Author: Jeff Pietsch

A sharp intraday reversal with about 90 minutes to go took as off the highs. We also have the IWM within 10pts of the 2007 high and the DOW notching a new 2011 high.  Breadth was sold with banks taking the lead after...

Related posts:April 1st April System Updates April 2009 Rewind – Spring Thaw April FOMC Statement Comparison April 2010 Rewind – Rocky...

Related posts:Livermore Active Issues Index for Friday, August 6th Livermore Active Issues Index for Friday, September 3th Livermore Active Issues Index for Friday, October 1st Livermore Active Issues Index for Friday, October...

Internals are strongly positive on the gap that wouldn’t fade.  By the same token, SPY price has run right up into prospective resistance (say SPY $133.50-134) and we are seeing a growing cumulative Tick divergence at...

Following on from my last couple of posts on the Parabolic Time Oscilator (PTO), I’ve been playing around with another variation on this theme. David Varadi introduced the PTO which looks at the length of time a market has...

I am often asked why the performance of DVB is far superior in terms of CAGR to other oscillators such as the RSI2. My answer is simple: the volatility of intraday Highs versus intraday Lows is far more predictable and relevant...

Related posts:RSI2 Kelly Optimization Focus On Robust Concepts Not Optimization Using Non-Parametric Statistics to Improve Portfolio Optimization Key GMM (Kelly Optimization) Paper Explaining the Formula Robust Parameter...

The first quarter of 2011 is in the books, and it was the best since 1998 from Yahoo headline.  We shrugged off high oil today and will we do the same to the jobs number tomorrow?  Last couple of times the expectation...

On behalf of the ETF Prophet team, I’d like to warmly welcome our tenth contributor and third international correspondent, Frank Hassler of Engineering Returns. Those of you who follow Frank’s work know what a...

Oil is up nearly two percent, but equities are holding in well in spite of it. However, internals are leaning flat to slightly weak (cumulative tick), so I am watching key resistance at prior highs very closely. Related...