Riding the 5 to Stay Alive

Riding the 5 to Stay Alive

Navigator Algorithm Models – 100% Invested

Overnight, the Asians followed through on late afternoon selling in the U.S., but the Europeans scooped up the bargain right off the S&P 500 futures’ 5-day exponential moving average (“EMA”). So, the last three days left us with a triangle pattern on the 24-hour chart. 

Triangles are usually bullish, continuation patterns, likely to give us one more thrust to the upside to test last week’s hockey stick high. Notably, the Weekly Expected Move high and the 10-day volume profile value area high all congregate with the hockey stick high around 3665. The lower line of the triangle continues to ride the 5-day EMA to keep this rally leg alive.

With the holidays arriving soon, it is time to set some targets. At this writing, the S&P 500 futures are trading at 3613. We are out on this last buy signal at a profit target of 3662. Alternatively, if we experience an hourly close below the 5-day EMA during a regular day session, we will honor that as a stop signal.  The 5-day EMA sits at 3593.81 at this writing. Unlike our target price, the stop level it is a moving target – so stay alert.

I will update the target and stop as necessary, but honor these levels until further notice.

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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