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2019-12-16
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Some good deals here.
2019-12-17
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Nice! I spent all my money on Black Friday
2019-12-18
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Very nice deal, thanks for the info
2019-12-20
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Thanks for the info (now we need a EU sale )
2019-12-22
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Why is the Mavic mini there in the ad when there is no deal at all for this drone???
2019-12-24
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2019-12-30
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2019-12-31
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Merry Christmas!
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Elliott Wave Principle and Depth of Corrective Waves
No market approach other than the Wave Principle gives a satisfactory answer to the question, "How far down can a bear market be expected to go?" The primary guideline is that corrections, especially when they themselves are fourth waves, tend to register their maximum retracement within the span of travel of the previous fourth wave of one lesser degree, most commonly near the level of its terminus.
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Example #1: The 1929-1932 Bear Market
Our analysis of the period from 1789 to 1932 uses the chart of stock prices adjusted to constant dollars developed by Gertrude Shirk and presented in the January 1977 issue of Cycles magazine. Here we find that the 1932 Supercycle low bottomed within the area of the previous fourth wave of Cycle degree, an expanding triangle spanning the period between 1890 and 1921.(see Figure 5-4)
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Figure 5-4
Example #2: The 1942 Bear Market Low
In this case, the Cycle degree bear market from 1937 to 1942 was a zigzag that terminated within the area of the fourth Primary wave of the bull market from 1932 to 1937. (see Figure 5-5)

Figure 5-5
Example #3: The 1962 Bear Market Low
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The wave ④ plunge in 1962 brought the averages down to just above the 1956 high of the five-wave Primary sequence from 1949 to 1959. Ordinarily, the bear would have reached into the zone of wave (4), the fourth wave correction within wave ③. This narrow miss nevertheless illustrates why this guideline is not a rule. The preceding strong third wave extension and the shallow A wave and strong B wave within (4) indicated strength in the wave structure, which carried over into the moderate net depth of the correction.(see Figure 5-5)
Example #4: The 1974 Bear Market Low
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The final decline into 1974, ending the 1966-1974 Cycle degree wave IV correction of the entire wave III rise from 1942, brought the averages down to the area of the previous fourth wave of lesser degree (Primary wave ④).Again, Figure 5-5 shows what happened.
Example #5: London Gold Bear Market, 1974-1976
Here we have an illustration from another market of the tendency for a correction to terminate in the area of travel of the preceding fourth wave of one lesser degree.(see figure 6-11)
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Figure 6-11
Our analysis of small degree wave sequences over the last twenty years further validates the proposition that the usual limitation of any bear market is the travel area of the preceding fourth wave of one lesser degree, particularly when the bear market in question is itself a fourth wave. However, in a clearly reasonable modification of the guideline, it is often the case that if the first wave in a sequence extends, the correction following the fifth wave will have as a typical limit the bottom of the second wave of lesser degree. For example, the decline into March 1978 in the DJIA bottomed exactly at the low of the second wave in March 1975, which followed an extended first wave off the December 1974 low.
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On occasion, a flat correction or triangle, particularly if it follows an extension, will fail, usually by a slim margin, to reach into the fourth wave area (see Example #3). A zigzag, on occasion, will cut deeply and move down into the area of the second wave of lesser degree, although this almost exclusively occurs when the zigzag is itself a second wave. "Double bottoms" are sometimes formed in this manner.


Behavior Following Fifth Wave Extensions
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Having cumulatively observed the hourly changes in the DJIA for over twenty years, the authors are convinced that Elliott imprecisely stated some of his findings with respect to both the occurrence of extensions and the market action following an extension. The most important empirically derived rule that can be distilled from our observations of market behavior is that when the fifth wave of an advance is an extension, the ensuing correction will be sharp and find support at the level of the low of wave two of the extension. Sometimes the correction ends there, as illustrated in Figure 2-6, and sometimes only wave A ends there. Although a limited number of real life examples exist, the precision with which A waves have reversed at this level is remarkable. Figure 2-7 is an illustration showing both a zigzag and an expanded flat correction. An example involving a zigzag can be found in Figure 5-5 at the low of wave Ⓐ of II and an example involving an expanded flat can be found in Figure 2-16 at the low of wave a of A of 4. As you may be able to discern in Figure 5-5, wave a of (IV) bottoms near wave (2) of ⑤, which is an extension within the wave V from 1921 to 1929.
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Since the low of the second wave of an extension is commonly in or near the price territory of the immediately preceding fourth wave of one larger degree, this guideline implies behavior similar to that of the preceding guideline. It is notable for its precision, however. Additional value is provided by the fact that fifth wave extensions are typically followed by swift retracements. Their occurrence, then, is an advance warning of a dramatic reversal to a specific level, a powerful combination of knowledge. This guideline need not apply when the market is ending a fifth wave at more than one degree, yet the action in Figure 5-5 (see above reference) suggests that we should still view this level as at least potential or temporary support.
