Quantifiable Edges | Assessing Market Action With Indicators & History

Rob Hanna, founder

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, 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.

And for traders that are interested in mechanical trading strategies, the Quantifiable Edges ETF Momentum Swing Portfolio provides nightly signals, while the Quantifiable Edges Big Time Swing System is an open-coded, robust, non-optimized trading system that can be traded as-is or used as a base for traders to adapt into their own system.

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 (@QuantEdges), Facebook, LinkedIn, or receive blog posts and updates from Quantifiable Edges directly to your email.

Historical Fed Day Performance By Chairperson

Posted on December 10, 2019 by Rob Hanna

I have written about Fed Day edges for years. Much of the research can be found in the Fed Study category blog posts. Today I decided to share a chart showing historical performance on Fed Days over the course of the last 5 Fed chairpeople.

2019-12-10

Have a happy Fed Day tomorrow!

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Learn how to identify edges and formulate swing trading strategies with the Quant Edges Swing Trading Course!

Black Friday Sale at Quantifiable Edges!

Posted on November 28, 2019 by Rob Hanna

We have decided to bring Black Friday to Quantifiable Edges for the 2nd time. We rarely have special sales at Quantifiable Edges, and have not had any since last year, so if you have been thinking about a subscription, or the Swing Trading Course, now is the best opportunity you’ll see for a long time. Check out our best offers below to start trading with a Quantifiable Edge!

Quantifiable Edges Gold Annual (with access to the Market Timing Course) – $850 for the next 13 months! That is $550 savings versus a monthly subscription and a separate Market Timing Course purchase! After the initial 13-month period, subscription will renew at the annual rate of $950.

Quantifiable Edges Annual Preview Offer – $32 for the last 32 days of the year, then $950 for 2020! For those who have never subscribed before, here is a low-cost extended look at all the gold subscription has to offer to help you finish off 2019 with a Quantifiable Edge. This will renew at our low annual rate for 2020.

Quantifiable Edges S wing Trading Course– $200 off. Down from $950 to $750! This is the lowest price ever offered for our highly rated course that teaches a quantified approach to swing trading.

The Quantifiable Edges Black Friday sale won’t last long, and it may never return. To take advantage, simply use the link below now to sign up.

https://quantifiableedges.com/subscribers/signup/black

Happy Thanksgiving!

When the Wednesday Before Thanksgiving Closes at a New High

Posted on November 28, 2019 by Rob Hanna

Thanksgiving has some seasonal tendencies, with Wednesday and Friday often being bullish, and the Monday after being bearish. This year not only did Wednesday perform well, but it left the SPX at a new high heading into the holiday. So I decided to look back at other times SPX closed at a 50-day high on the day before Thanksgiving.

2019-11-28

Results here show a bearish inclination over the next 2 days. I will note that there were a couple instances that occurred just prior to the sample set that were mildly positive over the 2-day period. But the poor performance over the last 24 years (7 instances) is something I find notable and interesting. Below is the list of instances.

2019-11-28-2

The momentum heading into Thanksgiving certainly has not seemed to help at all. If recent history holds up, we could see a dip between now and Monday evening.

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One Look At What Recent SPX Persistence Might Mean

Posted on November 20, 2019 by Rob Hanna

One compelling study that triggered Tuesday in the Quantifinder suggested the recent persistent upmove is unlikely to abruptly end. (This is a theme we have seen many times over the years.) It considers what happens after the market moves up at least 5 days in a row to a 50-day high, and then pulls back.

2019-11-20-1

We see here a decent edge that becomes stronger and more consistent as you look out over the next several days. The 9-10 day time frame shows exceptional stats. The 2-day timeframe suggests a short-term boost is also likely. Below is a look at the profit curve for the 10-day holding period.

2019-11-20-2

The strong, steady upslope is impressive. The market is long overdue for a temporary pullback. But evidence like this suggests any dip in the coming days is likely just temporary. Traders may want to keep this in mind as they determine their bias over the next 1-10 days.

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2 Unfilled Up Gaps And A 50-Day High

Posted on November 5, 2019 by Rob Hanna

Monday not only saw SPY make a 50-day high, but it was also the 2nd day in a row with an unfilled gap up. The study below is from last night’s letter and was previously discussed several other times in the subscriber letter (click here for free trial). It examined other times SPY left at least 2 unfilled up gaps and closed at a 50-day high.

2019-11-05-1

The size of the follow-through isn’t terribly large, but it has been very consistent that some follow through was achieved in the next few days. Below is the 3-day profit curve.

2019-11-05-2

We have tracked this study for a long time, and it is back again at new highs. Traders may want to keep this bit of evidence in mind as they formulate their short-term bias.

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Learn how to identify edges and formulate swing trading strategies with the Quant Edges Swing Trading Course!