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Kevin Wilbur
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Kevin John Bradford Wilbur is the President and Founder of ProtectVEST and AdvanceVEST By EchoVectorVEST. He is also the Chief Architect of the Motion Dynamics and Precision Pivots Forecast Model and Alert Paradigm, and the Senior Developer of the ProtectVEST and AdvanceVEST Active Advanced Risk... More
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  • ACTIVE MANAGEMENT ADVANCED POSITIONING STRATEGY FOR OPTIONS EXPIRATION WEEK: Utilizing Knowledge Of Key Futures Daily Price Symmetries During Options Expiration Week To Build Portfolio Value 0 comments
    Aug 13, 2012 3:08 PM | about stocks: IWM, QQQ, SPY, DIA

    http://echovectorvest.blogspot.com/2012/08/utilizing-knowledge-of-futures-daily.html

    August 11, 2012

    In preparing for trading in August's primary options expiration week, the third week of August, 2012, utilizing knowledge of key broad market futures daily price symmetries during options expiration week to build hedging fund value that may then be used to insure general stock market portfolio value during volatile times becomes opportune.

    Powerful results during the May 2012 Option expiration week utilizing this knowledge, and active advanced positioning management, on key days, at key times within key broad market futures daily price-time symmetries and price-time echovector coordinations, occurred during options expiration week. Using key quarterly reflection month sets and daily reflection month symmetries and price-time echovector coordinations to build the value of a derivative fund account for insuring (hedging) your general stock market portfolio account becomes particularly timely.

    In building the value of a derivative fund account (an account with resources dedicated to hedging the value of a general portfolio account in inclemently volatile market periods) for general portfolio management, and specifically for insuring and hedging the value of a general primary stock market portfolio account, familiarization with and knowledge of a specific (and very timely) echovector price and time reflection and symmetry forecast technique, and active advanced positioning Strategy, can be considered.

    Option's expiration week during the Month of May 2012, a quarter before the coming options expiration week of August 2012, provided an excellent example of this forecast strategy and the utilization of options to build the value of this derivative fund account.

    Following is important analytical framework, and knowledge, that may be useful in building the derivative fund account's value, using the example of May 2012's options expiration week. The prepared and advanced manager may be on alert to the potential of using this framework, knowledge, and provided strategy, to successfully, and once again, prepare for the opportunity potentially coming in the quarterly echo-month of August 2012:

    The recognition, understanding, and utilization of market echo-dynamics which occur within particular options expiration weeks within distinct echo-quarter month sets is prerequisite knowledge to this specific and timely options forecast strategy that can be useful for building the value of a derivative fund insuring account. These particularly advantageous weeks within these particular quarterly time-period sets often present potentially powerful opportunities for building and dramatically enhancing the value of resources within the derivative fund account usable for general stock market portfolio account value insuring, and for other employments.

    What follows is an example of this opportunity unfolding in real-time in May 2012.

    There are three quarterly echo-month time period sets within each year, each with four quarterly echo-months within each time period set within each year.

    The three quarterly echo-month time period sets in each year are:

    1. January-April-July-0ctober (JAJO)

    2. February-May-August-November (FMAN)

    3. March-June-September-December (MJSD)

    Of particularly interest right now is the echo month time period set of February-May-August-November.

    (This set also follows the interesting 'earning season months' and echo-months time period set in each year of JAJO.)

    FMAN have become known as a period when the stock market transitions from being 'earnings announcement sensitive' and starts to become more sensitive to, and keenly focus on, domestic macroeconomic data and international political economic events.

    What is particularly interesting going into options expiration week in the FMAN echo-month time period set is the Wednesday-Thursday-Friday (WTF) key timing symmetries and echovector coordinations that often occur in options expiration week during the months within this set of months.

    Knowledge of this phenomena can aid short-term forecasting during this period, and make these three days potentially very useful days in building reserves within a derivative fund account, which can then be used to hedge the value of a general portfolio account in forecasted volatile market periods ahead.

    An identification and analysis of futures prices and key repeating daily echotimepoint pivot points in May's option expiration week is particularly useful in providing timely information and illustrations of this market phenomena and opportunity.

    Much information was written and published by me during options expiration week in May 2012 on the Dow futures and the S&P futures to inform investors, managers, and traders of this phenomena, and to keep them ahead of it, and in order to provide knowledge and aid in possibly taking advantage of it.

    Below is a chart illustrating these key and repeating Wednesday-Thursday-Friday timepoint symmetries and corresponding daily echovectors.


    (Click to enlarge)

    Also provided below is a time and price coordinated chart of an employable (and select) PUT OPTION shorting 'rider vehicles' used in the model for capital gain capture and derivative fund account value build.

    Basic 'time-premium assuming' buy-to-open and sell-to-close positionings (entries and exits) of this PUT option rider vehicle through this key three-day period (in this key week of this key month within this key echo-month time-period set) are highlighted.

