Stocks daily volatility systems

Posted by matt on 10th of Jul 2023 at 10:23 am

on Friday the volatility system for AAPL went long, I didn't post it, it's lower today, off the lows though

AAPL logical pullback from that channel

Posted by matt on 3rd of Jul 2023 at 10:44 am

AAPL - Chart Link- on the daily chart the 14 RSI had closed above its Bollinger Bands, rare, 

AAPL - Chart Link- and price was testing the upper channel area

AAPL daily, 120 min

Posted by matt on 2nd of Jul 2023 at 12:51 pm

AAPL - Chart Link note the 14 RSI is above its upper Bollinger Bands, very rare

AAPL - Chart Link 120 min view shows a clean channel - near the uppor portion of the channel

best to ask on weekend when posts like this won't get buried by intra day market posts

otherwise it really depends on what you are looking to use it for. For things like the indexes, they've been long for a while (except for IWM and DIA), and of course many of the Mega 8 stocks like AAPL, NVDA, META have been long for months, some since Nov - unless you got a good pullback into support, not idea to chase those now

Entry conditions vary as I stated before. There's a rare washout long, there's the ABC pullbacks, and the confirmations over the ATR where price may be a bit extended and best to wait for a pullback. The tables show what goes long new each day and what exits - for new longs it's best to go look at a  chart on your side and see if the entry looks good or if you think it might be best to enter on a pullback

also - in uptrends - 3 wave abc pullbacks are your friend - so if something is already long and uptrending and I want to get in, I look for 3 wave pullbacks, and you might not see it on a daily, so make sure to zoom into an intra day time frame such as a 60 min or 2hr time frame.

and by the way, the % gain on those system trades are calculated as an entry from the next day, NOT the day the system went long, why? because since the tables are updated after the close, you wont' see brand new entries until after the close and most would enter the next day, so that's why we chose that - more of a real world scenario

AAPL Demark 13 today

Posted by matt on 28th of Jun 2023 at 12:33 pm

Demark 13 on AAPL daily today, also a potential A

I'm sure but not sure how useful that is, what matters is your entry?  initial entries can occur by 3 methods, the washout long, which is extremely rare and almost never see (ones that trigger such as on Mar bottom 2021, 2009 etc.  these entries occur well below the ATR for obvious reasons.  There's the abc 3 wave pullbacks - those entries are not extended and are always below the ATR as well. The 3rd is the trades that confirm over the ATR, price tends to be short-term extended and I look to enter on a pullback instead. 

I can see adding the entry type as information for the 1st entry only. 

the systems overall most of the time are a reference if you want an idea for a stop on something that you are ALREADY in - such as AAPL or TSLA for most of you, or SPX or QQQs whatever.

Favorites: As you know you can now have it save favorites, and soon we'll have it automatically email you when changes occur to the favorites that you selected. 

Another piece of information I could see useful is showing the top 5 or 10 favorites that people have saved - at the moment AAPL and TSLA, SPX and QQQ are in the top

Another day another STS or should I say another 5 LOL

Posted by matt on 9th of Jun 2023 at 09:49 am

no higher low stops generated today for TSLA, AMZN, AAPL, NVDA, and QQQ

AAPL Vision Pro

Posted by matt on 8th of Jun 2023 at 03:42 pm

LOL

Yes and no for now. I can tell you early if the conditions are meeting, but they are not confirmed until the close so it's possible I can tell you 5 min before the market, yeah conditions are meeting for AAPL volatility system, then here's a sharp move the last min of the day (last 5/10 min things can be volatile with big gyrations) and the signal is lost.  and really the actual signals don't show up on the chart until 4:15 when the VIX and other volatility indexes actually close, The VIX trades until 4:15, the RVX trades until 4:15 for example, as do the others

SPY options, trade for 15 min after the cash market close, I don't know if options for individual stocks do as well. 

and like I said yesterday, make sure to go read my posts about it, the systems all need to be converted to 1440 min charts because right now the actual confirmation is NOT showing up until the VIX, and VXN, and RVX and others close, and the volatility indexes close 15 min after the market - the 1440 min time with a custom time session to force both instruments to close at the same time is needed

none of the SPY or ES reversion to mean systems

out of the 12 volatility systems, SPY, QQQ, DIA, IWM, AMZN, AAPL, EEM, GS, GOOGL, GLD, IBM, USO

SPY and DIA are triggering a short - these are beta however so realize that

see chart - at the moment DIA and SPY systems show a possible short by the close

3 potential new STS stops on the Magic 8 ball list

Posted by matt on 5th of Jun 2023 at 11:27 am

AMZN, GOOGL, AAPL

again close is what matters - best to check after close to see the final numbers

AAPL

Posted by matt on 5th of Jun 2023 at 10:36 am

AAPL - Chart Link- our savior 

On the weekend I did some work on these volatility systems. They work the same way as the VIX or VVIX SPY system with trades generated when the volatility instruments are outside their Bollinger Bands and close back inside. There's more than just the VIX and VVIX, there's a VIX-like instrument for QQQ which is the VXN, one for the Dow which is the VXD, one for IWM which is the RVX, one for crude oil via OVX, and ones for some large stocks like AAPL, AMZ etc. I have 12 of these systems

Volatility Systems: SPY, QQQ, DIA, IWM, AMZN, AAPL, EEM, GS, GOOGL, GLD, IBM, USO

This year 2023 these 12 systems generated 45 trades! It's only 1/2 the year so I think we'll see 90 to over 100 trades by the year end.

I complied one other year, 2020 - during that year these 12 systems produced 104 trades. 

That said the trades are real short term - like 1 - 3 days. But that said, that's not all that bad, it means your money is in the market very little of the time and mostly in cash. Also - the stats I have are just the raw versions with no trend hold conditions - I plan to run some backtests to add that, which should add quite a bit more profits to the overall systems trade history as it will allow some of the system trades to hold for longer periods of time when the trend hold conditions are being met

here's some images, and tables showing trades.

This is something I could probably get done over the next couple of weeks and add to the SPY ES mix

12 volatilty systems

Posted by matt on 2nd of Jun 2023 at 08:51 pm

haven't shown these 12 volatility systems in a while. IBM and GOOGL closed out long trades, AAPL recently. AMZN had a short that closed out a week ago, sam efor QQQ, but the losses were small like 2%

I have my notification indicator done so I might be able to start sending signals for these

STS tables

Posted by matt on 1st of Jun 2023 at 08:10 pm

note the 3 new STS stops on AAPL, META, AMZN, TSLA. Also note I added those mega 8 stocks to the BPT basket

https://breakpointtrades.com/ts/sts.php?chart_group=BPT_basket 

3 new STS stops on the magnificent 7 or magic 8-ball stocks

Posted by matt on 1st of Jun 2023 at 04:22 pm

AMZN, moves up to 113, AAPL moves up to 172.8 from 166.6, META moves up from 244 to 253

New STS on AMZN, AAPL, META today

Posted by matt on 1st of Jun 2023 at 02:09 pm

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