-
LEV Leader Performance - Mon, Mar 31, 2014
Hi-
![Name: P&L - Mar 31, 2014.png
Views: 1781
Size: 28.2 KB](http://www.effectivevolume.com/attachment.php?s=764300d24b57740b092962ce518363ef&attachmentid=23251&d=1396348297)
Shawn
-
LEV Leader Performance - Tu, Apr 1, 2014
Hi-
![Name: P&L - Apr 1, 2014.png
Views: 1633
Size: 22.8 KB](http://www.effectivevolume.com/attachment.php?s=764300d24b57740b092962ce518363ef&attachmentid=23278&d=1396441551)
Shawn
-
LEV Leader Performance - Wed, Apr 2, 2014
Hi-
![Name: EOD Apr 2, 2014.png
Views: 1682
Size: 23.1 KB](http://www.effectivevolume.com/attachment.php?s=764300d24b57740b092962ce518363ef&attachmentid=23298&d=1396524514)
Shawn
-
LEV Leaders Performance - Th, Apr 3, 2014
Hi-
![Name: EOD Apr 3, 2014.png
Views: 1650
Size: 24.1 KB](http://www.effectivevolume.com/attachment.php?s=764300d24b57740b092962ce518363ef&attachmentid=23314&d=1396606177)
Shawn
-
LEV Leaders Performance - Fri, Apr 4, 2014
Hi-
![Name: EOD Apr 4, 2014.png
Views: 1692
Size: 26.0 KB](http://www.effectivevolume.com/attachment.php?s=764300d24b57740b092962ce518363ef&attachmentid=23344&d=1396802026)
Shawn
-
Any Trade on Nifty or BSE / Nse Stocks?
hi
how will it perform in Nifty or BSE / Nse Stocks?
Any trade history on that?
thx
CS
-
Nifty, etc - other exchanges
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
-
LEV Leaders Performance - Mon, Apr 7, 2014
Hi-
![Name: EOD Apr 7, 2014.png
Views: 1916
Size: 25.6 KB](http://www.effectivevolume.com/attachment.php?s=764300d24b57740b092962ce518363ef&attachmentid=23361&d=1396953754)
Shawn
-
What is the basic idea behind LEV Ladder?
hi
What is the basic idea behind LEV Ladder?
How you are taking trade decision using it?
thx
CS
-
LEV Leaders Performance - Tu, Apr 8, 2014
Hi-
Results for Tu, Apr 8, 2014
![Name: EOD Apr 8, 2014.png
Views: 1623
Size: 25.2 KB](http://www.effectivevolume.com/attachment.php?s=764300d24b57740b092962ce518363ef&attachmentid=23367&d=1397076059)
Shawn
Posting Permissions
- You may not post new threads
- You may not post replies
- You may not post attachments
- You may not edit your posts
Forum Rules