View Full Version : 2014 LEV Leader Performance
Riskslayer
01-24-2014, 05:57 AM
Hi-
Pascal and I have agreed to start a new thread to track 2014 LEV performance. Here are the results from the first 2 trading day of 2014.
21992
21993
Next, I will post weekly results in a reply.
Shawn
Riskslayer
01-24-2014, 06:00 AM
Hi-
Here is the 1st full week of performance and when I started trading a funded acct on this strategy.
Shawn
Mon, Jan 6, 2014:
22005
Tu, Jan 7, 2014:
22004
Wed, Jan 8, 2014:
22003
Th, Jan 9, 2014:
22002
Fri, Jan 10, 2014:
22001
Shawn
Riskslayer
01-24-2014, 06:05 AM
Hi-
Here is the 2nd week of 2014 performance.
Shawn
Mon, Jan 13, 2014:
22012
Tu, Jan 14, 2014:
22011
Wed, Jan 15, 2014:
22008
Th, Jan 16, 2014:
22007
Fri, Jan 17, 2014:
22006
Shawn
Riskslayer
01-24-2014, 06:12 AM
Hi-
Here is the 3rd week of 2014 performance.
Mon, Jan 20, 2014 (MLK Holiday):
Tu, Jan 21, 2014:
22013
Wed, Jan 22, 2014:
22014
Th, Jan 23, 2014 (computer issues only allowed me to record close-to-close stats):
22016
And, that brings us up to date. We will do daily from here on.
Shawn
Riskslayer
01-25-2014, 11:27 AM
Hi-
I wrote less than 2 weeks ago that on Jan 13, 2014, the LEV Leaders suffered a loss of -3.79%, the 3rd largest close-to-close decline since I started recording results May 7, 2013.
In that post I noted, Oct 8, 2013 @ -4.01% was the worst day, and the 2nd worst day was May 22, 2013 @ -3.82%
Well, Jan 24, 2014.. is now in the top spot on the largest single day loss @ -4.36%
In the course of 10 trading days, the largest and 4th largest single day losses occurred. I suspect that a statistical analysis would find such an occurrence perhaps unremarkable, but as a discretionary trader I take note of this.. and, this puts me on guard for further market declines.
This is not an unusual comment considering that Pascal's 20d MF Real-Time system has been on a short signal since Jan 13, 2014.
I wonder whether the onset of the Fed Taper is going to improve the performance of the 20d MF short signals and return the markets to more *normal* conditions for which many of our various tools have been honed, .e.g +10% corrections occurring with more regularity.
22032
Shawn
Riskslayer
01-28-2014, 06:14 AM
Hi-
After running the real-world acct on this strategy, I realize the best estimate of performance is to take the open-to-close % from the 1st day, and then close-to-close for the other 4 groups. So, e.g. today, the -2.66% is formed from the average of -2.23% (open-to-close) for the Jan 27, 2014 group, and then close-to-close values from the other Jan 24, Jan 23, Jan 22, and Jan 21 groups because these names were held overnight. If you guys have any Q's let me know.
Results for Mon, Jan 27, 2014:
22059
Shawn
Riskslayer
01-29-2014, 06:31 AM
Hi-
Got the 3rd highest up move since tracking started. Further evidence of growing volatility as we saw saw the 2nd and 4th largest down move earlier this month..
