@TradeTheMBI we use specialized alogorithms converted into visual form to give highy accurate buy signals on ETF's,Indexes,Equities.
Power Point on Indicator Reference:
im 37. used to b stockbroker. have dversified portfolio all timeframes, disciplines, sectors & markets. i play textbook & hig-quality technical & fundamental set-ups. i look for 3:1 Risk/Reward. prefer stocks $10+, 500k+ daily volume. i mentor free!!
Read the Reminiscences of a Stock Operator before talking to me. My twits are my and my dog (RIP Nov. 2015) opinions, not advice. I am often wrong and I love it. PS: I DO NOT short single stocks and I do not answer 3x ETFs questions.
Visit www.Clueless8.com Disclaimer: TAOD = Trade at your Own Discretion. All Opinions Stated are Solely Mine & Not Affiliated with any Business/Financial Firm/Entity. No Financial Advice / Solicitation : TRADE AT YOUR OWN RISK
Wave Theory proprietary methodologies with algorithms / When Institutions Hire Us, we are #blessed. Thank you. TRADING ROOM>>> (732)-298-8526 AND / S&P 500 100% Euphoria // DO NOT LET THEM PICK YOUR SELLING PRICE Wave (D) ENDING
Feb 2013: Apart from AAPL for 2 days - my posts never appear in the TOP category. Is it because of my bearish Wile E Coyote warnings ? When will StockTwits give me an explanation ?
Seems 500 followers means nothing & they want me to leave ...
After contracting in Cali for thirty years, I became an ISP and a decent web developer. I knew we were in a housing bubble and retired from the trades in 2006. I now develop online businesses full time.
I am a 42 yr old part-time swing trader. Price action, volume and chart patterns is all I got in my tool bag. Please don't follow me blindly. Avg yearly return rate the last 6 yrs: 43.5% including 2014.
CDR (Contango Decay Rate) is the difference between the 2nd & 1st month VX Futures.
The % is the monthly CDR applied to the VXX note price.
Backwardation Rate (BR) occurs when the VX Futures are in Backwardation, the opposite of Contango.