Premium Blog

In this article we analyze a simple investment strategy and consider potential issues that may impact its performance. The strategy does not use any technical indicators other than the all-time high closing price and the drawdown level relative to it based ...

In our opinion, this is a very important quantitative indicator of the medium-term direction of the stock market.

The Hurst indicator has generated timely signals of 2000 and 2008 bear markets. Below is current state and what has occurred since last forecast of a market top. 

The chart below shows a particular dynamic of price action that has determined direction since the correction started on September 20, 2018. Click on chart below to enlarge: If you have any questions, you can email us at: premium@priceactionlab.com Disclaimer:  No part of the analysis in ...

In 1987, the S&P 500 rose 13.2% in January only to face a  25-standard deviations drop in October. The rise this January is the fourth largest since 1960.  Are these observations relevant at this juncture? For more details on 1987 crash ...

This indicator has offered reliable signals in the past. This signal may also  be significant. If you have any questions, you can email us at: premium@priceactionlab.com Disclaimer:  No part of the analysis in this blog constitutes a trade recommendation. The past performance of any trading system ...

We analyze recent stock market price action with two quantitative indicators in an effort to determine whether a bottom is already in place. Usually a market bottom is evident to all market participants in hindsight. Those who are able to identify ...

One of our premium signals subscribers came across a timing model in a website based on the original Fabian timing model. We backtested the modified timing model and found significant deviations between our results and those shown in the website ...

Some trend-followers are happy with historical and actual performance of their strategy and do not perform stress tests. However, the historical performance of trading strategies is always linked to a specific path. How about performing a stress test just to ...

As we have mentioned previously, we do not offer a volatility strategy signal service due to the high risk of ruin. As the Monte Carlo analysis shows, the probability of a drawdown greater than 60% is as high as 30%.  ...