22086
Shawn
Riskslayer
01-30-2014, 04:08 PM
Hi-
Here are the results from Wed, Jan 29, 2014:
22105
Shawn
Riskslayer
01-31-2014, 06:05 AM
Hi-
Results for Th, Jan 30, 2014:
22120
Shawn
Riskslayer
02-01-2014, 09:26 AM
Hi-
Here are the results from Fri, Jan 31, 2014:
22127
Shawn
Riskslayer
02-04-2014, 07:39 AM
Hi-
Results for Mon, Feb 3, 2014:
22166
Shawn
Riskslayer
02-05-2014, 07:34 AM
Hi-
Results for Tu, Feb 4, 2014:
22173
Shawn
Riskslayer
02-06-2014, 07:07 AM
Hi-
Results for Wed, Feb 5, 2014:
22185
Shawn
Riskslayer
02-07-2014, 05:58 AM
Hi-
Results for Th, Feb 7, 2014:
22197
Shawn
Riskslayer
02-08-2014, 06:49 AM
Hi-
Results for Fri, Feb 7, 2014:
22200
Shawn
Riskslayer
02-11-2014, 10:13 AM
Hi-
Results for Mon, Feb 10, 204
22272
Shawn
Riskslayer
02-12-2014, 06:22 AM
Hi-
Results for Tu, Feb 11, 2014:
22295
Shawn
Riskslayer
02-13-2014, 09:29 AM
Hi-
Results for Wed, Feb 12,2014:
22309
Shawn
Riskslayer
02-15-2014, 06:44 AM
Hi-
Results for Fri, Feb 14, 2014:
22335
Shawn
Riskslayer
02-19-2014, 05:48 AM
Hi-
Results for Tu, Feb 18, 2014:
22410
Shawn
Riskslayer
02-20-2014, 06:39 AM
Hi-
Results for Wed, Feb 19, 2014:
22434
Shawn
Riskslayer
02-20-2014, 11:47 PM
Hi-
Results for Th, Feb 20, 2014:
22439
Thanks,
Shawn
Riskslayer
02-22-2014, 07:33 AM
Hi-
Results for Fri, Feb 21, 2014:
22466
Shawn
Riskslayer
02-25-2014, 06:10 AM
Hi-
Results for Mon, Feb 24, 2014:
22517
Shawn
Riskslayer
02-26-2014, 06:35 AM
Hi-
Results for Tu, Feb 25, 2014:
22550
Shawn
Riskslayer
02-27-2014, 05:45 AM
Hi-
Results for Wed, Fri 26, 2014:
22581
Shawn
Riskslayer
02-28-2014, 04:41 AM
Hi-
Results from Th, Feb 27, 2014:
22605
Shawn
Riskslayer
03-01-2014, 07:39 AM
Hi-
Results, Fri, Feb 28, 2014:
22612
Shawn
Riskslayer
03-03-2014, 09:09 PM
Hi-
Results for Mon, Mar 3, 2014:
22669
Shawn
Riskslayer
03-04-2014, 08:02 PM
Hi-
Results for Tu, Mar 4, 2014:
22702
Shawn
Riskslayer
03-06-2014, 08:30 PM
Hi-
Results for Wed, Mar 5, 2014:
22759
Shawn
Riskslayer
03-06-2014, 08:31 PM
Hi:
Results for Th, Mar 6, 2014:
22760
Shawn
Riskslayer
03-08-2014, 02:47 AM
Hi-
Results for LEV Leaders, Fri, Mar 7, 2014:
22777
Shawn
Riskslayer
03-10-2014, 08:37 PM
Hi-
Results for Mar 10, 2014:
22809
Shawn
Riskslayer
03-12-2014, 04:08 PM
Hi-
Results for Tu, Mar 11, 2014:
22873
Shawn
Riskslayer
03-12-2014, 08:01 PM
Hi-
Results for Wed, Mar 12, 2014:
22874
Shawn
Riskslayer
03-14-2014, 04:33 AM
Hi-
Results for Th, Mar 13, 2014:
22937
Shawn
Riskslayer
03-15-2014, 06:17 AM
Hi-
Results for Fri, Mar 14, 2014:
22948
Shawn
Riskslayer
03-18-2014, 04:11 PM
Hi-
Results for Mon, Mar 17, 2014:
22995
Riskslayer
03-18-2014, 07:58 PM
Hi-
Results for Tu, Mar 18, 2014:
22996
Shawn
Riskslayer
03-19-2014, 08:10 PM
Hi-
Results for Wed, Mar 19, 2014:23016
Shawn
Riskslayer
03-21-2014, 06:03 AM
Hi-
Results for Th, Mar 20, 2014:
23057
Shawn
Riskslayer
03-21-2014, 08:10 PM
Hi-
Results for Fri, Mar 21, 2014:
23071
Shawn
Riskslayer
03-25-2014, 01:58 PM
Hi-
Results for LEV Leader Performance, Mon, Mar 24, 2014:
23124
Shawn
Riskslayer
03-26-2014, 06:39 AM
Hi-
Results for Tu, Mar 25, 2014:
23139
Shawn
Harry
03-26-2014, 07:47 AM
Hello Shawn,
March seems to be an extremely difficult month for your system? Are you still actively trading it? I am looking forward to a monthly review if you so decide to provide one.
