A Quantifiable Edges Gold subscription comes complete with the Quantifiable Edges Subscriber Letter delivered nightly via e-mail, and full access to the Quantifiable Edges subscription site.
Quantifiable Edges Nightly Subscriber Letter:
The nightly Subscriber Letter is filled with historical analysis and current trade ideas. It contains in depth market analysis, the Quantifiable Edges Aggregator, detailed Capitulative Breadth Indicator (CBI) analysis, quantified trade ideas, and more. Below are some highlights.
Detailed Market Analysis
The Quantifiable Edges Subscriber Letter contains Rob Hanna's analysis of the broad market. Indicators of price, volume, breadth and sentiment are looked at within the context of historical precedents. Rob continually monitors market action and conducts studies to find how the market reacted under similar conditions in the past. Some studies are posted to the Quantifiable Edges Blog. Most of the market studies are published only in the Subscriber Letter. The front page of the letter lists all studies that Rob considers current and relevant. This is followed by a detailed write-up of Rob's short-term and intermediate-term market outlook. The outlook helps in the more detailed evaluations and trade setups discussed later in the letter.
Fed Action Analysis
As outlined in great detail in the Fed-Based Quantifiable Edges for Stock Market Trading research paper, Fed Action has a marked influence on liquidity and market movement. At least weekly Rob will provide updated Fed liquidity analysis.
The Quantifiable Edges Aggregator
The Aggregator is Rob's favorite tool for short-term (1-3 day) market timing. It takes an aggregate of the current outstanding studies listed at the beginning of the Letter and compares the result to recent relative market performance. This is used to help establish a trading bias.
Capitulative Breadth Indicator (CBI) Detailed Analysis
In 2005 after conducting a detailed study of capitulative market action, Rob developed his Capitulative Breadth Indicator (CBI). Rob has often discussed the CBI on the Quantifiable Edges blog. The basic reading is a count of the number of active signals that qualify for the Quantifiable Edges Catapult System. The Catapult is a long-only strategy that is employed for S&P 100 stocks. The Quantifiable Edges Subscriber Letter tracks all individual Catapult signals, and when groupings become significant, it will also contain CBI-related research. This indicator has become a favorite among many subscribers.
Quantified Trade Ideas
The Quantifiable Edges Subscriber Letter will also frequently post and track trade ideas. The focus of the trade setups will depend on our overall market bias. Common types of signals include index trade ideas based on our Aggregator readings and short-term outlook, Catapult System trade ideas, VIX-based ETF trades, and certain setups in either S&P 100 stocks or ETFs that are chosen from our Numbered Systems. All trade ideas have been carefully tracked since the inception of Quantifiable Edges in 2008. The Trade Idea Results Spreadsheet may be downloaded by subscribers or free trial subscribers at anytime.
Quantifiable Edges Subscriber Area:
The Quantifiable Edges Subscriber Area has evolved over the years and now contains many valuable tools for Quantifiable Edges subscribers.
The Quantifinder is Quantifiable Edges Seasonality Calendars show historical statistics for each day of the upcoming or current month. Detailed research associated with the Calendars, backtesting tools, and a user group for sharing ideas are all part of the Seasonality section of the site.
The Quantifinder is Quantifiable Edges original functionality. There is nothing else like it anywhere on the web. The Quantifinder was designed to automatically search through our database of published research and extract anything that is applicable to the current day's market action. This includes studies based on price, breadth, volume, leadership, sentiment, seasonality, volatility, and more. All applicable studies are then published on the Quantifinder page, where you can easily see their bullish/bearish tendencies and a description of the research. From there it just takes a simple click and the publication containing the research is automatically pulled up for you. An intraday version is typically published around 3pm and then the final Quantifinder update is posted at about 4:40pm on market days.
Quantifiable Edges Charts Pages
The Quantifiable Edges charts pages show charts of many unique indicators. These include proprietary indicators such as the Quantifiable Edges Capitulative Breadth Index (CBI), the TICK Tomoscillator, the Nasdaq/SPX Relative Strength Model, and more. This collection of charts and indicators can be found nowhere else.
Quantifiable Edges Numbered Systems
The Quantifiable Edges Numbered System pages contain information on the systems and key indicators we track at Quantifiable Edges, including entry and exit rules as well as performance stats over time. The Numbered Systems come complete with Tradestation code, allowing subscribers to download, tweak, and further develop the ideas if they so desire. (Amibroker code for the Numbered Systems is also included, but for ANNUAL SUBSCRIPTIONS ONLY. Monthly subscribers may purchase this code for $100.)
QE Indicators/Functions for Tradestation
Several of the more complex and heavily-requested indicators that Quantifiable Edges tracks have been put together in this package. Non-subscribers may purchase the QE Indicators/Functions for Tradestation, but it is provided at no additional charge to subscribers as long as they maintain their subscription. A partial list of indicators and functions may be found below.
- Quantifiable Edges Fast/Slow Offset Historical Volatility Indicator
- Fed Day Functions
- Employment Day Functions
- Breadth % Indicators
- Ratio Adjusted McClellan Oscillator (RAMO)
- McClellan % Ranks
- Closing TICK TomOscillators
Complete descriptions of all indicators and functions may be found in the Quantifiable Edges Tradestation Analysis Techniques User Guide, which may be downloaded at any time.
Every nightly subscriber published since Quantifiable Edges inception in 2008 may be found in the Archives area.
The downloads area of the site contains special reports, studies, spreadsheets, and code that Quantifiable Edges has published over time. Several nuggets are available here for subscribers.
Quantifiable Edges has produced a number of subscriber-only webinars that subscribers may review here. They include webinars related to the Catapult & CBI, VIX-based ETFs edges, Fed QE & POMO indicators, Tradestation tips, and more.
The Quantifiable Edges Market Timing Course (included with ANNUAL SUBSCRIPTIONS ONLY)
The Quantifiable Edges Market Timing Course is designed to teach investors some simple but historically effective stock market timing techniques that can be used on their own, or in combination, with the goal of increasing returns and reducing risk over the long term. It retails separately for $100.
In the course Rob Hanna shares 4 time-tested long-term market timing indicators. He shows exactly how each one works, and provides detailed historical information about each of them. He then builds on the concepts and shows how different combinations would've performed over time.