Glossary

SUSI:

Susi is a time and price weighted Momentum Indicator that incorporates the Tom DeMark Sequential, Combo, MACD Elements over Daily, Weekly and Monthly timeframes. SUSI stands for some form of SUMMATION (SU...) and HistoryRhymes name. I also liked the idea of a "female" indicator with occasional idiosyncrasies that in the end always seems to be right...

Exhaustion SIGNAL:

Once Susi reaches a trend adjusted (different range for bear and bull markets) Extreme the System triggers a SIGNAL

SIGNAL:

BUY: if in a sequence of 2 short term cyclical SUSI lows the 2nd shows a higher low, meaning less downward momentum, then the system triggers a BUY SIGNAL

SELL: if in a sequence of 2 short term cyclical SUSI highs the 2nd shows a lower high, meaning less upward momentum, then the system triggers a SELL SIGNAL

Buying Pressure

Percentage of stocks that exceed their individual Upper Fibbonacci Band. We usually interpret a spike above 20% as a bullish short term trend change. (shows on the Chart as: 20)

Upper Fibbonacci Band = EMA(Close) + 1.62*EMA8(Daily True Range)

Trigger bull. Trend Change= 20%

Seling Pressure

Percentage of stocks that fall below their individual lower Fibbonacci Band. We usually interpret a spike above 20% as a bearish short term trend change. (shows on the Chart as: 20)

Lower Fibbonacci Band = EMA(Close) - 1.62*EMA8(Daily True Range)

Trigger bear. Trend Change= 20%

Buying Pressure2

Percentage of stocks that exceed their individual Upper Fibbonacci Band2. Short term upside exhaustion result in values around 10-15%. Medium/ Long term exhaustions trigger spikes in excess of 20%.

Upper Fibbonacci Band2 = EMA(Close) + 2.62*EMA8(Daily True Range)

Trigger short term upside exhaustion = 10-15%

Trigger medium/long term upside exhaustion = 20+%

Seling Pressure2

Percentage of stocks that fall below their individual lower Fibbonacci Band2. Short term downside exhaustion result in values around 10-15%. Medium/ Long term exhaustions trigger spikes in excess of 20%.

Lower Fibbonacci Band2 = EMA(Close) - 2.62*EMA8(Daily True Range)

Trigger short term downside exhaustion = 10-15%

Trigger medium/long term downside exhaustion = 20+%

EMA

Exponential Moving Average

MA

Simple Moving Average

IM

Institutiomal Money Portfolio with consists of "must have" large Cap. US Stock (approx 60.)

DeMark Signal

Tom DeMark Sequential and Combo setups.

TimeCycles (TC)

TC calculates High-High, Low-Low, High-Low, Low-High Fibonacci time retracements and additionally High-Low-High and Low-High-Low alternative time projections (A-B=C-D Pattern) over differnt timeframes and clusters all results into a barchart (dark red bars) form.

TC's signal potential crossroads for Highs or Lows that can be interpretated as timewindows with increased probabilites for trendchanges. Always use TC as an additional confirming indicator!

Option Flow (usually smoothed by the MA10days):

a) Call & Put Flow: We analyze option latters a add the product of number of options x price for calls and puts

b) $ weighted Call/Put Flow ratio: Call Flow/ Put Flow

c) $ weighted Call/Put ratio: $ weighted amount of Calls/ $ weighted amount of Puts

d) Spread or Strike Spread: ($ weighted Call Strike - $ weighted Put Strike) / (($ weighted Call Strike + $ weighted Put Strike)/2)

e) Net Premium: Call: (Option Price - Strike) x Option Volume ; Put: (Strike - Option Price) x Option Volume

f) Gross Premium: Call: OptionPrice x Option Volume ; Put: Option Price x Option Volume

g) adjusted Premia: we only look at Options with a min. lifetime of 6 das or more and 70 or less.

The adjustment tries to capture the 'normal' Hedger and/or Speculator that does not:
i) buy sizable lottery tickets in the OPEX in order to jsut play the OPEX
ii) buy longterm catastrophe insurance

example

OPTIONFLOW Analytics (OFEP, PO OSC, RGW etc.)