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12 juin 2015 5 12 /06 /juin /2015 07:51

We will launch our new internet site on the 13th of June at 12.30 CET.

If you want to participate to the beta testing phase, you can send an email to

sigmatradingoscillator.com@gmail.com

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8 juin 2015 1 08 /06 /juin /2015 09:16

We will launch the beta test of our new website on the 13th of June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, portfolio analysis...) , sector allocation, sentiment indicators, intraday quant models...

As it will be difficult for us to work on both sites, we will reduce updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

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3 juin 2015 3 03 /06 /juin /2015 09:38

We will launch the beta test of our new website on the 13th of June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, portfolio analysis...) , sector allocation, sentiment indicators, intraday quant models...

As it will be difficult for us to work on both sites, we will reduce updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

Europe:

The 10yr German Bond is turning down again. As recent correlation between European bonds and equities is elevaed, this sounds like a bearish signal.

03/06: 10yr  German Bond turning down

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1 juin 2015 1 01 /06 /juin /2015 09:05

We will launch the beta test of our new website on the 13th of June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, portfolio analysis...) , sector allocation, sentiment indicators, intraday quant models...

As it will be difficult for us to work on both sites, we will reduce updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

Europe:

The Sigma Whole Europe Index was under heavy selling pressure on Friday. Further weakness from current levels would increase the probability that the 'abc' bounce back is over.

01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range

The Sigma Trend Index declined to '-3' and the Swing came in at '1' telling us the decline was highly impulsive.

01/06: Europe under pressure, US remains in its trading range

United States:

The Sigma Whole Market Index remains in its trading range. It is nearly impossible to have a clear call at this stage.

The DJT continues to decline but other indexes are stable at this stage. It will be important to monitor if other indexes start to decline below major supports.

01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range
01/06: Europe under pressure, US remains in its trading range

The Sigma Trend Index declined to '-4' and the Swing came in at '2', telling us the decline was rather impulsive.

01/06: Europe under pressure, US remains in its trading range

The ST model uplifted its stops for both the SPX and the NDX.

- SPX: long at 2107.53 (stop @ 2057, 3pts below the ST model to take into account bid/ask spread)

- NDX: long at 4236.28 (2014's close) (stop @ 4405, 5pts below the ST model to take into account bid/ask spread)

- CAC: stopped

- EuroStoxx50: stopped

- DAX: stopped

- IBEX: stopped

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27 mai 2015 3 27 /05 /mai /2015 09:57

We will launch the beta test of our new website in mid-June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, portfolio analysis...) , sector allocation, sentiment indicators, intraday quant models...

As it will be difficult for us to work on both sites, we will reduce the number of updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

Europe:

The Sigma Whole Europe Index was under heavy selling pressure on Tuesday. The 'abc' pattern remains valid at this stage. We continue to expect further weakness in coming weeks.

It is important to notice the 10y Bunds Future (10y German government bonds) broke a major uptrend, this sounds bearish for bonds and equities. Why? If interest rates move higher, this negatively impacts the relative attractiveness of equities relative to bunds (and also valuation when we actualize free cash flow).

27/05: No change to our view: the 'abc' pattern remains valid
27/05: No change to our view: the 'abc' pattern remains valid

The Sigma Trend Index is close to its zero line. The Swing came in at '2' telling us the decline was rather impulsive.

27/05: No change to our view: the 'abc' pattern remains valid

United States:

The Sigma Whole Market Index hasn't been able to break its trading range and the DJT continues to decline. As the DJT hasn't confirmed the DJI's new high, this sounds rather bearish according to Dow Theory.

27/05: No change to our view: the 'abc' pattern remains valid
27/05: No change to our view: the 'abc' pattern remains valid
27/05: No change to our view: the 'abc' pattern remains valid

The Sigma Trend Index declined to '-12', let's see if this index remains in negative territory or if it is able to bounce back.

27/05: No change to our view: the 'abc' pattern remains valid

There is no change in our daily trading book:

- SPX: long at 2107.53 (stop @ 2042, 3pts below the ST model to take into account bid/ask spread)

- NDX: long at 4236.28 (2014's close) (stop @ 4340, 5pts below the ST model to take into account bid/ask spread)

- CAC: stopped

- EuroStoxx50: stopped

- DAX: stopped

- IBEX: stopped

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26 mai 2015 2 26 /05 /mai /2015 09:31

We will launch the beta test of our new website in mid-June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, ...) , sector allocation, sentiment indicators...

