Included are Major Market Indexes and their positively correlated ETFs and Mutual Funds, such as the SPX - SPY, INDU - DIA, Russell 2000 - IWM; and, also included is the Gold Metals Market Indexes (and to an extent other 'gold price attached' metals markets such as the silver and copper markets) and their positively correlated ETF's and Mutual Funds, such as the $GI and the GLD and DGP.
These two major Winter Quarter Price Level Insurance Alerts are for 2012 application, this week and next.
And, for ongoing maintenance and adjustment, as of today, would be set for continuence going potentially well into the end of March.
Insurance coverage (hedges) on exposed portfolios to protect current price level values and gains has been designated as timely.
For more Advanced Active Risk Management Applications and Full Net PortfolioValue Optimization Management Applications, Full Net Short and Full Net Double Short Positioning in both these sectors have also been designated as timely.
Note: Unlike this Major Seasonal Index Price Correction ALERT, other Short-Term Swing-Trading Based Alerts and Motions, and other HFT (High Frequency Trading) Based Alerts and Motions, have also been issued, on a time-specific and or price-specific bases, this year, by ProtectVEST and AdvanceVEST by EchoVectorVEST.
Security-Specific Alerts and Motions, and Instrument-Specific Long, Double Long, Insurance, Short, and Double Short Alerts and Motions, have, additionally, been issued this year also by ProtectVEST and AdvanceVEST by EchoVectorVEST.
According to the ProtectVEST and AdvanceVest by EchoVectorVEST (Divisions of Motion Dynamics and Precision Pivots) Forecast Model and Alert Paradigm and Advanced Risk-Management and Portfolio Price Exposure Protection Methodology and Technology, both this week and next week constitute significant ALERT WEEK PERIODS for the timely application of general Portfolio Price Level Hedging Insurance and Potential Short and Double-Short Positioning Opportunities for market participants in the 'Major Markets (Stock Indexes)' and in the GOLD Metals markets.
These ALERTS are meant to signify FORECASTED PRICE DIRECTIONAL BIAS (periods of derivative velocity weakness) regarding the ProtectVEST OUTLOOK within these specified ALERT markets for Prudent Price Level and Value Level Portfolio Risk Management Optimization.
This 'prudent risk management optimization period' begins immediately, and goes forward into early Spring of 2012 (that is, forecast bias generates an outlook of potential relative market price level trend 'de-strenghening' and potential relative market price level trend weakening into the end of March).
CAUTIONARY NOTE: ACTIVE ALERT MITIGATION FACTOR: Stay Nimble During this Fed Announcement Week.
ProtectVest by EchoVectorVest MDPP
"We're keeping watch for you"
Further Note: The ProtectVEST Forecast Model and ALERT Paradigm has also generated a further and significant and additional DELTA INCREASE in the general Price Level Risk Reward Ratio for general stock market indexes presently occuring by the end of April.