Mohacsy's Safe Portfolio Member Forum

[elena_murooni]

Here's the quick & dirty as to what I would immediately do: I would throw out all dates from 12/29/1999 thru 12/18/2000. Those dates represent massive bubble popping of the index which encompassed the bubble (Naz).

That would leave us with early dates (tandem markets) and later dates (tandem markets). It's clear that the conclusion would be incredibly revealing as all markets, tandem in the later years, are bubble bursting simultaeously.

This is what (once the other dates are removed) it would look like (by the by... THANK YOU):

Performance 30 days later 
 Date/Time   Close   Nasdaq   S&P500 
 05/07/1996 1182.67   -0.29    3.71 
 05/24/1996 1247.80   -7.55   -3.50 
 01/11/2001 2640.57  -12.58   -4.46 
 01/18/2001 2768.49  -23.51   -8.44 
 02/23/2001 2262.51  -23.96   -9.43 
 04/20/2001 2163.41   -0.35    1.94 
 05/03/2001 2146.20   -5.49   -2.74 
 05/22/2001 2313.85  -10.10   -6.88 
 10/24/2007 2774.76   -2.37   -0.56 
 05/05/2008 2464.12   -0.26   -4.02  
 05/15/2008 2533.73   -8.61  -10.20 
 08/11/2008 2439.95  -11.75   -8.97 
 08/27/2008 2382.46  -30.95  -29.00 
 09/05/2008 2255.88  -24.14  -24.29 
 10/06/2008 1862.96  -20.45  -19.50 
 11/04/2008 1780.12  -11.28  -10.08 
 06/05/2009 1849.42   NA      NA

We have a Weekly Gann Jun 26 (plus or minus one week) which opens the period June 19-July 3.

We have a strong Bradley July 14.

The next daily GA is found on July 17th (+/- 1 day) which opens the period July 16th to July 20th (as Gann uses trading days.. not weekends & July 18 & 19 are Sat/Sun). It marks 90 trading days from the March low and 144 TD from the Aug 2008 high...a strong GA worth keeping an eye on, for a potential market reversal.

Now, we have added your analysis. It fits w/the Weekly Gann. All in all, July seems to be the target... that would make sense after Q2 window dressing.

What is the best way to buy (you agreed that it was option based) volatility?