Rob Hanna – Quantifiable Edges – Gold Subscription

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Rob Hanna – Quantifiable Edges – Gold Subscription

Quantifiable Edges Since 2008, we have published trading strategies, systems, and quantitative research.  We use technical analysis concepts to quantify them so traders can get the edge they need.  Breadth, volume, sentiment, volatility, Fed-To assess market conditions, induced liquidity and seasonality are all used.  Gold Silver and Bronze level subscribers are guided through Rob Hanna’s interpretation of the data in a simple and complete manner via the nightly and weekly subscriber letters.  Gold Subscribers have access to the Quantifinder, custom charts and trading systems (with codes), as well as special research.

Both institutional and private traders have taken advantage the many tools and studies that were developed over the years. The most well-known indicators are the Quantifiable Edges Capitulative Breadth Indicator, (CBI), and the Aggregator. Access to quantitative research on Fed policy and Fed Days is possible. Subscribers have full access to the archive of letters dating back to 2008 that includes thousands of original studies.

Additionally, Quantifiable Edges provides unique courses for longer-Quantitative timing and time market timing-Swing trading is done from home. Both.-The courses are fast-paced and provide detailed market research that shows traders how they can take advantage of it. The courses also include supporting software that traders can use to further their research and generate ideas.

For traders who are interested in automated trading strategies, there is the Quantifiable Edges ETF Momentum Swing Portfolio gives nightly signals. Quantifiable Edges Big Time Swing System can be used in any combination.-Coded, robust, and non-invasive-Tradeable optimized trading system-traders to use as a foundation for their own systems.

All levels of traders, from beginners to advanced, have taken advantage the research, teachings and tools offered by Quantifiable Edges Since 2008. You can try the gold subscription for free with your email and name. You can follow Quantifiable Edges You can follow @QuantifiablEdgs, Facebook, LinkedIn or get blog posts and updates via Twitter Quantifiable Edges Directly to your email

Quantifiable Edges Recent Posts
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Check out 7-day Win Streaks
Published on August 11, 2020 Rob Hanna

Markets are now short of liquidity after the recent rally-Term overbought by most measures. Short-The term overbought is often used to trigger studies that show a downside edge. However, when the overbought situation becomes very strong, these downside edges often disappear. Strength will not lead to weakness but strength will eventually give way to more strength. This is what we are witnessing as the market has become so overbought in the past few days. Below is a study that examines the 7-Dow Jones Industrial average has a day streak of win streaks. This is a great example of this concept.
Performance after 7 up closes DJI. Bullish.

The first few days are not very favorable. However, once you look deeper, the statistics are solidly bullish. Here is an example of the profit curve for a 19-year-old investor.-Day holding period
7 up days. 19-Day later profit curve

The bullish trend is confirmed by the strong move from lower left towards upper right. In last night’s subscriber letter, I also looked at the same setup with SPX, since SPX has also posted 7 higher closes. Results were very  similar. The results were short-Term momentum has been so strong in recent times that it seems likely that it will continue some on an intermediate basis-term basis.

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My NAAIM Webinar…
This article was published on July 22, 2020 Rob Hanna

Last week, I was honored to be a guest speaker at the National Association of Active Investment Managers’ (NAAIM), webinar series. My topic was “Quantifiable Edges for Active Investing”. This recording is now accessible on the NAAIM site (email registration required). If you are an investment manager, you might also want to learn about NAAIM.
SPX Golden Cross History since 1928
This article was published on July 9, 2020, by Rob Hanna

SPX will issue a Golden Cross Thursday afternoon. When the 50ma crosses above the 200ma, it is called a Golden Cross. Having the 50ma above the 200ma is commonly considered a bullish market condition – and generally it is. In my 4/2/19 blog post, I examined SPX Golden Crosses that date back to 12/31/1928. This research was updated tonight by Amibroker Software, and Norgate Data. Below is a listing of all Golden Crosses made since then. (Note that prior to 1957, S&P 90 data was used. The S&P 90 is considered the predecessor to the S&P 500.)
SPX Golden Cross results starting in 1928

The March COVID crash decimated the latest Golden Cross formation. The Golden Cross has been a good timing device for avoiding large bear markets since the 1961 trigger.  Before that, it wasn’t nearly as effective. As you can see in the below drawdown chart.  (Note – The overnight Fed Funds rate was used for nightly interest calculations starting in July 1954. My data is not complete. Prior to that, interest rates were not assumed when the market was closed.
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Although drawdowns have been relatively moderate since the middle of the century, they are still quite common.-50s, but before that there was a very significant drawdown. Of course, the 2020 drawdown is the biggest since 1940 – and we still have a good ways to go for the system to dig out of it.  Despite large drawdowns, the Golden Cross would still have won “Buy and Hold” handily.  It is a bullish long-Trend indication.  However, it is not a long-term bulletproof signal.

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Month Basis for the First Day of Month
Published July 1, 2020 Rob Hanna

The market has risen on the first day each month since the 1980s.  This could be due to 401k inflows which are usually put to use on the first day of each month.   This tendency was examined and broken down by month on my blog in 2013, 2009, and 2009.  It was interesting to look at this again today.  Below is an updated version.
SPX 1st Day of Month broken down by Month

July is the month that has shown the greatest reliability in closing positive. It is 2nd in terms of average gains.  Also, August is the worst month on both counts.

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What Friday’s Action Says About Short-Term Volatility
This article was published on June 15, 2020 Rob Hanna

On Friday, it was not common for SPY to have a large opening gap (+2.54%). However, SPY managed to close positive. You can see this in the below study, which I sent to subscribers over the weekend.
SPY 2% Gaps up that fill and then close positively.

Six instances closed higher than the others, while six closed lower in the following two days. It does not appear that there is a strong directional bias. The bottom line is that volatility didn’t disappear. At the bottom you’ll see I circled stats looking at avg “run-up + 1 standard deviation” and avg drawdown – 1 std deviation”. These numbers indicate that it is not unusual for the market to rise by as much as 66% or fall as much as 99% in the coming days. It is a large spread for a 2-Day time span. It speaks to the possibility of being wrong.

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