    More advanced, active and nimble derivative fund managers may select to 'convert' the strategy, and correspondingly convert the option chart referenced here, by instead utilizing a 'sell to open' short positioning strategy, in order to collect time premium rather than assume it. (This alternate correlate strategy presents additional risk management and risk-limiting protocols and measures to effectively consider and efficiently employ.)

    SPY May 19 2012 132 PUT
    (Click to enlarge)

    Also, concomitantly usable in inverse to the SPY May 19 132 PUTS during key application 'switching moments' (position adjustment times) is the SPY May 19 2012 132 CALL. This additional strategy component would increase effective overall strategy yield and results dramatically.

    These charts and this foregoing strategy narrative and presentation serve to evidence the power of precision analytics on an intra-day, echo-back-date, and echo-back-time symmetry and vector analysis bases, on these three key days, within this key week, of these key months, within this key echo-month time period set, during the stock market year, particularly when utilizing highly powerful derivative investment instruments to build the value of a derivative fund account which can then be used for hedging and generally insuring a primary stock market portfolio account.

    This May 2012 example presents the particular technical echovector forecast knowledge, analytics, and strategy involved in an advanced derivative-based timing and positioning application that may be effective in building the overall value of a derivative fund account usable for the purpose of hedging a general stock market portfolio account, and thereby increasing the value of available hedging and insuring resources that may be applied during forecasted high volatility market price level time-periods.

    ACTIVE ADVANCED POSITIONING STRATEGY FOR OPTIONS EXPIRATION WEEK: Utilizing Knowledge Of Key Futures Daily Price Symmetries During Options Expiraton Week In August 2012 To Build Portfolio Value

    Disclosure: I have no positions in any stocks mentioned, but may initiate a short position in SPY over the next 72 hours.

    ________________________________________________________

    PROTECTVEST AND ADVANCEVEST BY ECHOVECTORVEST MDPP

    "We're keeping watch for you."

    ________________________________________________________

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    ________________________________________________________

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    Posted by EchoVectorVEST

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    Chart illustrations Utilize the Following Terminological References

    From the ECHOVECTORVEST MDPP

    TRADEMARK TERMINOLOGY MATRIX AND ALGORITHM REFERENCE GUIDE

    EV Echovector, EchoVector

    ED EchoDate

    ETP EchoTimePoint

    FEV Forecast EchoVector

    KFED Key Forecast EchoDate

    FETP Forecast (Forward) EchoTimepoint

    KFETP Key Forecast EchoTimePoint

    EBD EchoBackDate

    EBTP EchoBackTimePoint

    KEBD Key EchoBackDate

    KEBTP Key EchoBackTimePoint

    ASEV Asian Session EchoVector (Shanghai Index Centric)

    ESEV European Session EchoVector (Continent Centric)

    DEV Daily EchoVector

    24HEV 24Hour EchoVector

    2DEV 2Day EchoVector

    48HEV 48Hour EchoVector

    WEV Weekly EchoVector

    2WEV Bi-Weekly EchoVector

    MEV Monthly EchoVector

    2MEV Bi-monthly EchoVector

    QEV Quarterly EchoVector

    2QEV 6-Month EchoVector, 2 Quarters

    3QEV 6- Month EchoVector, 3 Quarters

    4QEV 12-Month EchoVector, 4 Quarters, Annual

    AEV 12-Month EchoVector, Yearly

    6QEV 18-Month EchoVector

    1.5AEV 18-Month EchoVector

    2AEV 2-Year EchoVector

    CCEV Congressional Cycle EchoVector

    4AEV 4-Year EchoVector

    PCEV Presidential Cycle EchoVector

    8AEV 8-Year EchoVector

    RCCEV Regime Change Cycle EchoVector (4 or 8 Years)

    5AEV 5-Year EchoVector

    FRCEV Federal Reserve EchoVector, 5-Year

    10AEV 10-Year, One Decade, EchoVector

     

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    DISCLAIMER

    This post is for information purposes only.

    There are risks involved with investing including loss of principal. PROTECTVEST AND ADVANCEVEST BY ECHOVECTORVEST MDPP makes no explicit or implicit guarantee with respect to performance or the outcome of any investment or projections presented or discussed by PROTECTVEST AND ADVANCEVEST BY ECHOVECTORVEST MDPP.

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    Again, this post is for information purposes only.

    Before making any investment decisions we recommend you first consult with you personal financial advisor.

    ___________________________________________________________

    Themes: Themes: Stock Market Education, ETF Analysis, Market Forecast, Market Opinion, Market Analysis, Technical Analysis, Cyclical Analysis, Price Analysis, Economy, Macro Outlook, Trading, Day Trading,SwingTrading, Investing, Commodities, Futures, EchovectorVESTStocks: IWM, QQQ, DIA, SPY

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