S&P 100 (SP100) Options

Today the market will move down a bit, around -0.5/-0.8%%

Today the market will move down a bit, -0.5%/-0.8%.

today market will go down, around 0.5/1% if there is no interest rate change.

Today market should be a bit down (-0.5%), if there is no rate surprise.

today market will slightly go up, less than 0.5%.

US market will not have a meaningful drop today, suggest to buy in at low, it should not drop more than 1.2% by end of today.
More precisely, it will open low, and drop a bit, but most likely it should rebound amid the day.

US market will not have a meaningful drop today, suggest to buy in at low, it should not drop more than 1.2% by end of today.

There will be a meaningful drop in the next a few days, based on data as Oct 13 Fri noon time

Yesterday on Wed the blue chips moved up more than small cap, and on Tues it was opposite, the small cap led the trend up. So in the last two days, the small and big cap's movement are even up.

Today market will move up a bit, such as 0.5%.

Today market will move up a bit

Oct 10 2023, Market was up 0.56% on Monday despite of the conflict in Israel which is inline with my prediction.
Today the market will be FLAT.

today it should be up, but not sure of the war effect.

Today Oct 6 2023, the market will be FLAT, possibly slightly UP, in fact Thursday's daily LOW High Close are same as Wednesday's.
Yesterday the market was in the UP trend at 10am EST, when the ECB president started to speech, market responded downward. However, as model predicted, the market was still solid and rebounded to Par by end of the day.
Trading suggestion: keep current position, either cash or equity, slightly in favor or equity.
The high interest rate will in general dragged down the market a few percents within a few days following the news releasing.

Oct 5 2023: there was no interest rate shock for yesterday, the market opened at FLAT, moved down a bit then started to rebound, ending 0.86% UP, which is inline with my prediction.
Today, if there is no surprised news on interest rate, the market will keep moving up, but in a moderate percentage, market will be between FLAT to 0.6% UP. Moderate Positive.
Trading suggestion: keep holding the long Index position but not buying any option.

Oct 5 2023: there was no interest rate shock for yesterday, the market opened at FLAT, moved down a bit then started to rebound, ending 0.86% UP, which is inline with my prediction.
Today, if there is no surprised news on interest rate, the market will keep moving up, but in a moderate percentage, market will be between FLAT to 0.6% UP. Moderate Positive.
Trading suggestion: keep holding the long Index position but not buying any option.

Oct3 2023, Yesterday the market followed the prediction and moved to 2015 by 10 am EST, but the rate high news around 10am hit the market badly, and whole market went south for a big sell off of 1.59% after the Macroeconomic news on rate. The 1.5% intraday movement can be foreseeable if the model uses intraday signals.
Today market will open low, but may close FLAT, aside of the higher rate, there is no clear early sign for the market to drop dramatically today. The worry is not yet confirmed to last longer and it is not yet a solid sign for a 5-10% drop in one week. So it is advised to keep cash and wait for market to rebound.

Oct 3rd, 2023: Yesterday the market moved up 0.45% on Monday Oct 2nd, from 2009.73 to 2018.85, which is right within the prediction range of 0.5% from Friday close at 2010 for S&P 100.
Today prediction: The market will be closed at FLAT to slight up, the prediction range will be 0% to 0.6%, namely 2011 to 2031 for S&P 100 index.

Sept 30 2023: yesterday Market moved down -0.15%, which was close to FLAT. During the morning session the index moved up to 2030, but dropped 1% to 2010 as close. On Monday the market will be FLAT, it will close within +/- 0.5 of Fri close at 2010.

Sept 29 2023: yesterday Market moved up 0.51%, within the forecast range. Today market will be FLAT with a little up potential, this Fri the market will close between 0 and +0.5%.

Sept 28 2023: yesterday the market was FLAT, and closed at -0.057%. Today market will be slightly up, less than 0.8%,unless there is huge interest rate hike at 9am EST time.

Market expectation for Sept 27 2023:
FLAT, no further drop unless rate hike is well above current expectation

During the previous day, the market was driven down by the additional rate hike expectation and higher house price in July (from S&P's report), other than that there is fundamental change in the market mood. I do not see any chance for further meaningful drop if the rate hike is well anticipated and accepted by the market already.