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Asset Allocation and Diversification The term "asset allocation" is often used to describe a money management strategy that defines how capital is distributed within an investment portfolio and Forex Signals . This usually includes specifying the amount of the portfolio that should be distributed to different asset classes, or broad types of investments such as stocks, bonds, commodities, and cash. The goal of asset allocation is to improve the mix of investments in different asset classes in order to maximize the return on the investment portfolio while minimizing potential risks, based on the investor’s time frame, risk tolerance, and long-term investment goals. There is evidence to suggest that certain classes of assets work better or worse depending on economic conditions, market forces, government policy, and political influence. The goal of an asset allocation strategy is to define these terms and allocate resources appropriately. Free Forex Signals   The concept that is closely related to asset allocation is "diversification", and in practice these terms are often used interchangeably. However, asset allocation is primarily concerned with capital allocation in different asset classes. For example, a typical asset allocation strategy might dictate that your portfolio must invest 50% in stocks, 30% invest in bonds, 10% in commodities, and 10% in cash. Diversification is usually associated with capital allocation within these asset classes. For example, within allocating shares to the same portfolio, investments can be allocated to 50% of shares of large companies, 20% of shares of medium-sized companies, 10% of shares of small companies, 10% of international shares, and 10% of market shares Emerging. The concept of diversification involves the allocation of assets within individual asset classes - while risks are distributed among asset classes in the overall portfolio, diversification reduces the risk within each asset class.  Free Forex Signals  Asset distribution date Using asset allocation strategies as a form of risk management is not a new concept. The idea of "not to put all your eggs in one basket" is something we learned when we were young and lived in for thousands of years. However, the term asset allocation was not present in the investment community until recently. Even before the emergence of modern financial markets, people understood that one's assets must be divided between different categories such as land, business ownership, and (cash) reserves. Until the mid-twentieth century, this concept of asset allocation as a fact of life remained relatively unchanged. Free Forex Signals  So what has changed to create the asset allocation models that we know today? In 1952, an American economist named Harry Markowitz wrote a paper in the finance magazine called "Portfolio Selection," in which he developed the first mathematical model that emphasizes volatility in the portfolio by combining investments and different yield patterns. This paper was the basis for what would have become a standard in portfolio management known as "modern portfolio theory".  Before Markowitz contributed to asset allocation to equity portfolios, diversification was a process that focused on the yield and risk characteristics of individual securities regardless of how the returns relate to each other. After Markowitz invented his mathematical models for wallet construction, his ideas soon became accepted in academia. A large number of research papers have been published to verify the benefits of asset allocation and have quickly become popular with financial professionals as well. Free Forex Signals   In 1974, the Employees Retirement Income Guarantee Act (ERISA) was enacted as a federal law setting minimum standards for investment allocations in pension plans. After ERISA became law, asset allocation and modern portfolio theory became standard practices for portfolio managers required to comply with the law when allocating invested capital in pension plans. the best Free Forex Signals  Modern Portfolio Theory and Concepts (MPT) The modern portfolio theory (MPT) has greatly influenced the way investment portfolio managers create portfolios. The concept of MPT is fairly straightforward. However, it requires the investor to make several assumptions about the financial markets; In addition, the mathematical equations used to calculate correlation and risk can be somewhat complicated. the best Free Forex Signals The basic premise of MPT is simple: by bringing together securities of different asset classes that are not closely related, one can reduce portfolio volatility and increase risk-adjusted performance. In other words, a combination of unrelated assets will lead to the most efficient portfolio - the portfolio that yields the greatest return for a given amount of risk. the best Free Forex Signals  Returns of assets do not have to be passively or even disconnected to provide diversification benefits, as they cannot be fully correlated. For example, in the chart below, international stocks (as represented by the EAFE index) are compared to US domestic shares (as represented by the S&P 500). Using the correlation coefficient, you can see that the relationship is positive for most of the five-year period. However, it is not completely correlated (i.e. a correlation coefficient of 1.0).   Free Forex Signals  There are periods of low to negative correlation received during this time period. By investing in both US domestic stocks and international stocks, general volatility can be reduced as the correlation varies enough between the two asset classes to provide meaningful diversification. The MPT concept demonstrates that adding a volatile asset to a portfolio can reduce overall volatility if returns have differences in correlation. This is an intriguing concept - portfolio volatility can generally be minimized by bringing together asset classes together which, in themselves, have returns with higher volatility. the best Free Forex Signals  The assumption is that by combining asset classes that are not fully correlated when one asset’s value declines, the value of another asset in the portfolio increases over the same time period. So even if all asset classes themselves are very volatile, when combined into one portfolio, volatility is reduced. the best Free Forex Signals The extreme example of negative correlation is shown in the following chart of the US dollar compared to the price of gold over the past five years. If the investor had invested in these two volatile assets together, the overall volatility of the portfolio would have decreased significantly due to the negative correlation.  As mentioned earlier, the MPT requires that the investor make some assumptions about financial markets in order to calculate the potential benefits of the theory. The main assumptions are that ...  Financial markets are efficient. Market returns are distributed randomly. Investors are rational. These assumptions are necessary to accurately calculate standard deviation and correlation using the normal distribution or bell curve.  By using the normal distribution function (which determines risk as the standard deviation of return), the risk and the correlation can be calculated mathematically for individual assets as well as portfolios. However, if the markets are in fact not fully effective, the returns to the assets do not necessarily follow the normal distribution and the correlation accounts and risks used in the MPT may be flawed. With the extreme market volatility seen during the dot com bubble in the early 2000s and the 2008-2009 financial crisis, the assumptions used in the MPT have been largely examined.  free forex signals presents special offer  open trading account with one of the best forex brokers and GET FREE forex Signals via SMS, Email and WhatsApp   SIGN UP FOR A FREE TRIAL To Access FREE Forex Signals in the Members Area  START FREE 30 DAYS TRIAL on https://www.freeforex-signals.com/
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