Your broker may not have decided to tell you, if you are a short term frequent trader, how commissions affect your account.  You probably won’t see articles put out by the industry either.  One of the most popular sites on the internet that has over 20,000 visits (and over 200,000 page views per day) provides the following statistics based on averages reported by their trader/subscribers:

We can see from the table above that a large percentage of these traders are making more than 6 trades per day, or better than 120 trades per month.  This is a rough guess, of course, but we can get an idea from this, what is going on out there in general; the brokers are making a killing.

Let’s analyze the effect of a hypothetical trader, Tom,  who has a commission rate of $6 per round turn, trades 6 times per day and see what kinds of forces influence his bottom line.

When you take a position in the market, whether you know it or not, you are spending a minimum of one tick in the bid-ask spread.  On the Emini contracts, this equates to $12.50.  When you exit the position, you pay the same minimum $12.50 plus $6.00 commission.  This total minimum expense comes to $31.00 per round turn and assumes no other slippage (which could actually be unreasonable but we’ll let that slide for now).  Now Tom is young, strong, educated, smart and motivated to succeed in his new-found career of trading the Eminis.  He is living the dream, so no problem, right?

But, let’s take a look at it from a little bigger perspective. Tom is devoting $3720.00 per month to expenses in terms of the Emini market.  The fact is, from the website statistics above, that 63% of the respondents traded more than 6 trades per day.  Imagine how much successful trading Tom has to do to recapture his $3750.00 each month, not to mention the risk it has added to his account…

If Tom is trading a $5000.00 account like many of the people I talk to on a daily basis, he is spending 74% of his account monthly in trading expenses. Tom may be having a heck of a good time, but there is a good chance he will not be trading in the very near future.  That is because his account exposure is much too high to sustain successfully for any length of time.  This is especially true when you consider that Tom many not be a better than break even trader.

The fact is, for Tom to be successful with this level of trading he should either have a much larger account for this amount of trading, or he should be trading a lot less or both.  Living your dream is a wonderful thing.  If everyone in the world truly did this, the world would be an incredible place.  Don’t forget to quantify the implicit things in the process of it all that can keep you from succeeding.

I love cycles.  I can’t help it.  I see them in everything around me.  Everything has a rhythm.  In fact, if things did not have inherent change, the human perceptual system is designed to ignore them.  If someone puts their hand on your arm, at first, you notice it. But then, after a few minutes, that initial sensation fades and as long as it remains, without any movement, your brain will more or less ignore it.  If it moves again, the perceptual system will pick it up and start over again.  So it is with cycles, and especially with stock market cycles!  This is because when it changes, it changes your pocketbook; a particularly sensitive perceptual system to say the least (at least for me anyway).  So I spend many hours scheming about how to quantify these things and convert them into cash.

One of the things I love the most about cycles is, they are anticipatory.  By nature, a cycle extends into the future.  This is different than any other form of market analysis, because a cycle is a projection in time.  Most people are not even capable of imagining the stock market in terms of time alone.  They are too busy dealing with the perceptual and sensory issues of price.  For me the time component is where it is at then; it is the component of analysis others ignore and it is the single biggest edge you can have in trading.

For this reason, I have correlated hundreds of cycles to the stock market that are all around us from the pulsing of electrical charges on our ionosphere (a non-linear cycle) to fixed cycles, such as a ten day (half trading month) cycle (a linear cycle).

Stock market cycle analysis becomes very complex due to other factors most people never think about.  For example, the issue having to do with missing data; the stock market is open 6.5 hours a day and is closed on weekends and holidays.  Other factors relate to market participation.  There are substantial changes in volume at various times of day.  Markets that trade over night have thin participation at night, while other times of day have certain seasonal or cyclical patterns themselves.  Volume is higher in the mornings around the open and in the afternoon around the close.  Graphically, the pulsating volume pattern looks like a suspension bridge as these cyclical volume patterns form.

A market may have multiple component cycles running at any given time.  For example, by doing cycle analysis, there may be waves that are 10, 14, 19, and 23 etc. periods in length occurring in the data (see the image below depicting these values in a Fast Fourier Transform of the S&P 500 — FFT).  When you add all these component sine waves together, it gives you a wave very similar to the market.  From there, you can use these cyclical components to project the next wave.

