DOW 15,340.20 0.03%

NASDAQ 3,491.59 -0.14%

S&P 500 1,664.53 -0.11%

VIX 13.36 2.61%
SPX 500 (CFD) 1,664.20 -0.13%

DOW (CFD) 15,344.50 0.06%

NASDAQ 100 3,015.90 -0.17%

EURUSD 1.287 -0.08%
UK 6,780.50 0.37%

GERMANY 8,435.50 -0.24%

FRANCE 4,015.80 -0.18%

SPAIN 8,409.50 -1.24%
H. KONG 23,381.00 -0.54%

JAPAN 15,401.00 0.13%

KOREA 1,981.09 -0.07%

SHANGHAI 2,305.11 0.22%
NAT GAS 4.17 1.93%

GOLD 1,369.40 -1.06%

SILVER 22.32 -1.11%

COPPER 3.36 0.16%
FRANCE 2YR 0.19 -10.90%

GERMAN 2YR -0.01 82.76%

ITALIAN 2YR 2.18 27.59%

SPAIN 2YR 2.81 8.21%
FRANCE 10YR 1.88 1.08%

GERMAN 10YR 1.38 3.77%

ITALIAN 10YR 3.90 -2.04%

SPAIN 10YR 4.19 -0.33%
WTI 96.04 -0.69%

BRENT 103.99 -0.77%

WTI/BRENT 7.95

321 CR SPR 21.96 10.04%

ROC System Closes SPY Short, Goes Long

By Woodshedder – Sun Jun 3, 2012 8:03pm – 1 Comment

The system was short for one week, Friday to Friday, and racked up almost a 3% gain. Is it now long again as of Friday’s close.

If the market makes another quick bounce, the system is likely to go short again. Note there is only 0.60% difference between the ROC252 and the ROC5. Looks like there will be more whipsawing ahead.

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One Response to ROC System Closes SPY Short, Goes Long

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Major US	US Futures	Europe	Asia	Commodities	2yr Euro Yields	10yr Euro Yields	Oil
DOW 15,340.20 0.03% NASDAQ 3,491.59 -0.14% S&P 500 1,664.53 -0.11% VIX 13.36 2.61%	SPX 500 (CFD) 1,664.20 -0.13% DOW (CFD) 15,344.50 0.06% NASDAQ 100 3,015.90 -0.17% EURUSD 1.287 -0.08%	UK 6,780.50 0.37% GERMANY 8,435.50 -0.24% FRANCE 4,015.80 -0.18% SPAIN 8,409.50 -1.24%	H. KONG 23,381.00 -0.54% JAPAN 15,401.00 0.13% KOREA 1,981.09 -0.07% SHANGHAI 2,305.11 0.22%	NAT GAS 4.17 1.93% GOLD 1,369.40 -1.06% SILVER 22.32 -1.11% COPPER 3.36 0.16%	FRANCE 2YR 0.19 -10.90% GERMAN 2YR -0.01 82.76% ITALIAN 2YR 2.18 27.59% SPAIN 2YR 2.81 8.21%	FRANCE 10YR 1.88 1.08% GERMAN 10YR 1.38 3.77% ITALIAN 10YR 3.90 -2.04% SPAIN 10YR 4.19 -0.33%	WTI 96.04 -0.69% BRENT 103.99 -0.77% WTI/BRENT 7.95 321 CR SPR 21.96 10.04%