Best Regards,
Harry
Riskslayer
03-27-2014, 07:45 AM
Hi Harry,
I stopped actively trading the system because the drawdowns were too great. I am currently busy with various activities, but in the future I will publish stat's and share performance, drawdown, and transaction costs of the system.
I continue to find the LEV Leaders to be helpful in my discretionary trading as an early signal about market strength and weakness, primarily intraday and most particularly off the open.
Take care,
Shawn
Riskslayer
03-27-2014, 07:46 AM
Hi-
Results for Wed, Mar 27, 2014:
23159
Shawn
Riskslayer
03-30-2014, 07:47 PM
Hi-
23213
Shawn
Riskslayer
03-30-2014, 07:48 PM
Hi-
23214
Shawn
Riskslayer
04-01-2014, 06:31 AM
Hi-
23251
Shawn
Riskslayer
04-02-2014, 08:26 AM
Hi-
23278
Shawn
Riskslayer
04-03-2014, 07:28 AM
Hi-
23298
Shawn
Riskslayer
04-04-2014, 06:09 AM
Hi-
23314
Shawn
Riskslayer
04-06-2014, 12:33 PM
Hi-
23344
Shawn
csayantan
04-08-2014, 05:53 AM
hi
how will it perform in Nifty or BSE / Nse Stocks?
Any trade history on that?
thx
CS
Riskslayer
04-08-2014, 06:41 AM
Hi-
I have not done work on exchanges outside the marketsmith.com database - which is comprised primarily of US names. Note today there are 2 Brazilian companies and an Indonesian ETF as today's LEV leaders- these names are all traded on US exchanges.
Each night, a universe of about 2,400 names are scanned. The universe of stocks was pulled from the marketsmith.com database according to minimum price and volume cut-offs. I do that in April and Nov each year b/c there are new ipo's and mergers that change the composition. I will be doing the April re-creation of the universe of stocks soon.
These names are the highest beta names in the marketsmith database (the top 4 names with 3 month RS +95) that have shown large institutional accumulation over the last 20d (the LEV work).
I traded these names for a couple of months at the beginning of 2014, and suffered rather large drawdowns - the paper results and actual trading results only varied by about 0.07% per day due to slippage, commissions, etc.. So, I consider the paper results to be representative of actual results. At this time, I cannot recommend this methodology as a mechanical trading system. Pascal has suggested an overlay for market direction would improve results, e.g. if the 20d is on a sell, do not go long.
In any event, I find this list of names helpful in my personal trading as a watch list (e.g. it uncovered TSLA early for me) and most particularly, as an early indicator, of market performance - on daily and intraday timeframes. For example, in the first 10-15 min of the trading day, if the LEV leaders are deeply red, its highly likely that its going to be a bad day in the market. We can also see the LEV leader performance has been quite poor for weeks, and now the indexes are cracking.
Thanks,
Shawn
Riskslayer
04-08-2014, 06:42 AM
Hi-
23361
Shawn
csayantan
04-08-2014, 07:11 AM
hi
What is the basic idea behind LEV Ladder?
How you are taking trade decision using it?
thx
CS
Riskslayer
04-09-2014, 04:41 PM
Hi-
Results for Tu, Apr 8, 2014
23367
Shawn
Riskslayer
04-09-2014, 06:25 PM
hi
What is the basic idea behind LEV Ladder?
How you are taking trade decision using it?
thx
CS
Hi-
The basic principle is that consistent buying of a name by institutions (as represented by LEV) over a 20d look back period is indicative of future returns. If you look at the real time LEV chart for a the stock BBD for a 20d period, you will see the green line (LEV) forms a pretty linear line from lower left to upper right.
The 2400 names are scanned each night to pull out the names that exhibit this characteristic.. Tonight, only 52 names of the 2400 met this criteria.. which is relatively few.. usually there are closer to 100 names that make it through this scan.
Next, the 52 names will be ranked by 3 month RS to find the fastest movers .. Marketsmith does not update their database until late, so I look at this the next morning.. The top 4 names are selected from this ranked ordered list with a minimum cut-off of RS >= 95; so, occasionally, there are fewer than 4 names that meet that RS = 95 or greater criteria.
These are each day's LEV Leaders, and this list is maintained for a rolling 5d period to capture overnight gains, etc.
I hope that helps,
Shawn
PS: let me know if you have further Q's.
