Monday, August 22, 2016

TLT Perspectives and More...08.22.16

The new MVP price/volatility platform WILL FINALLY BE available this weekend.  I'm continuing to make refinements and integrate previous M1 algorithms with the price/volatility analytics to make the models more robust.
A tip of the hat to Bob H. and Andy K. who served as beta testers for MVP and whose combined 40 years experience in the fixed income markets has helped to make MVP a reality,
Below are the Mean Reversion and mean reversion MVP filter versions for TLT which continues to be my favorite trading ETF.(these are the full panels so you have to click on the charts to enlarge).

Immediately below is the 65 minute bar chart of TLT with the Bollinger Bands set 14/2.
Just like the 130 minute bar setup this simple support/resistance map has proven amazingly accurate in forecasting turns in TLT, especially when coupled with the RSI2.