As it will be difficult for us to work on both sites, we will reduce the number of updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

Europe:

The Sigma Whole Europe Index slightly declined but it is possible we need a marginal high in order to complete the 'abc' bounce back pattern but the bounce back could already be over.

If we are right (on the 'abc' pattern), the market should be under heavy selling pressure in coming weeks.

26/05: 'abc' pattern nearly completed in Europe, DJT sending a major warning to US equities

The Sigma Trend Index came in at '7' while both the Swing and the Power Level were neutral at '3'.

26/05: 'abc' pattern nearly completed in Europe, DJT sending a major warning to US equities

United States:

The Sigma Whole Market Index remains stuck in its trading range. It remains very difficult to have a strong conviction about the next big move: break (to the upside) of the trading range or triple top.

But with the DJ Transport declining below major support, the big picture is turning in favor of the bearish camp.

26/05: 'abc' pattern nearly completed in Europe, DJT sending a major warning to US equities
26/05: 'abc' pattern nearly completed in Europe, DJT sending a major warning to US equities

The Sigma Trend Index is close to its zero line, both the Swing and the Power Level were neutral at '3'.

26/05: 'abc' pattern nearly completed in Europe, DJT sending a major warning to US equities

There is no change in our daily trading book:

- SPX: long at 2107.53 (stop @ 2042, 3pts below the ST model to take into account bid/ask spread)

- NDX: long at 4236.28 (2014's close) (stop @ 4340, 5pts below the ST model to take into account bid/ask spread)

- CAC: stopped

- EuroStoxx50: stopped

- DAX: stopped

- IBEX: stopped

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22 mai 2015 5 22 /05 /mai /2015 09:00

We will launch the beta test of our new website in mid-June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, ...) , sector allocation, sentiment indicators...

As it will be difficult for us to work on both sites, we will reduce the number of updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

Europe:

The Sigma Whole Europe Index continues its rebound. The momentum sharply declined after Monday's strong move. So, the 'abc' pattern remains valid at this stage (see yesterday's update).

22/05: Europe continues to bounce back, US unable to break its trading range
22/05: Europe continues to bounce back, US unable to break its trading range
22/05: Europe continues to bounce back, US unable to break its trading range
22/05: Europe continues to bounce back, US unable to break its trading range
22/05: Europe continues to bounce back, US unable to break its trading range
22/05: Europe continues to bounce back, US unable to break its trading range

The Sigma Trend Index increased to '11' but both the Swing and the Power Level were neutral at '3'.

22/05: Europe continues to bounce back, US unable to break its trading range

United States:

The Sigma Whole Market Index remains stuck in its trading range and the DJT was unable to move back above the blue line (broken support).

22/05: Europe continues to bounce back, US unable to break its trading range
22/05: Europe continues to bounce back, US unable to break its trading range

The Sigma Trend Index increased from '6' to '8' but both the Swing and the Power Level were neutral at '3'.

22/05: Europe continues to bounce back, US unable to break its trading range

There is no change in our daily trading book:

- SPX: long at 2107.53 (stop @ 2042, 3pts below the ST model to take into account bid/ask spread)

- NDX: long at 4236.28 (2014's close) (stop @ 4340, 5pts below the ST model to take into account bid/ask spread)

- CAC: stopped

- EuroStoxx50: stopped

- DAX: stopped

- IBEX: stopped

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21 mai 2015 4 21 /05 /mai /2015 09:11

We will launch the beta test of our new website in mid-June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, ...) , sector allocation, sentiment indicators...

As it will be difficult for us to work on both sites, we will reduce the number of updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

Europe:

The Sigma Whole Market Index continues its bounce back. If we are right with our 'abc' bounce back pattern, the advance should be limited from current levels.

Looking at the EuroStoxx50 and the Europe Small Cap 200, the pattern is nearly perfect.

21/05: Europe continues to rise, DJT breaking below major support
21/05: Europe continues to rise, DJT breaking below major support
21/05: Europe continues to rise, DJT breaking below major support

The Sigma Trend Index came in at '9', both the Swing and the Power Level were neutral at '3'.

21/05: Europe continues to rise, DJT breaking below major support

United States:

The Sigma Whole Market Index was unable to break its trading range. Nevertheless, it is too early to talk about a reversal at this stage, we need a confirmation.

It is important to notice that the DJT declined below a major support, let's see if it can move back above this level or if the breakout is confirmed.