Riskslayer
04-10-2014, 04:43 AM
Hi-
23369
Shawn
csayantan
04-10-2014, 05:36 AM
hi
Can we Use it with AltoGOM / LTPack?
Can you provide us the code for LV Leader ?
If you share the Ninja Trader 7 code we may try to see its performance on the thin/thick market on NSE/BSE(Indian Market)?
thanks
CS
Harry
04-10-2014, 07:06 AM
... Next, the 52 names will be ranked by 3 month RS to find the fastest movers .. Marketsmith does not update their database until late, so I look at this the next morning.
Hi Shawn,
Isn't the RS calculation simply a performance metric vs. S&P500? Couldn't this step be automated to help omit the reliance of MarketSmith?
Harry
Riskslayer
04-11-2014, 05:29 AM
hi
Can we Use it with AltoGOM / LTPack?
Can you provide us the code for LV Leader ?
If you share the Ninja Trader 7 code we may try to see its performance on the thin/thick market on NSE/BSE(Indian Market)?
thanks
CS
Hi CS-
I do not code on these platforms.
I also do not provide my s/w to others for a variety of reasons, but Pascal has a process for providing LEV code for a few different platforms that may be of assistance for you. Please contact Pascal regarding this request.
Shawn
Riskslayer
04-11-2014, 05:43 AM
Hi Shawn,
Isn't the RS calculation simply a performance metric vs. S&P500? Couldn't this step be automated to help omit the reliance of MarketSmith?
Harry
Hi Harry,
You are in general correct, but I believe the IBD RS calculation is slightly different in that it weighs recent weeks more heavily in the RS calculation than the other weeks. This probably does not significantly affect results.
I could further automate things as you suggest, but using MS is fast/easy for this part of the process; is well recognized/trusted in the community (so, results can be compared easily); and MS provides fast/easy access to other data/information that I like to consider in my trading, e.g. avg daily $ traded, quick access to industry groups for names that are unknown to me, etc.
I hope all is well with you,
Shawn
Riskslayer
04-11-2014, 05:45 AM
Hi-
23394
Shawn
Riskslayer
04-12-2014, 07:21 AM
Hi-
I do not usually make observations here, but the recent strength in Latin America seems noteworthy and not widely discussed. PBR, BBD, BRFS, & TEO all appeared this week as LEV Leaders, and the ETF ILF was a lower RS name that did not make the RS cut to be an LEV Leaders, but it has a constructive LEV pattern. The price patterns of these names remind me a little bit of JO and CORN last quarter.. consult those charts for how bottoms can be formed and fast initial moves can ensue. The safest way to play these moves is to wait for a pull-back and better yet, a consolidation of the move.. see DBA and RJA for examples of this, and then take them on the move higher above the consolidation area..
23396
Shawn
Riskslayer
04-15-2014, 07:56 AM
Hi-
23443
Shawn
Riskslayer
04-16-2014, 07:57 AM
Hi-
23467
Shawn
Riskslayer
04-17-2014, 08:46 AM
Hi-
23491
Shawn
Riskslayer
04-18-2014, 07:01 AM
Hi-
23497
Shawn
Riskslayer
04-23-2014, 06:45 AM
Hi-
I moved my data center over the weekend and was not able to get operational in time to record Mon, Apr 21, 2014 results.
I am tracking that day as zero for this 5-d roll period.
23578
Shawn
csayantan
04-23-2014, 07:41 AM
Hi-
I have communicated with Pascal already but he is referring you again .Can you ensure about the code in any platform?
Hi CS-
I do not code on these platforms.
I also do not provide my s/w to others for a variety of reasons, but Pascal has a process for providing LEV code for a few different platforms that may be of assistance for you. Please contact Pascal regarding this request.
Shawn
thanks
CS
Riskslayer
04-24-2014, 05:44 AM
Hi-
23590
Shawn
Riskslayer
04-25-2014, 07:16 AM
Hi-
23618
Shawn
Riskslayer
04-27-2014, 10:24 AM
Hi-
CYTK failed test results had an outsized, adverse affect on results today:
23654
Shawn
Riskslayer
04-29-2014, 08:10 AM
Hi-
23702
Shawn
Harry
04-29-2014, 02:04 PM
Hi Shawn,
Hope your trading is going well. I'm sure you are aware, but in case not - some values from yesterdays reports are missing?
