Quant Mashup - Quantifiable Edges
How The Friday Before Presidents Day Has Changed [Quantifiable Edges]
It is notable is that Friday is the last day before the President’s Day holiday. Historically the Friday before President’s Day has been a poor performer. But more recently the downside edge has not persisted. This can be seen in the curve below.
- 7 years ago, 13 Feb 2015, 09:28am -
Rob Hanna Giving Free Webinar About Trading On & Around Fed Days (Wed 5:30pm EST) [Quantifiable Edges]
As part of the Festival of Traders I will be presenting a webinar on Wednesday at 5:30pm EST with much of my Fed Day research in focus. Click here for more information and to register for the event.
- 7 years ago, 11 Feb 2015, 01:32am -
Rob Hanna Will Be On TimingResearch’s Weekly Webshow – 1pm EST on Monday [Quantifiable Edges]
I have been asked to join a live discussion panel being put on by TimingResearch. Each week, TimingResearch surveys a large group of traders to get their thoughts about current market conditions. TimingResearch then produces a report based on the survey.
- 7 years ago, 2 Feb 2015, 06:30am -
A Look At The January Barometer [Quantifiable Edges]
The January Barometer is a fairly famous study from the Stock Traders Almanac. It says that “as goes January, so goes the year”. In other words, a positive January will typically lead to a positive year, while a negative January can be a warning. Let’s look at how the SPX has done for the
- 7 years ago, 2 Feb 2015, 12:15am -
A Look At Struggling “1st Of The Month” Bullishness [Quantifiable Edges]
Friday is the last trading day of January. The first day of the month is well known for having a seasonal bullish tendency. Interestingly, I have noted this tendency has not been prevalent over the last few years. This can be seen in the equity curve below.
- 7 years ago, 30 Jan 2015, 09:39am -
Fed Days After 1% Drops [Quantifiable Edges]
Selloffs as strong as we saw on Tuesday have been fairly rare just ahead of a Fed Day. In fact it was the 1st time since October 2012 that SPY closed down over 1% on the day before a Fed Day. Below are results of all instances since SPY’s inception in 1993.
- 7 years ago, 28 Jan 2015, 04:28am -
After Monday’s Big Effort For A Small Gain [Quantifiable Edges]
The mild action on Monday did not trigger a whole of studies Monday afternoon but the one below was fairly compelling. It suggests that when SPY closes strong (in the top 10% of its range) but still only manages a small gain on the day, that the next day has a downside tendency.
- 7 years ago, 27 Jan 2015, 04:21am -
What Wednesday’s Partial Recovery Hints At For Thursday [Quantifiable Edges]
One thing that stood out about Wednesday’s action was that the market closed down but still enjoyed a strong reversal of the lows. In the study below I combined the multi-day pullback concept with the fact that the market saw a relatively strong close.
- 7 years ago, 15 Jan 2015, 04:15am -
A Combination Of Factors Suggesting A Bounce [Quantifiable Edges]
There were a number of Quantifinder studies yesterday that looked at SPY and/or SPX making short-term lows, closing down 3+ days in a row, and/or leaving unfilled gaps down. The study below it combined all of these ideas.
- 7 years ago, 6 Jan 2015, 04:05am -
What Happens After A Big Down Day Between Christmas & New Years [Quantifiable Edges]
As I discussed last week, the time between Christmas and New Year’s tends to be a very strong seasonal period. (And even through the 1st or 2nd trading day in January). Wednesday was only the 11th time since 1960 that SPX fell greater than 1% on a day during this week.
- 7 years ago, 2 Jan 2015, 02:48am -
‘Twas 3 Nights Before Christmas – NASDAQ version [Quantifiable Edges]
I’ve been posting and updating the “Twas 3 Nights Before Christmas” study on the blog here since 2008. The study will kick in at today’s close. This year I will again show the Nasdaq version of the study. While all the major indices have performed well during this period, the
- 7 years ago, 22 Dec 2014, 09:45am -
The Bullish Intermediate-Term Tendency Following High CBI Readings [Quantifiable Edges]
I’ve written an awful lot about the Quantifiable Edges Capitulative Breadth Indicator (CBI) here on the blog. The CBI moved up from 8 to 12 on Tuesday. While 10 has been a strong indication for a short-term bounce, 11 or higher has been a reliable indication for the
- 7 years ago, 17 Dec 2014, 04:20am -