Monday, 2 March 2015

Playbook Review: $CRM 03-02-2015

Title: Midday High of the Day Rejection

Strategy Description: This is the kind of trade where the stock has had a strong up move, say >1ATR and you would like a reason to get short. The great thing about it is that the setup creates its own level to trade around, so can get a nice tight stop (as CRM demonstrates this). 

One thing that is very key is to identify that the uptrend has ended. You DONOT want to get stuck in a grind or a real break to new highs. So it can be better to wait for the fakeout, and then get in on pops from there, or use starter size around the prior high, and then once failed add. It is usually not entirely clear whether it is going to hold the current hod or if it will fakeout, so patience is the best bet. A useful guideline is that the fakeout should not exceed the 1.25 fib extension from the recent pullback. In this case that's around $68.86.

The test of hod should be around midday 11am-2pm which ensures the algo's are active at work faking people out etc.

Bigger Picture: Depending on the stock the market can make quite a difference. In this case the market peaked around 11:40 and came off before making new highs in the afternoon (which CRM did not).

Intraday Fundamentals: ATR=$1.92, FS=4.5%, Market Cap=$43b, ADV=4.65m, Rvol=1.75x
CRM reported earnings and had a big gap up which it held for two days. Coming in today it received a downgrade which took the short to fill the gap out of the question.

Technical Analysis: $69 is a really key level from the floor of the gap up. Unfortunately it didn't quite reach it midday to combine shorting into resistance with midday rejection, to form an excellent play. However, clearly you can still participate.



















































Trade Management: I wasn't watching this, but whether or not you determine to enter into the retest of hod/rejection depends on the tape and how strong you perceive the trend. From there you want to cover some on initial wash pretty quick to cover risk, then add on pops against new high, and look for a move back to a level from the day (or vwap, $68). Obviously manage as you go. The key is to get really really good entry using patience which allows for great RR. This is not a trade to hold for a bigger move, unless it is part of a reversal pattern, so it is important to make sure you're out at vwap or earlier.

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