Harry
Riskslayer
04-30-2014, 07:40 AM
Hi-
Thanks Harry. Yes, still resolving some data center move issues.
Hopefully, we are back on track and the previous days are approximately representative.
For Wed, Apr 29, 2014:
23731
Shawn
Riskslayer
05-01-2014, 07:33 AM
Hi
23758
Shawn
Riskslayer
05-02-2014, 06:38 AM
Hi-
23771
Shawn
Riskslayer
05-03-2014, 09:00 AM
Hi-
23772
Shawn
Riskslayer
05-06-2014, 08:53 AM
Hi-
23811
Riskslayer
05-07-2014, 07:23 AM
Hi-
23831
Shawn
Riskslayer
05-09-2014, 06:47 AM
Hi-
For Wed, May 7, 2014:
23866
Shawn
Riskslayer
05-09-2014, 06:47 AM
Hi-
23867
Shawn
Riskslayer
05-10-2014, 07:23 AM
Hi-
23886
Shawn
Riskslayer
05-13-2014, 08:51 AM
Hi-
23951
Shawn
Riskslayer
05-14-2014, 08:17 AM
Hi-
23970
Shawn
Riskslayer
05-15-2014, 08:38 AM
Hi-
23996
Shawn
Riskslayer
05-16-2014, 07:03 AM
Hi-
24029
Shawn
Riskslayer
05-17-2014, 07:01 PM
Hi-
24066
Shawn
Riskslayer
05-20-2014, 07:45 AM
Hi-
24077
Shawn
Riskslayer
05-21-2014, 06:46 AM
Hi-
24083
Shawn
Riskslayer
05-22-2014, 07:21 AM
Hi-
24099
Shawn
Riskslayer
05-23-2014, 06:26 AM
Hi-
24102
Shawn
Riskslayer
05-28-2014, 07:52 AM
Hi-
24162
Shawn
Riskslayer
05-28-2014, 07:53 AM
Hi-
I missed collecting the data yesterday, but here are the names for Wed.
24163
Shawn
Riskslayer
05-29-2014, 07:50 AM
Hi-
24179
Shawn
Riskslayer
05-30-2014, 05:12 AM
Hi-
24220
Shawn
Riskslayer
05-31-2014, 07:18 AM
Hi-
I updated the list of stocks in my database. there are 2,672 (see attached .xls for the list). These are US stocks and ETF's with price > $7, $/day avg (50d) & $1.5 MM & 200K/day avg vol (50d) .
24225
24226
Shawn
Riskslayer
06-03-2014, 09:00 AM
Hi-
24294
Shawn
Riskslayer
06-04-2014, 06:47 AM
Hi
24303
Shawn
Riskslayer
06-05-2014, 06:36 AM
Hi-
24325
Shawn
Riskslayer
06-06-2014, 05:51 AM
Hi-
24344
Shawn
Riskslayer
06-07-2014, 06:35 AM
Hi-
24351
Shawn
Riskslayer
06-10-2014, 07:35 AM
Hi-
24418
Shawn
Riskslayer
06-11-2014, 07:03 AM
Hi-
24441
Shawn
Riskslayer
06-12-2014, 06:03 AM
Hi-
24450
Shawn
Riskslayer
06-13-2014, 05:19 AM
Hi-
24479
Shawn
Riskslayer
06-14-2014, 07:36 AM
Hi-
24484
Shawn
Riskslayer
06-17-2014, 08:00 AM
Hi-
24533
Shawn
Riskslayer
06-18-2014, 07:32 AM
Hi-
I had to move offices yesterday, it took a lot of time, and I was not able to capture results; but here are the names for today.
24556
Shawn
Riskslayer
06-19-2014, 08:52 AM
Hi-
24580
Shawn
Riskslayer
06-20-2014, 06:30 AM
Hi-
24598
Shawn
Riskslayer
06-21-2014, 05:23 AM
Hi-
24601
Shawn
Riskslayer
06-24-2014, 05:00 AM
Hi-
24638
Shawn
Riskslayer
06-25-2014, 07:28 AM
Hi-
24653
Shawn
Riskslayer
06-26-2014, 06:37 AM
Hi-
24669
Shawn
Riskslayer
06-27-2014, 06:43 AM
Hi-
24687
Shawn
Riskslayer
06-28-2014, 08:44 AM
Hi-
Market looks to be positioned for a bullish move into early July. Lots of cups and handle set-ups on high-beta, individual stock names, see UA as an example. First day of the month, Tu, July 1, 2014 is usually strong. Holiday periods have recently seen the market drift higher on low volume.
