Jan – Stops Part 1 – When Not To Use Them (Somewhat controversial post here. One I should perhaps expand on at some point.)
Feb – 2% Gaps Down Revisted (We see here that large gaps down often fail to hold over the next few days.)
Mar – Why Tuesday’s 90% Up Day May Not Be Bullish (The implication of this popular study couldn’t have been more wrong.)
Apr – The Most Overbought Market In At Least 23 Years? (Based on a short/intermediate-term indicator.)
May – A Simple & Powerful Timing Indicator (Includes a heavily downloaded free spreadsheet available on the free downloads section of the website.)
Jun – From A High To A Low In 1 Day (A study that looks at a fast move from the high end of the market’s range to the low end.)
Jul – What Happens After A Sharp Contraction In Volatility (I now track this indicator each night on the members charts page. There are also a few studies associated with it that are tracked by the Quantifinder.)
Aug – Percent of Stock Above Their 200ma’s Hitting Extreme Levels
Sep – Never Have So Many Stocks Been So Stretched Above Their 200ma (I’m seeing a theme here. Everyone loves to hear how we’re hitting all-time extremes. It’s like when I was little and I would be excited when the weatherman said we made a record high or a record low on the day.)
Oct – Extreme Weakness Never Before Seen By This Measure (The measure was the McClellan Oscillator. The comparison was a little unfair since it used the standard McClellan Oscillator rather than the ratio adjusted version. I now track the ratio adjusted version on the members charts page. Traders not familiar with the McClellan Oscillator should familiarize themselves with it. And while the oscillator has been around a long time, the McClellan’s continue to do good work to this day. The “Learning Center” on their website is full of goodies. http://www.mcoscillator.com/learning_center/ )
Nov – What A Strong Early Tick Has Meant In The Past – Perhaps I’ll need to post more intraday edges in 2010.
Dec - Twill Be 3 Nights Before Christmas (A seasonal study. It was only posted about a week ago.)
1 comment:
Great bunch of pieces - thanks!
My criteria for not using stops
- coming from heavy cash position
- identified a washed-out selling point after a pullback
- take smallish position
- trade indexes/ETF's
I believe this is quantifiable historically
Mike McCurdy
Bellingham, WA
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