Quantifiable Edges

Assessing Market Action With Indicators And History

Monday, October 31, 2011

When Stock Prices and Bond Yields Are Both Hitting New 50-Day Highs

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The fact that the 10-year bond rates hit new highs on Thursday along with the SPX is notable. The study below is one I’ve published in the ...
Tuesday, October 25, 2011

Very Low SPY Volume At A New Intermediate-Term High

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SPY volume came in at the lowest level in over a month on Monday. Very low SPY volume when the market is at or near highs is often a bearish...
Thursday, October 20, 2011

Why I Still Look At FTDs & What Happens When A 1% Drop Follows One

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I received a note the other day from a reader who asked why I have so many studies related to Follow Through Days (FTD) on the blog. The re...
3 comments:
Wednesday, October 19, 2011

When FTDs Occur In Conjunction With 20-Day Highs

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I discussed the other day that there has never been a Follow Through Day (FTD) that occurred AFTER a new 50-day high. There has also never ...
2 comments:
Monday, October 17, 2011

This is the 1st Time SPX Has Rallied to a 50-day High Without One of These

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One of the more amazing things I’ve noticed about the rally over the last 2 weeks is that it has come without any 1% Follow Through Day (FTD...
3 comments:
Friday, October 14, 2011

The Incredible Shrinking VXO

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The VXO has dropped very strongly over the last week and a half. On Thursday for the 2nd day in a row it closed more than 20% below its 10m...
2 comments:
Wednesday, October 12, 2011

What Tuesday's Tight Range Implies

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I’m starting to see a number of indications that the market is ripe for a pullback. One indication I noticed yesterday that will often sugg...
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About Me

Rob Hanna
I have traded professionally since 2001. From January 2003 through February 2007 my bi-weekly column "Rob Hanna's Putting It All Together" appeared on TradingMarkets.com. I have been conducting quantitative research and designing trading systems - mostly focused on short-term edges since 2004.
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