EdgeRater BLOG

Stock Market Analysis for Successful Traders

SPY Expected Move Feb 28th

Last week was a volatile one in the markets as the S&P500 index ETF (SPY) gapped down on Monday and continued to sell-off all week. The ETF hovered at the 30 day expected move lower band on Tuesday and Wednesday and then gapped down through it on Thursday and sold...

$SNAP Expected Move Update 1 Feb 23 2020

Update on $SNAP Last week I wrote a post describing the upcoming Expected Move in $SNAP based on the options 30 day Implied Volatility (IV) number. I will be following the stock for 30 days and providing weekly updates on both the stock and options price movement....

$SNAP Expected Move Feb 14th 2020

Options IV and HV Rank Template $SNAP rose to the top of the Options IV and HV Rank template on Friday indicating that the 30 day implied volatility is the lowest it has been in a year. That means options premiums are the cheapest they have been in a year and that the...

SPY Expected Move Jan 31 2020

New Volatility Last week was a volatile one in the markets compared to the recent low volatility environment we have been experiencing during the melt-up of the SPY index. As you can see from the above chart, SPY has been hugging the upper expected move band during...

%B Bucket Migration

The %B Migration report shows how the various stocks within the selected symbol list are moving between %B Buckets.

Crash Strategy Signals And Backtesting

The book 'Buy The Fear Sell The Greed' by Larry Connors contains 7 behavioral quant strategies for traders. This post reviews the Crash strategy and shows how to view strategy signals. At the end of the post there's a section on my own independent test results and an...

RSI PowerZones Signals and Backtesting

The book 'Buy The Fear Sell The Greed' by Larry Connors contains 7 behavioral quant strategies for traders. This post reviews the first strategy in the book named 'RSI PowerZones' and shows how to view strategy signals and how to backtest along with backtest results....

A Simple Long Term Timing Signal For The Markets: BackTest

Last weekend I received an email from an EdgeRater user asking if it was possible to test a system that he had seen described in a YouTube video, the video was 10 years old and so I thought it would be interesting to see how it has performed since the video was made...

The 2/20 Day EMA Upside Breakout System in EdgeRater

In the December 1996 issue of Technical Analysis of Stocks and Commodities, David Landry presented the 2/20 EMA breakout trading system for capturing meaningful trends. The system has defined entry and exit rules that are based purely on the 20 EMA. The upside...

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