These time cycles may or may not give you information about the component amplitude (or variation in price).  In other words, it may give you good projections in time, but without regard to highs and lows.  Because of this, various waves may project a high or low, but it may be higher or lower than another wave. This is one of the toughest areas of cycle analysis; projecting price levels or relative amplitudes; a topic which is beyond the scope of this article.

When doing FFT analysis over time, some component waves appear over and over again when doing analysis, and others are less significant and don’t appear frequently.  The idea is to find the ones that are more or less constant and ignore the others.  There are also statistical tests you can do to try to determine if the component waves have a “significant” impact on the target wave (the traded market).   One example of this is the Chi Square test for statistical significance.

When many relevant waves line up together, you will typically find significant market turning points.  Again, this gets tricky because you are missing significant portions of real time (for example, what happens when the real wave peaks at two o’clock in the morning on a Sunday?).  This begs the question:  if there are cycles in the data (and clearly there are), then are they occurring due to external factors?  If so, does the fact that I am missing more than 80% of the data (the market is open 32.5 hours out of 168 hours in a week – 1- (32.5/168)= 81%), impact my ability to accurately discern the presence of the cycle?  Is the FFT valid at all using only 19% of the time?

This is another thing I really love about cycle analysis.  The very nature of our world and the structure of reality as we believe it to be is called into question through this science of cycles.  It actually spills over into metaphysics and even calls into question such issues as determinism and the question of free will.  I am, of course,  not intending to get too esoteric here, but when you see some of these cycles in action, their accuracy is so repetitively stunning that at times you will begin to wonder if you are staring down the face of creation itself;  that spills, of course, over into religion and all kinds of wonderful considerations about the nature of reality—Ok, enough on that!!  How’d we get from the subject of trading to the nature of reality anyway ?  :-)

There are other methods of determining the presence of cycles-  Maximum Entropy Method (MEM), Trigonometric regression, and any number of proprietary methods I have seen that are amazing.  Much work on this was done by J.M Hurst and another lesser known mathematician named Claud Cleeton, who took Hurst’s work and expanded it considerably.  I have coded all these works extensively, in addition to the works of others and have developed my own proprietary methods for cycle work.  Some of these cycle methods are so powerful, I can actually project stock market pivots for extended periods into the future.  My wife asked me, why don’t you tell anyone?   I told her, I don’t tell anyone this, simply because I know nobody would believe me. They’d say I was a quack even before they verified it because they would choose to not believe it in advance (maybe because they wouldn’t want to call their entire belief system and construct of reality into question or some other trivial issue like that).

Imagine what a world we would have if everyone was open to any idea-  would it be a better world?  Oops- there comes that esoteric stuff again…

A couple nights ago I was reviewing one of the cycles I actually computed in December of 2007 for the year of 2008. For fun, I will post the remaining projection for 2008 (today is November 21st, 2008).
Make a note of it and send me your comments in January.  Here are the anticipated turns:

Long - 2008/11/25
Short - 2008/12/02
Long - 2008/12/12
Short - 2008/12/19
Long - 2008/12/25
Short - 2008/12/30

The cycles for this projection run close to 60% accurate (meaning they are profitable) with an average trade of 12 S&P points; not bad for a year in advance!  The short side in recent months has been more reliable for obvious reasons averaging closer to 25 S&P points. It made over 600 S&P points so far in 2008- a grand whopping 76% of the current level of the index!  Either way, the statistical probability of the above historical result on the projected cycle is inconceivably low and makes a strong case for the existence of significant order in the markets that most people choose to deny without any intent of honest investigation.

Perhaps that is why cycle trading gives such an edge in trading – simply because even if you told people about the cycles they would ignore it-  The funny thing is, if the stock market is the collective financial behavior of market participants, then they choose to ignore themselves ;-)
Have some fun with it!

I recently spent around $90 on a book about candlesticks called High Profit Candlestick Patterns by Stephen W. Bigalow. I was very excited someone was finally going to show me all the benefits of these mysterious creatures called Candlesticks, but as I read on I realized his book had nothing to do with Candlesticks at all. Rather, it had to do with chart patterns. You see, I am a systems trader, and I code everything I hear about and read. I can’t help it; I have done that nonstop for close to 20 years. So, when I read something about things I have already tested, but called something else, then I know it isn’t that thing necessarily that leads to any success, it is the pattern itself that gets coded, not the name.

