2007/03/05

對沖機會即將出現


一如所言,「恆 / 國指比率」下穿五十天線後,繼續往下尋找支持,現較五十天線低了 5.37%,而高出二百五十天線 7.55% ( 現處於 234% )。
大家未必會留意到,自踏進○六年以來,「恆 / 國指比率」從未處於二百五十天線之下,最貼近也相差 2.31%,時為去年十月六日,當時「恆 / 國指比率」為 251.13%,自此一口氣直衝至今年一月三日 189.61%,僅僅三個月時間,國指相對恆指升值了達 32.5%。
假設中間落墨,「恆 / 國指比率」回調至 220% 附近,將有機會出現強烈反彈,甚至展開另一升浪。上述比率,隨時會在本周出現,屆時便是作「沽恆指 / 買國指」對沖的黃金機會。
本周將展開第十屆人大會議,會期至十六日結束,時間看來夾得剛剛好,在國指回落了不少幅度之下,稍稍一些正面消息,便足以令其展開反彈,且看是否猜得中?

日...恆/國........與平均比率差距........
期...指比率.5MA.. 10MA (+-%)..20MA (+-%)..50MA (+-%)
06/01/27 250.96% 253.24% 257.03%(-2.36%) 264.61%(-5.16%) 280.84%(-10.64%)
06/02/28 244.67% 239.28% 239.83%( 2.02%) 241.85%( 1.17%) 259.92%(-5.87%)
06/03/31 235.76% 236.91% 239.36%(-1.50%) 242.92%(-2.95%) 244.09%(-3.41%)
06/04/28 243.76% 241.71% 239.31%( 1.86%) 238.59%( 2.17%) 240.95%( 1.17%)
06/05/30 237.90% 237.68% 235.64%( 0.96%) 235.01%( 1.23%) 237.86%( 0.01%)
06/06/30 239.77% 243.60% 248.77%(-3.61%) 248.32%(-3.44%) 241.25%(-0.61%)
06/07/31 248.50% 247.22% 245.71%( 1.14%) 243.96%( 1.86%) 244.63%( 1.58%)
06/08/31 252.72% 248.54% 247.19%( 2.24%) 247.12%( 2.26%) 245.66%( 2.87%)
06/09/29 247.18% 247.50% 247.89%(-0.29%) 247.84%(-0.27%) 247.68%(-0.20%)
06/10/31 244.84% 243.69% 243.01%( 0.75%) 245.41%(-0.24%) 246.84%(-0.81%)
06/11/30 221.85% 224.86% 225.89%(-1.79%) 232.25%(-4.48%) 240.49%(-7.75%)
06/12/29 193.08% 196.42% 202.78%(-4.79%) 210.04%(-8.07%) 226.00%(-14.57%)
07/01/31 209.39% 209.48% 208.09%( 0.62%) 204.13%( 2.58%) 209.41%(-0.01%)
...............................
07/02/01 214.11% 210.39% 209.11%( 2.39%) 205.16%( 4.36%) 209.12%( 2.39%)
07/02/02 214.24% 211.25% 209.92%( 2.06%) 206.00%( 4.00%) 208.83%( 2.59%)
07/02/05 212.96% 212.02% 210.55%( 1.14%) 206.73%( 3.01%) 208.62%( 2.08%)
07/02/06 214.69% 213.08% 211.13%( 1.68%) 207.48%( 3.47%) 208.45%( 2.99%)
07/02/07 210.16% 213.23% 211.35%(-0.57%) 207.85%( 1.11%) 208.17%( 0.96%)
07/02/08 208.52% 212.11% 211.25%(-1.30%) 208.09%( 0.21%) 207.83%( 0.33%)
07/02/09 208.54% 210.97% 211.11%(-1.22%) 208.38%( 0.08%) 207.41%( 0.54%)
07/02/12 207.31% 209.84% 210.93%(-1.71%) 208.68%(-0.66%) 207.09%( 0.11%)
07/02/13 207.31% 208.37% 210.72%(-1.62%) 209.05%(-0.83%) 206.80%( 0.25%)
07/02/14 207.35% 207.81% 210.52%(-1.50%) 209.31%(-0.93%) 206.58%( 0.37%)
07/02/15 207.91% 207.69% 209.90%(-0.95%) 209.51%(-0.76%) 206.38%( 0.74%)
07/02/16 206.55% 207.29% 209.13%(-1.23%) 209.52%(-1.42%) 206.18%( 0.18%)
070/2/21 206.59% 207.14% 208.49%(-0.91%) 209.52%(-1.40%) 205.99%( 0.29%)
07/02/22 207.78% 207.24% 207.80%(-0.01%) 209.47%(-0.81%) 205.82%( 0.95%)
07/02/23 208.03% 207.37% 207.59%( 0.21%) 209.47%(-0.69%) 205.64%( 1.16%)
07/02/26 207.37% 207.26% 207.47%(-0.05%) 209.36%(-0.95%) 205.45%( 0.93%)
07/02/27 210.18% 207.99% 207.64%( 1.22%) 209.38%( 0.38%) 205.33%( 2.36%)
07/02/28 211.68% 209.01% 208.07%( 1.73%) 209.50%( 1.04%) 205.25%( 3.13%)
07/03/01 214.57% 210.36% 208.80%( 2.76%) 209.76%( 2.29%) 205.26%( 4.53%)
07/03/02 216.36% 212.03% 209.70%( 3.18%) 210.11%( 2.98%) 205.34%( 5.37%)

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