21/05: Europe continues to rise, DJT breaking below major support
21/05: Europe continues to rise, DJT breaking below major support

The Sigma Trend Index declined to '6'. Both the Swing and the Power Level were neutral at '3'.

21/05: Europe continues to rise, DJT breaking below major support

There is no change in our daily trading book:

- SPX: long at 2107.53 (stop @ 2042, 3pts below the ST model to take into account bid/ask spread)

- NDX: long at 4236.28 (2014's close) (stop @ 4340, 5pts below the ST model to take into account bid/ask spread)

- CAC: stopped

- EuroStoxx50: stopped

- DAX: stopped

- IBEX: stopped

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20 mai 2015 3 20 /05 /mai /2015 09:45

We will launch the beta test of our new website in mid-June. All the data contained in current blog will be available on the new internet site with a lot of new information related to equities (current valuation, DCF fair value, business description, ...) , sector allocation, sentiment indicators...

As it will be difficult for us to work on both sites, we will reduce the number of updates on current blog from daily update to twice a week. Nevertheless, if you want FREE ACCESS to the new internet site during the test period, send us an email:

sigmatradingoscillator.com@gmail.com

Europe:

The Sigma Whole Europe Index continues its rebound. The 'abc' scenario remains possible but we have to admit the probability has been reduced following Monday's impulsive move.

Let's see what happens by the end of this week.

20/05: Nice move in Europe, US at the top of its trading range

The Sigma Trend Index rose from '-1' to '8'. The Swing came in at '5' telling us the move was impulsive.

20/05: Nice move in Europe, US at the top of its trading range

United States:

The Sigma Whole Market Index is in a triple top scenario, let's see if it can break recent trading range. Nevertheless, it is important to notice there is a huge negative divergence between the S&P500 and the DJI printing new highs and the DJU and DJT struggling to stay above major supports.

20/05: Nice move in Europe, US at the top of its trading range
20/05: Nice move in Europe, US at the top of its trading range
20/05: Nice move in Europe, US at the top of its trading range
20/05: Nice move in Europe, US at the top of its trading range
20/05: Nice move in Europe, US at the top of its trading range

The Sigma Trend Index declined from '15' to '9', both the Swing and the Powr Level were neutral at '3'.

20/05: Nice move in Europe, US at the top of its trading range

There is no change in our daily trading book:

- SPX: long at 2107.53 (stop @ 2042, 3pts below the ST model to take into account bid/ask spread)

- NDX: long at 4236.28 (2014's close) (stop @ 4340, 5pts below the ST model to take into account bid/ask spread)

- CAC: stopped

- EuroStoxx50: stopped

- DAX: stopped

- IBEX: stopped

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19 mai 2015 2 19 /05 /mai /2015 08:49

Europe:

The Sigma Whole Europe Index remains highly vlatile on an intraday basis. We continue to believe the 'abc' pattern is possible (with 'c' to come).

19/05: Europe remains in consolidation, new highs from the DJI and the SPX

The Sigma Trend Index declined to '-1' but both the Swing and the Power Level were neutral.

19/05: Europe remains in consolidation, new highs from the DJI and the SPX

United States:

The Sigma Whole Market Index is close to print new highs, both the DJI and the SPX already did it.

19/05: Europe remains in consolidation, new highs from the DJI and the SPX
19/05: Europe remains in consolidation, new highs from the DJI and the SPX
19/05: Europe remains in consolidation, new highs from the DJI and the SPX

The Sigma Trend Index increased from '10' to '15' but it is still far from the key '34' level.

19/05: Europe remains in consolidation, new highs from the DJI and the SPX

The IBEX was stopped at the lowest point of the session...

- SPX: long at 2107.53 (stop @ 2042, 3pts below the ST model to take into account bid/ask spread)

- NDX: long at 4236.28 (2014's close) (stop @ 4340, 5pts below the ST model to take into account bid/ask spread)

- CAC: stopped

- EuroStoxx50: stopped

- DAX: stopped

- IBEX: stopped

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Presentation

  • : Le blog de sigmatradingoscillator
  • : Professionnel de la finance de marché depuis plus de 10ans, j'ai mis au point une série d'outils de trading me permettant de prendre et couper mes positions. Ici, j'écris un update quotidien sur la situation du CAC,DAX, Eurostoxx, SP500, Nasdaq100. Attention Les éléments repris dans ce blog représentent uniquement mon opinion personnelle et ne constituent en aucun cas une incitation au trading ou du conseil financier. Pour du conseil, consultez votre conseiller en placement
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