Stephen Bigalow is a successful trader as I understood at the time I bought the book. I would not have bought the book if he was not. In fact, I won’t even buy a trading book unless I have reason to believe (and verifiable reason) that person has done something remarkable trading. So I will listen to what he has to say.

As I went on reading, the text stressed how to use different patterns such as a Doji, Hammer, Hang Man, Harami, Shooting star, Morning Star etc. in conjunction with different moving averages and oscillators and other technical trading tools. If you have followed my other articles on oscillators and moving averages, you already know where I stand with these technical indicators. Does the existence of a Doji in some relation with a moving average portend a successful trade? Can a Doji (or any Candlestick pattern for that matter) be defined in some rigorous terms, or is it some funny notion that one cannot really define?

A Doji on a chart looks like this:

It is defined as a bar in a chart where the close and the open of the bar are very close together.

Now, here’s the thing. The open and close could be at the bottom of the bar, or at the top of the bar. Like this (in the bottom of the bar):

Now this particular bar is fairly short in height. It could be much taller. This bar is also a bit thicker (the difference between the open and the close is a little bigger than the previous image). What would happen if that thickness started getting thicker by any degree?

Well then that is called a Spinning Top. A Spinning Top then, is a Doji that is a little bit different. What specifically that difference is is not disclosed. It is a mystery.

None of these relationships seem to get too concerned with the amplitude of the bar except on two or 3 bar Candlestick patterns. Now, this article is not intended to be an exhaustive look into Candlesticks, because I could go on and on about where one candle relationship blends into another. If I am going to truly test such things, the computer will require I define what I am testing. For candles, this will be difficult.

I think the problem with candles as a study is the name and all the mystery turns it into something it is not. If I really want to define a Doji, I would have to do it by saying, a Doji is a bar where the close is within X percent of the open of the bar. Now if I fail to define it further, then I will not be differentiating, as we had discussed between the Doji and the Spinning top. As a result, it might be good to define that the Doji could, for example, only allow the open and close to be between the upper quarter of the bar and the lower three quarters of the bar. We might go one step further and define how much variance we would allow for the Doji to have between the open and the close as a function of the range. This could go on and on until we had completely defined the Doji mathematically. From that starting point, we could begin to test the efficacy of a Doji in various circumstances.

Let me address another topic while we are here in this important area that puzzled me for many years about technical analysis. If I create a 5 minute chart and have a Doji on the chart, by simply shifting the time one minute forward or back, it would create, in most cases, a completely different Candlestick pattern.

If I had put so much effort into defining the pattern only for it to be dramatically changed by a subtle shift in time, then what, I must ask myself, am I really defining?

I love the notion that patterns in data that can reveal what is going on in a larger time frame. I believe there is value in this, but unfortunately, such patterns become quickly meaningless when contextualized as they are with Candlesticks.

There are many two bar Candlestick patterns that are said to be indicative of a market turning up or down. The problem with these is the charts that point them out, have the same darned patterns occurring all over the chart in places that did not turn at all. So it becomes a matter of picking out what you want to see for that specific case. After working with computers for many years coding such things, any glimpse of hopefulness you might have in your eye is quickly extinguished when it comes to such scrutiny.

It is said that when certain Candlestick patterns show up, and a close occurs above a previous bar high, for example, that is a Candlestick buy (as in the third bar up from the bottom in the image below) . This is such a (very bullish) pattern:

Of course what really happened in this case is the market continued abruptly lower after a short rally upward. But here is what I really want you to see. On a shorter time frame, the chart really looks like this:

As you can see, the pattern of one set of Candlesticks from the above, longer term Candlestick chart, just blended into a whole other set of different candles on this shorter term Candlestick chart. To the left of center a bit, we see another buy before continuing lower.

You may wish to dispute my claim Candlesticks as a method of technical analysis are questionable (particularly) if not better defined. That is up to you. I do not intend to insinuate they are not of any value (afterall, they do help me to see my charts), but one should certainly not accept the conventional wisdom when it comes to these mysterious creatures (and their patterns) we call candlesticks without sufficient investigation.

The book High Profit Candlestick Patterns goes on to cover all kinds of areas from options to wave counting to Fibonacci retracements, support and resistance, moving averages, gaps etc. all in the context of candles. I am not really sure (actually I am) it would (not) hold up to the mathematical scrutiny of being coded into a computer even though it is all important stuff to know.