24689
Shawn
Riskslayer
07-01-2014, 06:00 AM
Hi-
24759
Shawn
Riskslayer
07-02-2014, 06:37 AM
Hi-
24784
Shawn
Riskslayer
07-03-2014, 06:34 AM
Hi-
24787
Shawn
Riskslayer
07-07-2014, 07:49 AM
Hi-
I have been on vacation over the Jul 4 weekend, and returning mid-week. I may not be able to keep this thread updated in the next couple of days, but I will try.
Shawn
24825
Riskslayer
07-09-2014, 09:18 AM
Hi-
24883
Shawn
Riskslayer
07-10-2014, 06:44 AM
Hi-
24907
Shawn
Riskslayer
07-11-2014, 06:25 AM
Hi-
24934
Shawn
Riskslayer
07-12-2014, 02:11 PM
Hi-
24940
Shawn
Riskslayer
07-15-2014, 06:40 AM
Hi-
24986
Shawn
Riskslayer
07-16-2014, 07:36 AM
Hi-
25026
Shawn
Riskslayer
07-17-2014, 07:16 AM
Hi-
25045
Shawn
Riskslayer
07-18-2014, 09:15 AM
Hi-
25062
Shawn
Riskslayer
07-19-2014, 07:16 AM
Hi-
25076
Shawn
Riskslayer
07-22-2014, 06:24 AM
Hi-
25107
Shawn
Riskslayer
07-23-2014, 06:07 AM
Hi-
25132
Shawn
Riskslayer
07-24-2014, 06:21 AM
Hi-
25152
Shawn
Riskslayer
07-25-2014, 06:20 AM
Hi-
25159
Shawn
Riskslayer
07-29-2014, 06:42 AM
Hi-
Results for Mon, Jul 28, 2014..
Shawn
25204
Riskslayer
07-29-2014, 06:55 AM
Hi-
Missed posting this over the weekend, here are Fri results:
25205
Shawn
Riskslayer
07-30-2014, 06:58 AM
Hi-
25225
Shawn
Riskslayer
07-31-2014, 07:08 AM
Hi-
Results for Wed, Jul 30, 2014:
25248
Shawn
Riskslayer
08-01-2014, 04:32 AM
Hi-
25258
Shawn
Riskslayer
08-03-2014, 07:49 PM
Hi-
25293
Shawn
Riskslayer
08-05-2014, 07:32 AM
Hi-
25330
Shawn
Riskslayer
08-06-2014, 04:23 AM
Hi-
25352
Shawn
Riskslayer
08-07-2014, 07:38 AM
Hi-
25376
Shawn
Riskslayer
08-08-2014, 05:07 AM
Hi-
25378
Shawn
Riskslayer
08-09-2014, 05:37 AM
Hi-
25390
Shawn
Riskslayer
08-12-2014, 05:41 AM
Hi-
25442
Shawn
Riskslayer
08-13-2014, 08:06 AM
Hi-
25465
Shawn
Riskslayer
08-14-2014, 07:18 AM
Hi-
25494
Shawn
Riskslayer
08-15-2014, 07:27 AM
Hi-
25515
Shawn
Riskslayer
08-16-2014, 10:04 AM
Hi-
25532
Shawn
Riskslayer
08-19-2014, 09:16 AM
Hi-
25544
Shawn
Riskslayer
08-20-2014, 07:54 AM
Hi-
25556
Shawn
Riskslayer
08-21-2014, 04:23 PM
Hi-
25560
Shawn
Riskslayer
08-22-2014, 05:56 AM
Hi-
25580
Shawn
Riskslayer
08-23-2014, 07:56 PM
Hi-
25583
Shawn
Riskslayer
08-26-2014, 04:19 PM
Hi-
25596
Shawn
Riskslayer
08-27-2014, 07:06 AM
Hi-
25598
Shawn
Riskslayer
08-28-2014, 06:51 AM
Hi-
25600
Shawn
Riskslayer
08-29-2014, 04:14 PM
Hi-
25613
Shawn
Riskslayer
08-30-2014, 09:37 AM
Hi-
25614
Shawn
Riskslayer
09-03-2014, 07:26 AM
Hi-
25681
Shawn
Riskslayer
09-04-2014, 08:23 AM
Hi-
25709
Shawn
Riskslayer
09-05-2014, 05:47 PM
Hi-
25734
Shawn
Riskslayer
09-09-2014, 08:19 AM
Hi-
25821
Shawn
Riskslayer
09-09-2014, 08:20 AM
Hi-
25822
Shawn
Riskslayer
09-10-2014, 08:20 AM
Hi-
25833
Shawn
Riskslayer
09-11-2014, 07:12 AM
Hi-
25866
Shawn
Riskslayer
09-12-2014, 04:49 AM
Hi-
25888
Shawn
Riskslayer
09-13-2014, 10:06 AM
Hi-
25892
Shawn
Riskslayer
09-17-2014, 07:03 AM
Hi-
25978
