Posts Tagged ‘research’

Let’s take a look at the volatility over the span of an entire week (7/27 – 7/31), to see how volatility changes.

Using Stock VB breaches as our measure of volatility, we saw that volatility increased substantially, from Monday all the way through Friday. For example, on Monday, we saw that we had a total of 40 volatility box breach setups. On Friday, that number had increased to 157 (wow!).

In this video, we’ll dive deeper into all 4 models, along with their winning % rate, and average P/L

We’re going to use all 231 Volatility Box trade setups to chart out Friday’s stock market flow, to see if there are any interesting patterns that stand out.

We’ll compare things like the Aggressive vs. Conservative Volatility Box models, along with answering some common questions, such as “Is there a specific time of day that’s better for trading stocks than others?”

There are 6 different dimensions that we’ll use for this analysis:
1. Aggressive vs. Conservative
2. Long vs. Short
3. Combine