- Options Trading

Nasdaq in a month?

Up

The same as now

Down

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Best Trade Newsletters
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"Best Trade" Newsletter (April 27, 2006)

21.4% returns in 1 day
by trading Volume Surges
and Advance/Decline Indicators!

This "best trade" is a continuation of previous "Best trade" newsletter posted (sent to MV subscribers) yesterday on April 26, 2006 where we left a QQQQ Call position open.

Security Return
Calls (QQQQ - QQQGP) $2,400

Below you will find a Table of Trade Motivations and a chart showing the trades, including detailed trade calculations.

Chart 1: NASDAQ 100 Volume Surges - April, 2006.

Chart
2:

NASDAQ 100 Advance/Decline Volume Ratio - April, 2006.

In Table 1 - a 'Table of Trade Motivators' - we show the motivating factors that led us to take the above trades.

Table 1: Table of Trade Motivators

Date Trading
Decision
Motivation
04/21/2006   On April 21, 2006 we noted a high-magnitude buying volume surge to the index downside. The (1/10) PVO was 26.2%, which indicates that the volume seen on this day exceeded the average volume over the previous 10 trading days by 26.7%. The bulk of this volume surge occurred between 13:50 and 16:00 during a time when the index was in decline (see 5-day index volume charts using a 15-minute VMA).

On the same day we noted low market sentiment readings. The NASDAQ 100 advance/decline (A/D) issues and A/D volume ratios reached strongly bearish levels of 0.15 and 0.19 around 15:10, respectively.

04/24/2006   On April 24, 2006 the NASDAQ 100 advance/decline (A/D) issues and A/D volume ratios reached strongly bearish levels of 0.19 and 0.12 around 9:55, respectively. This revealed an extremely bearish market sentiment, indicating the market was oversold and thus prone to trend reversals.
04/25/2006   On April 25, 2006 we noted a high-magnitude buying volume surge to the index downside. The (1/10) PVO was 16.7%, which indicates that the volume seen on this day exceeded the average volume over the previous 10 trading days by 16.7%.
04/26/2006 Buy Calls On April 26, 2006 we decided to buy July expiration calls.
04/27/2006 Sell Calls On April 27, 2006 we noted a high-magnitude selling volume surge to the index upside. The (1/10) PVO was 25.8%, which indicates that the volume seen on this day exceeded the average volume over the previous 10 trading days by 25.8%.

Since the options we bought yesterday were in profit we decided that it would be prudent to fix profits today.

Below we list in detail the actual trades made, along with the netted returns achieved.

Table 2:
Details of the trades

Date Trade Strike Expiration Contracts Contract
Price
Amount

04/26/2006

Buy QQQGP Calls $42 7/21/2006 80 $1.40 -$11,200

04/27/2006

Sell QQQGP Calls $42 7/21/2006 80 $1.70 +$13,600

Profit: 

+$2,400
(21.4%)

Fast Answers:

If you are closing a trade, does this mean that you expect a trend reversal?

Not necessarily. Our trade may be closed due to various circumstances. We may close a trade even when all indicators favor the current trend continuation. Due to the "Time Factor", options trading is very risky (it’s very risky to stay in any particular position for a long period of time) and we strongly believe that in options trading it’s better to have short lived trades, especially when the market moves sideway most of the time.

What factors are considered when you open an option trade and when you close an option trade?

To open a trade we consider the following factors, sequenced in order of priority:
- What do our volume and advance/decline technical indicators tell us?
- What is the current mid-term market trend?

To close a trade we consider the following factors, sequenced in order of priority:
- When our options expire?
- How long have we been in the position?
- Are we comfortable with current profits/losses?
- What do technical indicators show at the current moment?

©HGH Associated Traders

Important: The analysis results presented in the "Best Trade" may differ from the outlook presented in the daily Market Commentaries. Results may also differ from the trading signals generated for Exchange Traded Funds (ETFs), or from any other research and analysis efforts shared with our members. These are products developed by independent research teams, delivered to MarketVolume® members. While sharing some research results, these autonomous research teams may use different systems and may have dissimilar market outlooks.

Disclaimer: This newsletter is intended for educational purposes only – it does not constitute trading advice, nor does it make or imply any market trend predictions. This newsletter illustrates examples based principally on MarketVolume® index volume indicators and advance/decline (AD) indicators. We do not mean to imply that you should follow our exact trades, but rather wish to suggest that you may make use of our analytics to develop your own trading style.

 

2006 (first part)
Date Indicator
June 28, 2006 QQQQ Options
June 15, 2006 QQQQ Options Trading
June 15, 2006 Options Trading
May 17, 2006 Trading QQQQ Options
May 12, 2006 Trading Options
May 11, 2006 QQQQ
May 8, 2006 QQQQ Trading
April 27, 2006 Trading QQQQ
April 26 2006 QQQQ Options
April 18, 2006 Trading QQQQ Options
April 17 2006 QQQQ Trading
March 29, 2006 QQQQ Options
March 28 2006 Options Trading
March 14, 2006 QQQQ
March 10 2006 QQQQ Options Trading
March 8, 2006 Trading QQQQ Options
March 3, 2006 QQQQ Options
February 28, 2006 QQQQ Trading
February 8, 2006 Options Trading
February 2, 2006 QQQQ Options
January 31, 2006 QQQQ
January 29, 2006 QQQQ Options
January 20, 2006 QQQQ Options Trading
January 13, 2006 QQQQ Options

BOW Newsletters
2002:
NDX and SPX
2003:
S&P 500
2004:
QQQQ and S&P 500
2005:
QQQQ Options
2006 (first part): -
QQQQ Options Trading
2006 (second part): -
QQQQ Options Trading
2007:
QQQQ and SPY Options
2008:
QQQQ and SPY
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