World Blog by humble servant.Refined Multi-Index Trading Strategy: Scaling into SCRUpdated Dec 11, 2025 (for Dec 12, Friday)
Refined Multi-Index Trading Strategy: Scaling into SCRUpdated Dec 11, 2025 (for Dec 12, Friday)Context (Dec 11 Current)Congrats on riding rally/exiting profits—flat now per stops, good call. Futures recovered overnight lows (hits zones), up 0.2-1% on soft CPI (2.7% YoY). SCR setup strong: Nov +, YTD >15% (S&P ~17.0%, Nasdaq ~22.1%), Jan cut odds 80%. VIX ~15.8 down; mixed flows/vol risk 15% next 3 days (Dec 12 PPI ~2.3% YoY—soft holds, hot dips; Dec 13 sentiment; Dec 14 quiet). SCR win 79% (+1.3% avg), easing +2.8%—target +2-3% Jan.Indicator Summary
Consensus: Overbought (mixed %K/%D >85; 70% dip odds), bull core (RSI >55, sentiment >61). +Flows: reenter dips. Diversify: 40% MES, 30% MNQ, 20% M2K, 10% YMY.Scaling: Flat to 70% (Dec 12 Strategy, Flat Now)Flat post-exit; reenter 25% on Friday dips (1% risk) if %K > %D/RSI >58. Micros; trail +0.5%. 30% cash for buys/bonds (VIX >20). Soft PPI: Zone 1; hot: Zone 2-3.
Sizing: Zone 1 ~$25k (micros; $1k risk). Full: Trail +50 pts MES; 1:2 R/R +1.5% (MES to 7009).Risk/ExitsStops: -0.5-0.8%; trail +0.5%. Exit PSAR/VIX >20. Profits: Scale 50% +1%; trail Jan 2. Abandon: %K/%D >90; 2-day < SMA—flat, 20% bonds. Catalysts: Soft PPI—Zone 1; hot—deeper.Outcomes (79% SCR Win)
+18% backtested—patience edges chasing. Update post-PPI.👍
Futures | Price | %K/%D | RSI | PSAR/SMA | Sentiment | Money Flow | Bias |
|---|---|---|---|---|---|---|---|
MESZ25 (S&P) | 6906.50 | 82.84/89.05 | 58.77 | 6797.86/6876.42 | 67.63 | 0.11 | Bull; cross cooling. |
MNQZ25 (Nasdaq) | 25674.75 | 69.19/85.05 | 54.96 | 25383/25700.56 | 66.03 | 0.02 | Momentum; low flow. |
M2KZ25 (Russell) | 2598.30 | 99.47/96.45 | 67.68 | 2514.57/2540.32 | 61.42 | 0.11 | Strength; bull cross/high RSI. |
YMYZ25 (Dow) | 48812 | 95.35/95.53 | 64.83 | 47501.25/48075 | 65.42 | 0 | Lag; overbought cross. |
Zone | Trigger | MESZ25 | MNQZ25 | M2KZ25 | YMYZ25 | Action ($100k) | Timing/Odds |
|---|---|---|---|---|---|---|---|
1: Shallow | %K > %D 85-90 | 6870–6890 | 25600–25640 | 2570–2590 | 48500–48650 | 25% (1 MES+5 MNQ+1 M2K+5 YMY); stop -0.5% | Dec 12 post-PPI / 75% (soft) |
2: Optimal | SMA pull; RSI 52-55 | 6850–6870 | 25480–25520 | 2550–2570 | 48300–48450 | Add 25%; ~0.8% below | Dec 13 / 65% (mild vol) |
3: Deeper | 50-day; %K 40-60 | 6810–6830 | 25280–25380 | 2530–2550 | 48000–48150 | Add 20%; full 70% | Dec 14 / 45% (hot) |
Avoid | Breach/%K/%D >90 | <6876 | <25701 | <2540 | <48075 | Flat; 10% bonds; short MNQ | <15% (vol) |
Scenario | Move (Dec 12-14) | Entry (Dec 11) | Net ($100k Dec 14) | Prob |
|---|---|---|---|---|
Base (+1-1.5%) | Recovery | ~0.5% below | +$1.2k | 75% |
Upside (+2%) | Soft PPI | ~0.3% below | +$2.0k | 20% |
Downside (-0.5%) | Hot vol | Stops | -$0.2k | 5% |
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