Trade Savant

TAA Model for May, 2011

MarketSci — Fri, 29 Apr 2011 17:48:47 +0000

This is a new monthly feature at the MarketSci Blog. Our Tactical Asset Allocation (TAA) model selects up to four assets from a diversified basket of asset classes on the final trading day of each month. Below is the new allocation for today’s close. Click to read more about the TAA model. I eat my own cooking, so I’ve devoted a [...]

TAA Model for May, 2011

MarketSci — Fri, 29 Apr 2011 17:48:47 +0000

Review of Larry Connors’ Daily Battle Plan

Steve LeCompte — Fri, 29 Apr 2011 16:10:56 +0000

Eddie Kwong of TradingMarkets.com requested a review of Larry Connors’ Daily Battle Plan (Battle Plan). TradingMarkets.com presents the Battle Plan service as “a reliable guide for short term traders looking to take advantage of the surge i...

Friday’s Flags, High and Tight

System Trading with Woodshedder — Fri, 29 Apr 2011 13:42:00 +0000

Some new names were added for today. All the stocks from Thursday’s post are still valid. All symbols are linked, and the charts will auto-update. AMRN SYMX TZOO

Friday’s Flags, High and Tight

System Trading with Woodshedder — Fri, 29 Apr 2011 13:42:00 +0000

Some new names were added for today. All the stocks from Thursday’s post are still valid. All symbols are linked, and the charts will auto-update. AMRN SYMX TZOO

The low VIX:VXV ratio with the SPX at a new high

Rob Hanna — Fri, 29 Apr 2011 13:27:00 +0000

Examining the VIX:VXV ratio is a concept I first heard from Bill Luby at VIX & More. The VIX is a measure of short-term (30-day) volatility expectation and the VXV measures intermediate-term (93 day) volatility expectations. The ratio r...

The low VIX:VXV ratio with the SPX at a new high

Rob Hanna — Fri, 29 Apr 2011 13:27:00 +0000

Equity Investing Based on Liquidity [PREMIUM]

Steve LeCompte — Fri, 29 Apr 2011 10:19:51 +0000

...evidence suggests that investors may be able to boost returns by incorporating a liquidity style into stock selection.

Equity Investing Based on Liquidity [PREMIUM]

Steve LeCompte — Fri, 29 Apr 2011 10:19:51 +0000

...evidence suggests that investors may be able to boost returns by incorporating a liquidity style into stock selection.

Seasonality Map for May, 2011

MarketSci — Fri, 29 Apr 2011 02:55:49 +0000

This is a monthly feature at the MarketSci Blog. Below is a map of potentially strong/weak days for the US stock market in May based on historical seasonality patterns. Read more after the image. Scorecard: since launching in April 2010, the monthly seasonality map has called the closing direction of the S&P 500 correct 51% of the time with [...]