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ML Algo Alert @ES_Algo_Alert
Joined September 2021
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  • Followers 113
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ML Algo Alert@ES_Algo_Alert
15 Aug 2022
ML Algo Alert v1 Algo-Buy-Call-[S/M/LT]: S /S/A/B Algo-Sell-Call-[S/M/LT: S /S/A/B Algo-Buy-Put-[S/M/LT]: S /S/A/B Algo-Sell-Put-[S/M/LT]: S /S/A/B Algo-Dynamic-R/S: S /S/A/B Algo-Future-Long/Short: S /S/A/B Rating = % DT/Swing = ⏲️ Dynamic:Poss Reverse/Retrac
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8/30/22(Tu): - Closing all Swing(opened 081122) here - Originally retraced 0.618(SPY: 405.34), then now tested 0.5(SPY: 397.44) - More bullish we are in this overall trend from the Bottom of 364, shouldn't test lower than 0.382(SPY: ~389.54) - Weekly, we should bottom out: ~397.
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Will be on hiatus for a bit, off Twitter 🤖
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8/22/22(M): - Saw fake out moves above the Dynamic R, formed a Topping Algo then after the rolling off of Positive Gamma, we retrace. - Got in 091622SPY400P around $2~3, currently $4.35 - As of now, will have to see how we react ~413.85 - Jackson Hole Friday
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ML Algo Alert retweeted
SqueezeMetrics
@SqueezeMetrics
19 Aug 2022
Hello everyone. Here is a visualization of how S&P 500 (SPX) dealer gamma and vanna exposure changes today. All other things being equal, a combined GEX VEX drops from $0.80bn per point to $0.56bn per point at 4:00pm. Daily ranges will increase marginally. And that's about it.
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ML Algo Alert retweeted
Michael J. Kramer
@MichaelMOTTCM
18 Aug 2022
When the market rises, the depth of book usually widens, and when the market falls, the depth of book usually contracts. It appears the depth of the book has been contracting the last few days. A sign liquidity is most likely waning.
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ML Algo Alert retweeted
Jeffrey P. Snider
@JeffSnider_EDU
17 Aug 2022
Starting Sept, Fed will runoff $60b per month. But they're going to meet the target w/notes & bonds. They'll only runoff bills when there's not enough of those maturing; about $32b in Sept Oct, then almost nothing after that through the middle of '23. marketsinsiderpro.com
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Yolo-ing some SPXW puts(1DTE&2DTE) first Yolo in a long time, bored. 👽🚀
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114%
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Closed all YOLOs, moved up too quickly. Satisfied with the gains
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We should be getting some nice gamma unwinding in coming days~
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Scaled out of some at: 94%
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Alert: Algo-Buy-Put-[ST]: (B-Rating){3min}
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Closed 423P 1DTE
In my experience, Europe is sightly green. So if this down movement were to continue, rather than being range bound, will probably come stronger after EU close at ~11:30.
Waiting on Algo from today... 🔮 ⏳ Yesterday's Swing Algo, playing out so far.
1st day I've seen /ES liquidity thinner than usual in almost 2 months or so. For the last two months: 100 , today: ~60/70/80
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At the bottom, on June 16th, I was ~1% too early, called bottom at ~364 At the top, on Aug 11th, I was ~1% too early, called top at ~424 Maybe, next time, I will just wait after the ~1% fake out move. IF... we are rolling over around here. 🔮⏳🤷 ~419.5: -2% ~408: ~5%
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High OI at ~430 tho., unsure if ~429 was good enough. Unsure if it's a trap, or do-able to tag and surpass.
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Bears have to keep this -.3% gap open and fight. If Bulls close it... Bears gain no additional footing for that Gap Resistance.
ML Algo Alert v1 Algo-Buy-Call-[S/M/LT]: S /S/A/B Algo-Sell-Call-[S/M/LT: S /S/A/B Algo-Buy-Put-[S/M/LT]: S /S/A/B Algo-Sell-Put-[S/M/LT]: S /S/A/B Algo-Dynamic-R/S: S /S/A/B Algo-Future-Long/Short: S /S/A/B Rating = % DT/Swing = ⏲️ Dynamic:Poss Reverse/Retrac
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Changed rating for simplicity and to show strength: - Short/Medium/Long Timeframe -- S [Highest-Quality] -- S [High-Quality] -- A[Good-Quality] -- B[Acceptable-Quality] Compared to the old: - DT/Swing for the Timeframe [Short/Long] - S / S / A / B [Spectrum within Short/Long]
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