On Sept 26, market is down 1.5% for both S&P and Nasdaq indices due to the high house price statistic in July released by Standard & Poor company.
The Macroeconomic survey affects the overall market, and the news will affect both high grow and conventional stocks similarly.
Moreover, on 2023 Sept 20, the market also moved down due to the higher rate expectation.
I need to consider the impact of Macroeconomic news into the market to enhance the forecasting accuracy.

Sept 26 2023 Tues: yesterday market moved up 0.45% for S&P100 and up 0.4% for S&P500, it is inline with the prediction of moving up between 0 and 1%.
Today's prediction: the market is in general still considered as FLAT for today. And likely slightly moving up, 0-0.5%. Suggestion: hold on current position either CASH or EQUITY.

or I would like to say that today US market will NOT drop more than 0.2%, more likely to be slightly UP.

Sept 25 2023, Monday, Market will move up moderately, 0-1% up. Market is still solid and stable for the week.

Sept 22 2023, AlphaFund prediction: Market will go down but the drawdown should be limited, smaller than the -1.58% down on Sept 21. During the morning hours of Sept 20 trading session, the market moved in a pattern almost same as the prediction made earlier on the day, however at 2pm there market began to dig due to the FED's high rate decision which was not well anticipated.
On Sept 21 the market opened slightly lower than Sept 20, and remined till 230pm, followed by another 1% further drop.
So the prediction is valid till 2pm if there is market sentiment change in the afternoon session. For today, Friday is worthy to be more cautious.

News on rate hike was released around 2pm on Sept 20, Wed, before that the prediction was very accurate for that day: open slightly higher, but may drop below 2088 which was the close on Sept 19 Tues. Then the model indicates that the signals were different from other scenarios which is purely driven by stock market itself. The interpretation was that market will be lower, but the signal may not be strong enough to incur a big drop. such significantly larger than the daily movement of the index. The daily movement of S&P 100 since 2018 is 1.34%.

Market had a down turn at 2pm EST Sept 20 2023. My prediction is very accurate for the day till 2pm. The FED rate hike was confirmed by 2pm in afternoon, and a few Tech names moved south particular, but this news may not extend for Sept 21 trading session, since it is well accepted and expected, Today prediction remains, cautious but no big drop for today and I did not see big drop for NEXT TWO days till this Friday.

It is confirmed that there is no big drop to Sept 21 2023 in US market. While it is still good to hold cash for the day.

Sept 20 2023, Market opens slightly higher, and maintained the level of Close at Sept 19 (2088) till 2pm in the afternoon, then found the new direction for south, down 1.2% or 24 points as close.
View: market is slightly on bearish, but there is no early sign for big drop.
Suggestion: Keep cash, but do not short US market.
As pointed out earlier this week, TSLA dropped.
This is by intraday data near End of the Day Sept 20, and will update once the close data is available for Sept 20 2023.

this is by intraday data, and will update once the close data is available for Sept 20 2023

Sept 20 2023, Market opens slightly higher, and maintained the level of Close at Sept 19 (2088) till 2pm in the afternoon, then found the new direction for south, down 1.2% or 24 points as close.
View: market is slightly on bearish, but there is no early sign for big drop.
Suggestion: Keep cash, but do not short US market.
As pointed out earlier this week, TSLA dropped.

Sept 20 2019 prediction by AlphaFund: S&P 100 closed at 2088.07 as Sept 19 2023. Today market will be Flat. More precisely: the market may open slightly higher than 2088. But it may drop below intraday, and the market is still seeking for further direction.
Market is getting stabilized and it is safe to keep the current major stocks position for the rest of the week (given data till yesterday).

and Tesla will go down especially. Monday Sept 18 2023, Tesla close at 265.28 USD.

AlphaFund: 2023 Sept 19, Tues, Today market will move down, suggest to keep cash. Time to hold cash. Monday close at 2090.20,

Should be Sept 19

Should be Sept 19

early NEXT week, should be early THIS week, thanks for Dr Xin ZHANG to point out this

From AlphaFund: Early next week, the market will drop meaningfully, the Monday may be weak, but do not short, and the market may be stable soon.

Sept 9 2023 Thur,S&P100 or S&P 500: market is still stable, no big drop for next two days.

Sept 9 2023 Thur,S&P100 or S&P 500, open at Flat. valid for today. may update mid day if necessary

My prediction for today: close flat (slight up)

I will keep predicting to see how the algorithm works.