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Trading System Signals on July 5, 2024

Capstone Trading

A persistently bullish tape during a holiday week is suspect. Often times when one side is in control of the market, they work to push the agenda during light volume, generating FOMO for some investors and traders. The reaction next week when the volume comes back in the market as well as the upcoming earnings season will be interesting.


Since we are waiting for a drawdown entry alert to turn on live trading, we track the hypothetical results. The hypothetical results for the One Million MNS was +$3,500 while the 250K Portfolio was +$700 today. The Stock Index Portfolio hypothetical results were -$350.


In previous decades, we made sure to trade at the beginning of the month and end of month. We also are very aware of pre-holiday and post-holiday bullish trends in stock indexes. Since 2020, we have seen some mean reversion with choppy end of month and beginning of month patterns, instead of trendy, and an inconsistency in capturing pre-holiday and post-holiday market rallies in stealth bull market moves. This week has been a reversion to those pre 2020 patterns with a strong trend in stock indexes from the start of the month and during a holiday week.


The VIX was higher today while the Nasdaq and S&P crept higher to close at 12.48, up 3.23%, generating a VIX divergence. The VIX is still at very low levels in the 12 handle after dropping to the 11.84 in the pre-market. Additionally, the market internals were persistently weak all day and the Russell 2000 was down on the day on Jobs Friday.


Bitcoin futures were down over 5% on the session, trading well below the 55,000 level. The Nasdaq has typically been more correlated with Bitcoin futures.


While the liquidity continues to push the Nasdaq higher and while a Nasdaq 25,000 is a realistic end of year target, the lack of any volatility has been extreme since June 1. We took advantage of these patterns in June and plan on taking advantage of the patterns again in July with a good entry point in the portfolio.


We can even anticipate a scenario where the market goes parabolic, repeating the Nasdaq dotcom bubble of 25 years ago. In this scenario, the Nasdaq could move towards 40,000, doubling very quickly, followed by a massive pullback. We are prepared to take both long and short trades in this scenario or continue to trade in a low VIX environment.

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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