Quantifiable Edges Market Studies

The Studies
Several times per week Rob will publish market studies in the Quantifiable Edges Blog. Those studies typically look at the market through price, volume, sentiment or breadth indicators. They play an integral part in determining his market outlook. About 95% of the studies Rob publishes in the blog are done using Tradestation. Readers may now purchase those studies to import directly into Tradestation


see offer of whole package also


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Quantifiable Edges Buying when the RS upward cross occurred and selling when the Nasdaq’s RS line crossed back below the NYSE would have produced 11 winning trades and 4 losers. The average winning trade was good for more than 5% and the average loser saw a decline of less than 1.2%. The length of the average winner was 7 weeks vs. 5 weeks for a loser. If $100,000 was allocated to each trade (assuming no commissions or slippage) the gross profits on winning trades would have been $50,901.45 versus gross losses of $4,617.18 for the losing trades. This equates to an outstanding profit factor (gross gains / gross losses) of 12.02.

It appears the change in the Nasdaq from “lagging” to “leading” status is another argument for the bullish case.