Shawn
Riskslayer
09-17-2014, 07:08 AM
Hi-
25979
Shawn
Riskslayer
09-18-2014, 06:37 AM
Hi-
25999
Shawn
Riskslayer
09-19-2014, 05:48 AM
Hi-
26024
Shawn
Riskslayer
09-20-2014, 07:18 AM
Hi-
26033
Shawn
Riskslayer
09-23-2014, 05:26 AM
Hi-
26067
Shawn
Riskslayer
09-24-2014, 07:35 AM
Hi-
26090
Shawn
Riskslayer
09-25-2014, 08:42 AM
Hi-
26120
Shawn
Riskslayer
09-26-2014, 06:54 AM
Hi-
26149
Shawn
Riskslayer
09-27-2014, 08:28 AM
Hi-
26169
Shawn
Riskslayer
09-30-2014, 06:59 AM
Hi-
26212
Shawn
Riskslayer
10-01-2014, 07:16 AM
Hi-
26233
Shawn
Riskslayer
10-02-2014, 09:15 AM
Hi-
26284
Shawn
Riskslayer
10-03-2014, 06:02 AM
Hi-
26285
Shawn
Riskslayer
10-04-2014, 10:00 AM
HI-
26287
Shawn
Riskslayer
10-07-2014, 07:13 AM
Hi-
26313
Shawn
Riskslayer
10-08-2014, 04:10 PM
Hi-
26326
Shawn
Riskslayer
10-09-2014, 08:42 AM
Hi-
26340
Shawn
Riskslayer
10-10-2014, 05:44 AM
Hi-
26354
Shawn
Riskslayer
10-11-2014, 06:36 AM
Hi-
26374
Shawn
Riskslayer
10-14-2014, 05:56 AM
Hi-
26391
Shawn
Riskslayer
10-15-2014, 08:22 AM
Hi-
I do not include ETF's in this list, but SCO, VIXY & ERY were at the top of my scan this morning.
26411
Shawn
Riskslayer
10-16-2014, 07:36 AM
Hi-
For informational purposes, SCO & VIXY at the top of the scan, but not included as a LEV Leader
26431
Shawn
Riskslayer
10-17-2014, 04:55 AM
Hi-
26436
Shawn
Riskslayer
10-18-2014, 09:38 AM
Hi-
Its probably a reminder of the things many of you have observed in this last wk, but I have seen some unusual results from my normal scans and work. For example, having 3 days out of 5 that only had a 1 name meet the LEV Leader performance criteria.
I have seen on various internet sites, etc. this week what I judge to be excess optimism in less seasoned traders looking for a bounce to new highs and assuming a bottom has been made - maybe it has, but everyone should be on guard for a small bounce and further pull-back; perhaps followed by similar patterns of bounce & pull-back. This would be normal bear market behavior.
Shawn
26441
Riskslayer
10-21-2014, 07:51 AM
Hi-
26480
Shawn
Riskslayer
10-22-2014, 04:07 PM
Hi-
26527
Shawn
Riskslayer
10-24-2014, 05:39 PM
Hi-
26528
Shawn
Riskslayer
10-24-2014, 05:40 PM
Hi-
26529
Shawn
Riskslayer
10-25-2014, 04:13 PM
Hi-
26531
Shawn
Riskslayer
10-28-2014, 04:07 PM
Hi-
26573
Shawn
Riskslayer
10-30-2014, 06:01 AM
Hi-
26601
Shawn
Riskslayer
10-30-2014, 06:02 AM
Hi-
26602
Shawn
Riskslayer
10-31-2014, 06:44 AM
Hi-
26627
Shawn
Riskslayer
11-01-2014, 06:45 AM
Hi-
26629
Shawn
Riskslayer
11-04-2014, 05:43 AM
Hi-
26691
Shawn
Riskslayer
11-05-2014, 06:08 AM
Hi-
26713
Shawn
Riskslayer
11-06-2014, 06:17 AM
Hi-
26729
Shawn
Riskslayer
11-07-2014, 06:59 AM
Hi-
26784
Shawn
Riskslayer
11-08-2014, 12:14 PM
Hi-
26805
Shawn
Riskslayer
11-11-2014, 07:46 AM
Hi-
I am working through some issues with TS, and have not been able to run the files due to these issues.