Maybe on a future article, I will dig into my old code and rigorously test some of these patterns using moving averages and Candlestick patterns associated with other technical indicators.

I have been doing seasonal and cycle research for many years. There are many kinds of seasonal and cycles present in a large variety of markets that provide incredible profit opportunities for traders who pay attention to them. In fact, some of the very best and most successful traders in the world use seasonal and cycles patterns to choose their best trades.

One such trader is Kurt Sakaeda. I do not know Kurt, but I do know he has consistently won trading championships in the Robbin’s World Cup by using simple seasonal models. He has, as I recall, returned over 900% in some years using seasonals in the championship. When I see a trader is truly successful using a particular strategy, I quickly abandon all the trading books out there written by those who don’t even have a trading record, and try to discern what the best bias is in that arena.

I first learned of seasonal trading twelve or thirteen years ago from Murray Ruggiero. He had developed a “Universal Seasonal” program I spent a lot of time with. He also wrote of various seasonals and cycle trading in his book, Cybernetic Trading Strategies. I then began running all kinds of seasonal and cycle studies and much research which culminated in my becoming a CTA. I was so successful trading these cycles and seasonals that I quickly became the largest Emini S&P trader in the world. I later retired as a CTA, but my research lives on and a good deal of the fruits of my labor can be benefitted from at EminiForecaster.com.

One of my best choices when dealing with software that enables me to compute seasonal is a simple piece of code I wrote for Tradestation.

There is software available out there that costs $5000 that will basically do what I am about to give you here for free. This company that sells this has an aggressive marketing program that is very convincing. An investment manager with over $100 million under management called my office yesterday and asked me about this software. He told me about an online demonstration they presented him with and described their $5000 program.

I told him his mentioning this was very coincidental because we were currently developing a software program that would be the culmination of over ten years of seasonal and cycle research. I further told him that our software would do what theirs did and a whole lot more. In fact, it will be the most powerful seasonal and cycle program ever written. And, it will sell for a fraction of the price of what might otherwise be your best choice. He told me he’d be our first customer about three times before we got off the phone ;-)

While the seasonal program is in development, here is a free piece of TradeStation code that can help you to achieve much the same thing as other seasonal programs.

TRADESTATION CODE: If you have TradeStation, download the code from this link: http://eminiforecaster.com/SEASONALARTICLE.ELD

If you do not have TradeStation, you can view the code in this text document: http://eminiforecaster.com/seasonalcode.txt

By using the maximum adverse excursion report in TS, this piece of code will tell you,from any given trade day of year, or option expiration what your probabilities are.

Further, it can be set for any number of hold days for other secondary expirations. The BSe variable (see the code) is for long/Short, Mnthe gives you for any given month from expiration to expiration, TrdDayofYear gives you result for given trade day of year.

TrdDayofYear, if zero, it will set mode to expiration based entries. The current TDOY is printed to the print log. If Holde, is zero it will set exit to next3rdFriday expiration.

Stp, which is based on percent move from entry can also be used.

Once set up, you can view the max adverse excursion graph to determine best strike price to do credit spreads from, buy or sell or virtually any straight seasonal strategy.

By using the code provided, you can enter any of the variables to test the seasonal of your choice. It was mentioned to me that Apple Computer was a best choice for October, so let’s look at AAPL.

Let’s just do a simple seasonal for Apple stock in October for the last 10 years of data. October 1st corresponds to the 189th trading day of the year right now, so I input 189 into the variable TrdDayofYear and I want to hold for a month, so I simply enter 20 into the holde variable to hold for 20 trading days.

Above, we see what my screen looks like in TradeStation. Then what we do is open the TradeStation Performance Summary and use the Maximum Adverse Excursion Percent tool on the Trade Graph tab. Sounds like a big name? Don’t worry about it, I will tell you what you are looking at in a minute. Here’s what the report looks like.

Above we can see that the results for all the October trades over the last nine-ten years. On the vertical axis, it shows the final result for profit and loss. There were 9 trades total (this year hasn’t closed yet). One was a loser (the red one). The maximum draw down that occurred for any winning trade was around 11%. So there were 89% winners. 6 out of 9 of them were over 10% winners. One was a loser and lost around 28%. The nice thing is, once you get accustomed to this format, you can interpret the entire seasonal on a quick glance.

