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Lightening up on my ultra shorts

The market certainly swung through a wide range on Friday. The first half hour showed more variation than is often seen over the course of an entire day.

The S&P 500 opened with a big gap and fell 7%. Forty minutes later it had closed the gap and moved into the green. The market then proceeded to sink in a fairly steady and orderly way down to nearly its earlier lows until 3:00 when the index turned up and began to rally like crazy. By 3:36, it had erased its loss and was up 2.5%. The index then turned down and closed with a 1.18% loss.

I relate this intra-day behavior to illustrate why I got the impression that Friday was some kind of climactic day. Maybe not "the" climactic day denoting the absolute bottom but at least some kind of tradable bottom. The whipsaw action seemed to signal a change of trend might be in the air.

As a result, by mid-day I sold half of my positions in the ProShares Ultra Short Midcap 400 ETF (MZZ) and the Ultra Short QQQ (QID).

The Ultra Short Financial ETF (SKF) has been an outstanding performer these last few weeks but after hitting $205 and promptly dropping to $162 I decided this ETF was exhibiting similar behavior as had been seen back in July. With all the government activity around the world aimed at propping up banks, it seemed like the position of greater risk at this moment in time was to be on the short side of the financials. Accordingly, by 1o:47 I sold the entire position while it was still above the previous day's close. SKF ended the day down $23.49 for a 13% loss. I wish I could say this shows what a great trader I am but I suspect it was just dumb luck...

When it comes to the Ultra Short Consumer Discretionary ETF (SCC), however, I think it is very likely we will see more serious weakness in consumer spending. Until recently, this sector was over-valued and, in my opinion, has the potential to fall further no matter what goes on with the banks, the Fed or the Treasury. As a result, I decided to maintain the full position. This Wednesday we will see the Retail Sales report and it is expected to be ugly. Unless investors are exhibiting a euphoric snap-back rally mindset, I would expect to see SCC add a few more points.

Disclosure: still long QID, MZZ and SCC

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