Quantifiable Edges | Assessing Market Action With Indicators & History

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Quantifiable Edges Overview

Quantifiable Edges has been publishing quantitative research, systems, and trading ideas since 2008. We utilize technical analysis concepts and quantify them in a way that allows traders to determine the edge that was provided in the past. Breadth, volume, sentiment, volatility, Fed-induced liquidity, seasonality, and price action are all used to assess market conditions. Gold and Silver level subscribers are led through Rob Hanna’s interpretation of the data in a simple and complete manner via the nightly and weekly subscriber letters. Gold subscribers also have complete access to our subscriber area, which includes the Quantifinder, Seasonality Calendars, custom charts, trading systems (with code), special research, and more.

Both private and institutional traders have taken advantage of the vast tools and studies that have been developed over the years. Some of the most popular indicators include the Quantifiable Edges Capitulative Breadth Indicator (CBI) and the Aggregator. Quantified research related to Fed policy and action around Fed Days is available. Subscribers also have access to the full archive of letters back to 2008, which include thousands of original studies.

Additionally, Quantifiable Edges provides unique courses for longer-time market timing and quant-based swing trading. Both self-paced courses include detailed market research, and show traders how to take advantage of it. They also come with supporting software for those traders interested in furthering the research and ideas on their own.

Beginner, advanced, and institutional traders have all taken advantage of the research, teachings, and tools provided by Quantifiable Edges since 2008. Free trials to the gold subscription service are offered with just name and email required. You may follow Quantifiable Edges on Twitter (@QuantifiablEdgs), Facebook, LinkedIn, or receive blog posts and updates from Quantifiable Edges directly to your email.

A Rare Year-To-Date $VIX Low In October

Posted on October 22, 2021 by Rob Hanna

The VIX posted its lowest close since the 2020 COVID Crash on Thursday. October is known for its volatility, so as you might expect, posting a low in implied volatility during October is somewhat unusual. Looking back to 1990, this is just the 6^th time that has occurred. I’ve listed all of them below, along with forward SPX results. (Note, only the 1st instance is listed. Some years there were multiple instances, but I did not include repeats.)

Five instances is too few to draw solid conclusions. But I did find the results interesting. I noted that 4 of them occurred during the “lost decade” of 2000 – 2009, when stocks showed no gains over 10 years. Still, all of those instances were followed by gains between 2-12 months out. And so was the 2017 instance.

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Opex Friday has finished weak in recent years

Posted on October 15, 2021 by Rob Hanna

Here is a little study for the intraday traders out there. Looking simply at SPY performance in the last 30 minutes of trading on Opex Friday.

Not a huge edge, but perhaps something worth keeping in mind as you consider how to close out the day.

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Why a Bounce on a Friday is Encouraging

Posted on October 3, 2021 by Rob Hanna

Friday saw the market bounce after several indices closing at multi-month lows on Thursday. Fridays are interesting in that they are the least likely day of the week for a selloff to end or a rally to begin. But when rallies do start on a Friday, they have shown the best odds of success of any day of the week. I’ve seen this a number of ways over the years. The study below is one simple way to look at it. It examines times the market closed up the day after closing at a 21-day low the day before. Results are broken down by day of the week, and also by holding period.

Looking out 10,15,20, and 25 days, Friday has the best stats of any day. And in most cases, none of the other days are even close. So if you are looking for an encouraging intermediate-term sign based on Friday’s action, this appears to be one.

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Last Day to Lock in Current Subscriber Pricing

Posted on October 3, 2021 by Rob Hanna

Just a last reminder that prices for all Quantifiable Edges gold and silver subscriptions will be rising after today. Sign up for a subscription today if you want to permanently lock in your rate at a lower cost. Feel free to contact us if you have any questions.

QE Subscription Prices About to Rise. Lock in the Lower Rate Now!

Posted on September 29, 2021 by Rob Hanna

If you have been considering a Quantifiable Edges subscription, now is a great time to lock in your price.

While the Fed is ignoring inflation, one place that prices will soon be going up is at Quantifiable Edges. After Sunday, October 3^rd, all gold and silver subscriptions with see a price increase. But you can lock in your prices at the current level by signing up for a subscription before then. I have rarely raised prices in the past, and have always grandfathered in current subscribers at their initial price level. (Yes, I still have a subscriber paying the original annual subscription fee from 2008-09.)

Of course the Bureau of Labor Statistics, who calculates CPI, would likely say that a Quantifiable Edges Gold Subscription has seen a price decline after making their “quality adjustments”. New features over the years have continued to add value. This includes the popular QE Seasonality Calendars and the code (Tradestation, Excel, and Amibroker) that goes along with the Calendars for backtesting, which was released near the beginning of this year.

So whether you prefer to pay monthly or annually, you can lock in the current rates now, before they go up this weekend. Feel free to reach out with any questions. Here is our Gold Subscription page and our Silver Subscription page.