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Fear-Based Trading
Even in the toughest markets, Elliott wave analysis gives you a distinct advantage.

By Bill Fox, Senior Bonds Analyst
Thu, 11 Sep 2008 08:30:00 ET
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To borrow a colloquialism from the world of IT, "garbage in – garbage out." Personally, what I often refer to as garbage are choppy, directionless and unemotional markets.
 
For me, Elliott wave patterns that fall into that category are corrections – that is, waves 2 and 4. Their overlapping, jittery internal wave subdivisions are notoriously difficult to count. Forecasting their termination points is just as hard. However, even during the toughest market corrections, the Elliott Wave Principle gives you a distinct advantage.
 
Here's how: While to the rest of the trading public corrections may look hopelessly endless, Elliotticians know that corrections cannot be sustained. When the market resumes its trend, a correction will always be completely retraced. The trick is to properly identify one.
 
Let's look at this daily chart of the U.S. 30-year Treasury Bond as a case in point. (Some Elliott wave labels have been erased for this publication – Ed.)
 
 
The basic definition of an Elliott wave correction is any three-wave move, labeled on a chart ABC. The three-wave decline from the January 2008 top of wave (5) you see on the chart above fits the definition; it even ended with an ending diagonal triangle, the Elliott wave pattern that C-waves often take. The decline also had that characteristic choppy, directionless and unemotional corrective quality. So, because we counted that decline from the January 2008 high as a correction, we knew in late July, when wave C was ending, that the whole structure would have to be retraced completely by a subsequent rally.
 
That rally is now underway, as the chart above shows. 

That's the kind of forecasts even basic Elliott wave analysis can help you make. You can further enhance it with other technical indicators. For example, the blue line in the chart above is a 21-period exponential moving average (XMA). I maintain XMA in most of my Interest RAtes Specialty Service charts: It's a simple indicator that can confirm you are in a correction. Here's how. 


See full menu for EWI's Specialty Services here.

As you can see, the highs and lows of the price bars cross the XMA both up and down. Here's what that means: When a true, strong trend is underway, prices stay locked either above the 21 XMA (bullish trend) or below it (bearish trend). But when you see price bars choppily cross the 21 XMA without committing to either the bullish or bearish bias (like they did in wave C of the decline from the January 2008 high, for example) chances are, your market is in a correction. 

Corrections are periods of fear, one of the markets two main drivers (the second one is greed). That's what we've been engaged in lately – fear-based trading. Fear progresses from disappointment to uneasiness to outright panic – and finally, to capitulation, which is usually the moment of a bottom.
 
The problem is, in "linked" markets like equities and bonds, capitulation doesn't work like you'd expect. In linked markets, all that exists at the end of a fear-based panic is a vacuum of bids that pulls the rug out from everyone – buyers and sellers. Take a look at the January 8 top in the chart above, for example: Things looked dandy that morning until a sharp intraday reversal came – and took the market on a whopping month-long selloff. The moment of capitulation only came 30 days later.
 
Remember that Elliott Waves are a graphical representation of the fear and greed cycle that drives market psychology and creates the "waves" on a chart in the first place. While trading is never easy or bereft of emotion, the steady application of this technical approach can allow you to keep your head (and money) when everybody else is losing theirs.  
 

This story originally appeared inside the September 5 daily forecast for the U.S. 30-year Treasury Bonds in Bill Fox's Interest Rates Specialty Service.
 

Bill Fox is EWI's Senior Bonds Analyst. He has been involved in the markets since graduating in 1988 from Vanderbilt University. He joined EWI in 1994; most of his subscribers are professional bond traders spread around the globe.


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Tags: U.S. 30-year Treasury Bond, correction, garbage in garbage out

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The Elliott Wave Principle is a detailed description of how financial markets behave. The description reveals that mass psychology swings from pessimism to optimism and back in a natural sequence, creating specific Elliott wave patterns in price movements. Each pattern has implications regarding the position of the market within its overall progression, past, present and future. The purpose of Elliott Wave International’s market-oriented publications is to outline the progress of markets in terms of the Wave Principle and to educate interested parties in the successful application of the Wave Principle. While a course of conduct regarding investments can be formulated from such application of the Wave Principle, at no time will Elliott Wave International make specific recommendations for any specific person, and at no time may a reader, caller or viewer be justified in inferring that any such advice is intended. Investing carries risk of losses, and trading futures or options is especially risky because these instruments are highly leveraged, and traders can lose more than their initial margin funds. Information provided by Elliott Wave International is expressed in good faith, but it is not guaranteed. The market service that never makes mistakes does not exist. Long-term success trading or investing in the markets demands recognition of the fact that error and uncertainty are part of any effort to assess future probabilities. Please ask your broker or your advisor to explain all risks to you before making any trading and investing decisions.

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