Joe Marwood – Analysis Of Entry Signals (Technicals)
Description of Analysis Of Entry Signals
Learn the historical performance of 40 entry signals on US stocks and gain new insights into what is working now.
In this 1-hour class you will discover the historical performance for 40 different trading signals. Each signal is tested on thousands of US stocks over different time horizons, spanning 2-days to two years. In total, more than 20 million historical trades are analysed.
The idea behind this class is to analyse a large amount of historical data to find out which entry signals work and which do not.
I have been wanting to do this analysis for some time as I want a more scientific method for filtering new investment opportunties. This research provides many interesting insights that can be used to better understand the stock market and how you can profit.
In total, I test 40 different trading signals including:
- New Highs
- New Lows
- ADX Indicator
- Moving Averages
- RVol (relative volume)
- Bollinger Band squeeze
- Bollinger Band expansion
- Money Flow Index
- Gaps
- Chaikin Volatility
- Rate-of-Change
- TD Sequential
- and more…
The analysis covers more than 12,000 US stocks between January 1999 to January 2021 including delisted stocks and transaction costs. The idea is to use large sample sizes to find consistent, reliable entry signals and discover what is working in today’s stock markets.
What will you learn in Analysis Of Entry Signals?
The analysis is designed to uncover market truths, discover small edges and point you in the right direction for future research.
We are analysing nothing but the pure profit potential of various indicators to see what works and what doesn’t. This analysis does not show a complete trading strategy nor does it go into any detail about the indicators themselves or how to calculate them.
Rather, the research provides insights which could be the starting point for a more sophisticated investment strategy.
Alternatively, the signals can be used as an initial screening tool for filtering down large numbers of opportunities to a more manageable number, ready for human analysis.
Content:
- Analysis Of Entry Signals Part One (58:17)
- Analysis Of Entry Signals Part Two (21:44)
- Resources
About Joe Marwood
Joe Marwood is an independent trader and investor specialising in financial market analysis and trading systems. He worked as a professional futures trader for a trading firm in London and has a passion for building mechanical trading strategies. He has been in the market since 2008 and working with Amibroker since 2011.
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