Tanalys

Systems Sell Yen Post-BOJ, Buy Euro Post-ECB. Be Careful Out There

Our sentiment-based strategies have seen a dramatic turn of fortunes as post-ECB and Bank of Japan volatility. Trading conditions are difficult, but fresh Japanese Yen shorts look promising.

View individual currency sections:

EURUSD – Euro Choppiness is Out of Control – Let’s Wait for a Break

GBPUSD – British Pound Whipsaws Us Out of Short Positions – Now What?

USDJPY – Japanese Yen Does Nasty Head-Fake, Looks Bearish Post-BoJ

XAUUSDGold Selling Off – Watch out Below if we Clear $1529

SPX500SPX500 Shows Signs of Turn, But We Aren’t Selling Yet

AUDUSDAustralian Dollar Chops us Out – Standing Pat Until it Breaks

Weekly Summary of Forex Trader Sentiment and Changes in Positioning

It’s been a difficult 24 hours for our trend-following Momentum2 and volatility-friendly Breakout2 trading strategies, as extreme market choppiness on the Bank of Japan and European Central Bank interest rate decisions has made both systems flip direction across US Dollar and Japanese Yen currency pairs. No trading technique is without its flaws, and we’ll readily admit that our sentiment-based trading strategies tend to do poorly in choppy market conditions.

There are early signs of significant turnaround in the Japanese Yen and potentially an upside break in the Euro, and indeed our Momentum2 system has now gone long EURJPY (as well as USDJPY, AUDJPY, and CHFJPY. The severity of the reversal suggests these could be good trades, and in fact the EURJPY position itself is already over 200 pips to the good.

Yet we must emphasize that market conditions remain challenging; if you were fortunate to have automated the “Momentum2” trading system on the JPY pairs ahead of the surge, keep stops tight. If you weren’t, keep leverage low on any subsequent trades given extreme market indecision.

Download eight years’ worth of SSI data via this link.

View how to automate the high-volatility Breakout2 Trading System via our previous article and webinar recording.

Auto trade the trend reversal-trading Momentum2system via our previous article and webinar recording.

Trade with strong trends via our Momentum1 Trading System and view an archived webinar

Use our counter-trend Range2 Trading system and view an archived webinar guide on automation

Written by David Rodriguez, Quantitative Strategist for DailyFX.com

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New to FX markets? Learn more in our video trading guide.

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