Will post updates when issues resolved.
Shawn
Riskslayer
11-13-2014, 07:55 AM
Hi-
Turned out my ISP network team needed to re-set some traffic shaping values for congestion. My issue was not TS related.
26890
Shawn
Riskslayer
11-14-2014, 04:50 AM
Hi-
Missed a couple of days (Nov 11 & 12) due to ISP problems. I am going to ignore those days, and run the calculations with 5 consecutive days.
Shawn
26894
Riskslayer
11-16-2014, 07:46 AM
Hi-
26953
Shawn
Riskslayer
11-18-2014, 05:55 AM
Hi-
26995
Shawn
Riskslayer
11-19-2014, 07:11 AM
Hi-
27032
Shawn
Riskslayer
11-20-2014, 07:50 AM
Hi-
27052
Shawn
Riskslayer
11-21-2014, 06:26 AM
Hi-
27071
Shawn
Riskslayer
11-25-2014, 07:50 AM
Hi-
27126
Shawn
Riskslayer
11-25-2014, 07:51 AM
Hi-
27127
Shawn
Riskslayer
11-26-2014, 06:58 AM
Hi-
27148
Shawn
Riskslayer
11-27-2014, 07:59 AM
Hi-
27151
Shawn
Riskslayer
11-29-2014, 08:29 AM
Hi-
27153
Shawn
Riskslayer
12-02-2014, 05:26 PM
Hi-
27202
Shawn
Riskslayer
12-03-2014, 05:39 PM
Hi-
27223
Shawn
Riskslayer
12-04-2014, 06:46 PM
Hi-
27246
Shawn
Riskslayer
12-05-2014, 07:47 AM
Hi-
27261
Shawn
Riskslayer
12-06-2014, 06:33 AM
Hi-
27265
Shawn
Riskslayer
12-09-2014, 05:37 PM
Hi-
27344
Shawn
Riskslayer
12-10-2014, 08:19 AM
Hi-
27365
Shawn
Riskslayer
12-11-2014, 05:47 PM
Hi-
27396
Shawn
Riskslayer
12-12-2014, 04:15 PM
Hi-
27422
Shawn
Riskslayer
12-13-2014, 10:35 AM
Hi-
Shawn27424
Shawn
Riskslayer
12-16-2014, 08:04 AM
Hi-
27470
Shawn
Riskslayer
12-18-2014, 07:56 AM
Hi-
27525
Shawn
Riskslayer
12-18-2014, 07:58 AM
Hi-
27526
Shawn
Riskslayer
12-23-2014, 07:37 AM
Hi-
27612
Shawn
Riskslayer
12-23-2014, 07:37 AM
Hi-
27613
Shawn
Riskslayer
12-23-2014, 07:38 AM
Hi-
27614
Shawn
Riskslayer
12-24-2014, 01:38 PM
Hi-
27634
Shawn
Riskslayer
12-25-2014, 07:06 AM
Hi-
27638
Shawn
Riskslayer
12-27-2014, 06:39 AM
Hi-
27639
Shawn
Riskslayer
12-30-2014, 06:47 AM
Hi-
27694
Shawn
Riskslayer
12-31-2014, 08:32 AM
Hi-
I am going to be out on vacation for a few days, and may not be able to run my scans.
Back next year, and happy New Years everyone!
Take care,
Shawn
27700
Riskslayer
01-07-2015, 08:24 AM
Hi-
I missed Jan 2 & 5, 2015, so I will continue with the 5 most recent days for which I have data.
Take care,
Shawn
27802
Riskslayer
01-08-2015, 05:52 AM
Hi-
27819
Shawn
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