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How Elliott Wave Analysis Helps You Define Risk
Elliott Wave Principle has "built-in" safeguards against failed forecasts.

By Vadim Pokhlebkin
Mon, 08 Dec 2008 18:45:00 ET
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I continue my conversations with Jeffrey Kennedy, editor of Elliott Wave International's Futures Junctures Service, where subscribers get news of daily and longer-term opportunities in commodities.
 
Vadim Pokhlebkin: Jeffrey, let's talk about situations when an Elliott wave forecast doesn't come true. I've just read today's issue of your Daily Futures Junctures (Dec. 08; online now. – Ed.), and I think it's a good example for us to look at. But before we do, can you tell me, in your estimate, how often a forecast doesn't work out as planned?
 
Jeffrey Kennedy: It depends on your definition of a "good forecast." If you called the market's direction correctly, but the price stopped short of your target, is it a good forecast? Some would say yes; others may disagree. But let's just say that the market throws you a curveball often enough to always be on guard. Elliott wave analysis is not foolproof – I don't know of any forecasting method that is – but new Elliott wave users often forget about that. Fortunately, the Principle has "built-in" safeguards against failed forecasts.
 
VP: You mean, the Three Rules of Elliott?
 
JK: Exactly. They can do an excellent job to help you protect your capital in case your forecast doesn't come true. The rules are simple:
 
  1. Wave two can never retrace more than 100% of wave one.
  2. Wave three can never be the shortest impulse wave of waves one, three and five.
  3. Wave four may never end within the price territory of wave one. 
You mentioned tonight's Daily Futures Junctures (Dec. 08; online now. – Ed.) – it shows a great example of how critical these rules can be for risk management. Cocoa futures have been rallying since mid-November, as you may know. He market reached a peak of 2308 in late November and sold off – in what looked like the first and second waves of an unfolding 1-2-3-4-5 impulsive decline. That meant that the trend had turned down. But then today, Cocoa rallied and printed a slight new high above that 2308 peak. That negated my previous "one-two" labeling immediately. You understand why?
 
VP: Because you assumed that 2308 was the start of wave one down. So, if you apply the First Rule of Elliott, the wave two rally could not move above 2308 – that would mean it retraced more than 100% of wave one, a rule violation.
 
JK: Exactly. So, if you were expecting Cocoa to sold off under that count, your risk would be clearly defined by the 2308 price point. When the market moved above it today, I knew instantly and without a doubt that the old wave count had to go. That's why I'm offering a new wave scenario for Cocoa in tonight's Daily Futures Junctures. (Dec. 08; online now. – Ed.)  
 
VP: How strict are these rules?
 
JK: They are called "rules" for a reason. Every time you disregard one, you are greatly jeopardizing your entire wave count and possibly your entire position.
 
VP: Thank you for another informative conversation, Jeffrey.
 
JK: My pleasure!
 

Tags: cocoa futures, futures trading, risk management
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