I simply leave the performance graph open and change the two inputs we used above to get, or hone in on any seasonal I want. The results are instantly displayed on the graph above. It is simply awesome!

You could get more complete stats by using the Tradestation Performance reports. These are excellent and much more extensive than other software you can currently buy for this purpose.

By the way, this TradeStation code we have given you above has a lot of other functionality you can use, but this will be all we will be able to cover in this article.

You could also use the Tradestation optimizer to adapt this program slightly to find the “best choice” for entry and exit dates for this seasonal using this software. That also is beyond the scope of this article. Either way, you can do this for a lot less than $5000. Perhaps your real best choice for software is this crude and simple free TradeStation code.

You can use this free TradeStation code I have given you above while you wait for the release of our ultimate cycle and seasonal program that will be released in the near future (it has capabilities way beyond anything any currently available software could even begin to do).

If you want to be notified about the release, simply go to www.Eminiforecaster.com and put your email in just above the “Let me see it” button on the home page and opt-in. We will notify you when the release is. My working title for the Software is “Cycle Vision”, so if you have questions or ideas about it, use that name in your email so we know you are talking about the new software.

Here’s the best part! If you decide to get TradeStation to try this out, tell them I sent you (EminiForecaster.com) and they will deposit a complimentary $50 in your account. This is our way of saying thanks for being part of the success of our company.

By the way, this $50 is just enough to do a trial to the EminiForecaster.com service if you aren’t already using it, so it is like getting a free trial to the service.

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This was the most volitile week I have ever witnesed, especialy Friday when the market ran about 11% in 1 hour! Our G-line forecast panned out pretty well this week despite not having a pullback we were anticipating mid week, nevertheless the market offered great trading opportunities especially Thursday and Friday.

Here is how we did this week -

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Here is the actual alert our members received-

10 AM Morning Update for 10/8/2008

Price action at this time is bearish suggesting potential downside movement.

We currently have a gap or lapse condition of 0.00 points.
Please be cautious of the impact of morning gaps on price action.
Further alerts will be provided if market conditions warrant.

** ALERT ** Time= 1005: The current price action is bearish. Short positions taken on upside rallies may be beneficial between now and the close.

Sign up today!

More Alert Posts -

Tuesday Alert is Worth $2,562.50 :)

9-29-08 Market Crash! Daily Alert Results

September 23rd Alert

Forecast of the Day

NEW FEATURE - Daily Guidance Alerts

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Do you use MACD? Have you been successful at it? Have you changed your mind on MACD after reading this article? What indicators do you use? Would you like me to debunk any other indicators? i’d like to hear from you, leave a comment below.

When something has a name that has more syllables than I can count, it usually keys me in to the idea it could be a bunch of fluff. Moving averages are great if they are used correctly in technical trading. This is true for one reason; they introduce delay.

The amount of delay moving averages introduce is a function of their length. A 20 period moving average, for example, will introduce 10 periods of delay from the data on which it is based. If you want it to track the data closely, you will offset it by 10 periods (1/2 the average length). Then, when you look at it on your chart, it will track the data very closely. The tradeoff for getting this close tracking capability is that the data will then be current to only 10 bars ago. Let’s look at a graphic so we can see what this means (compliments of TradeStation):

The graph above shows a 10 minute chart with a 30 period moving average on it (the light blue line). As you can see, the turning point on the moving average that is on the edge of the ellipse on the left comes 15 bars after the actual price high. On the ellipse on the right, the low on the moving average also comes 15 bars after the actual low in price. On average, a 30 period moving average, will introduce 15 periods of delay. If we offset the moving average by this amount, it will perfectly coincide (on average with the turns in the market).

Now, with the 15 period offset (1/2 the 30 period moving average length), the moving average tracks the turns very accurately. This half wave delay that moving averages introduce is the single most important issue you need to understand when using moving averages in your trading.

Will the half wave moving average always track the data as perfectly as above? No, it will not. This is due to the fact that the length of the moving average length does not match the cycle length that is present in the original data. This means different base moving average lengths will track the underlying data more accurately at different times. Typically, the moving average length that will track the data most accurately is constantly changing. Keep this in mind as we proceed into our discussion of Moving Average Convergence Divergence.

