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Sunday, October 24, 2010

SPY Continues to Rise Without Meaningful Correction



-I have to admit, in hindsight, my profit/stops were too tight. The biggest problem with having profit/stops that are discretionary without having concrete rules for reentry is that one could miss out on a monster trend.

-I thought SPY would go through a price correction last week, but SPY continues to rise. I was stopped out at 116.6, but SPY closed the week at 118.35. If I get back long SPY and prices fall, I would feel like an idiot, but on the other hand, if I chose to sit this market out, but SPY continues to rise I would feel even worse.

-All of my technical indicators are telling me to get back long the SPY again. Only the Future Volatility Estimate is telling me that the probability of a price decline is increasing. And because implied volatility on options is cheap, I would recommend buying 1 SPY November 117 call option and selling 1 SPY Nov 121 call option for 2.10 or less. This way, we would get some participation to the upside, but limiting our downside to $210.

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