buy signal at 3645.50. Our year-to-date results in the Core Navigator Model are now approaching 850%.

For context, we had been in the Nominal 40-day Cycle markdown coming into the third week of the month, where most year-end tax-loss selling should be complete, and the market can resume its seasonal strength into the year-end Santa Claus rally. Sentiment remains frothy, so while we worked off some complacency, there is little fear in the market now, which can lead to sudden and painful liquidation breaks.

This week, the S&P 500 Index will attempt to hold 3750 and its 21-Day EMA as it makes a run back up to test the 3700 Roundie and attempt new highs. Already, the market gapped open in Globex on above-average volume and broke the downtrend on the 30-minute chart. The daily chart has made a Pivot Low so far with the overnight action, and conquering Thursday’s high would make the Pivot Low look even more plausible. Gap and Go would be a distinct possibility this morning – but the gap may be too large to trade long.

The market will encounter resistance around 3677 where the 10-day POC, Daily 5 EMA. Daily 8 EMA and the 50 / 61.8 Fib Resistance (from the recent decline) congregate. We need to monitor the market’s progress up the ladder and see if the price is accepted back up in the Value Area from last week. The 30-day RTH chart will be our key as price should stay in the upper half of the K-Bands, with the 21-EMA acting as support. 

I will put out some big picture commentary later today. Election risks continue to loom, but the market appears unconcerned at the moment, reacting favorably this morning to the US Supreme Court’s decision Saturday to reject a bid to overturn the election.  The Fed also meets this week, which will give us additional insight into the Fed’s Yield Curve Control strategy. Still, no significant change to monetary policy is expected as the risks to economic growth increase in the wake of more lockdowns through year-end.

Stay tuned, and move your stop up to two ticks below the 5-day EMA if we can hold above it at the close.

AF Thornton

Website: https://tradingarchimedes.com

A.F. "Arthur" Thornton is an expert in logic, risk/reward quantification, market fractals, pattern recognition and asset class behavioral analysis with 34 years devoted to developing algorithmic and quantitative trading systems. In addition to trading his own capital, Mr. Thornton designs custom algorithmic and quantitative trading systems for a small and exclusive group of exceptionally qualified traders.

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