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Thursday, July 26, 2012

Preparing For Trading in August's Primary Options Expiration Week, The 3RD 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 Be Used To Insure General Stock Market Portfolio Value During Volatile Times

_________________________________________________________________________________________


Powerful Results During The May 2012 Option Expiration Week Utilizing Knowledge, And Active Advanced Positioning, On Key Days, at Key Times Within Key Broad Market Futures Daily Price-Time Symmetries And Price-Time EchoVector Coordinations, Occurring 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
______________________________________________________________________________

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 Model, 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 used 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 subsequently 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 used 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:
  • Jan-Apr-Jul-Oct
  • Feb-May-Aug-Nov
  • Mar-Jun-Sep-Dec
Of particularly interest right now is the echo month time period set of Feb-May-Aug-Nov.

(This set also follows the interesting 'earning season months' and echo-months time period set in each year of Jan-Apr-Jul-Oct.)
Feb-May-Aug-Nov 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.

(However, there are a few key firms that do choose to announce in this echo time period set of months. Cisco (CSCO) is an example.)
What is particularly interesting going into options expiration week in the FEB-MAY-AUG-NOV echo-month time period set is the WED-THURS-FRI 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 week by me 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, in order to provide knowledge and aid in possibly taking advantage of it.

Below is a chart illustrating these key and repeating WED-THURS-FRI 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) is 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 can be utilized to build 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.


This article is tagged with: Market Outlook and Market Strategy and Market Education and Derivatives.

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