The base Moving Average Convergence Divergence in most charting packages is made up of two moving averages that are 12 period and 26 periods in length (fixed). Then the computation is to take the difference between these two averages in order to generate what is called a “Signal Line.” The Signal Line is then delayed again by another (exponential) average of 9 periods. In plain English, a Signal Line is the delayed difference between two moving averages (delays). Basically then, when the faster moving average (12 period) is above the longer moving average, the difference will be positive and will indicate the market is going up. When the faster moving average is below the longer one, then the difference will become negative, indicating the market is declining.

To me, it is impossible to be a MACD user because simply looking a chart would tell me if the market is rising or falling. Looking at the chart also tells me this with no delay. This is particularly important when you add the complexities of having a computation made of two (delay introducing) moving averages that are not in sync with the cycle length of the market at all. These complexities can result in the MACD doing some very strange things, particularly in abruptly moving markets where the cycle length is changing or becoming longer than the base 12 and 26 period averages. Let’s take a look at one example:

In the graphic above, we can see the MACD on the bottom. It has both the 12 and 26 period averages in the graph and the signal line, which is shown as a histogram. As you can see, starting just before mid day, the MACD started trending down (when the shorter 12 period yellow line crossed below the longer 26 period line). The Signal Line goes negative at this time, while the market continues to go up. Due to wave length changes and delays introduced by the moving average components, the MACD has actually inverted from what the market was actually doing. It would take it around 26 bars, or periods (plus or minus) to correct this.

The question is this, is the inversion factor keying us in to a going inaccuracy in the MACD? Is there a better trend indicator that did not have these issues?

Let’s look at a simple trading system optimization grid based on trading the MACD and see how stable it is on its own. For simplicity, I will only optimize the 12 and 26 period lengths and not the MACD delay that is introduced by the 9 period exponential moving average. I will allow the system to simply stop and reverse, always being in the market.

Over a testing period of two years using the MACD strategy for generating buy and sell signals on the S&P Emini contracts on a 10 minute chart, the results are clear. Not one single parameter set was profitable ( a much larger test was conducted than is shown). Ouch!

What this tells us is that doing the exact opposite of the MACD is a better starting point for system development than what conventional wisdom would have us believe. Of course this will vary according to time frame (i.e. 5 minute, 10 minute daily data etc.). For fun, let’s flip the buy signals into sell signals and run our test again. Here are the results:

Wow! That is pretty amazing! Sorting to the top sets, we see a couple interesting things. One is the profit is remarkable. Two, many of the best sets optimize to a period of 2 on the short term moving average. This tells us the shorter period average portion of the MACD (as well as other delays in the Signal Line) could probably be eliminated, further discrediting the fancy design of the MACD. This is much beyond my personal expectations as to what we would find in these tests!

Before getting too excited, is this tradable? No, unfortunately it is not. The average trade is only about $15, less than the expenses of trading. Ultimately what this tells us is we are at or about the threshold of randomness with our MACD study. Is this to say MACD has no value? That is up to you. As for me, next time I want to know if the market is going up or down, I will look at a chart. It is much easier to understand what is going on without introducing layers of delays and inability to track cycling properly. Training one’s eye to see things directly from the chart is the best way for me.

Could the MACD be used in other ways? Certainly it could, but perhaps a moving average alone could accomplish much the same thing without all the problems introduced by this fancy and verbosely named indicator.

Do you use MACD? Have you been successful at it? Have you changed your mind on MACD after reading this article? What indicators do you use? Would you like me to debunk any other indicators? i’d like to hear from you, leave a comment below.

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http://eminiforecaster.com/signup.html

Here is a comment sent to us today from one of our members:

“Hey, your last alert was right on. Made enough $ for the day. Thank you, keep up the great job!”
- Kava

Here is today’s alerts:

10 AM Morning Update for 10/7/2008

Please be aware, without respect to the EMF forecast,
Price action at this time is neutral suggesting potential moves in either direction.

We currently have a gap or lapse condition of 12.25 points.
Please be cautious of the impact of morning gaps on price action.
Further alerts will be provided if market conditions warrant.

** ALERT ** Time= 1145: The current price action is bearish. Short positions taken on upside rallies may be beneficial between now and the close.
If we have declined > 40 points in the near term, then successful
short trading may be diminished

More on DailyGuidance Alerts:

9-29-08 Market Crash! Daily Alert Results

September 23rd Alert

Forecast of the Day

NEW FEATURE - Daily Guidance Alerts

Try it today!