Category Archives: COT Analysis

A Dual Purpose Trend Indicator

Posted on October 31, 2013 by

Identifying trends and recognizing overbought and oversold conditions are the main objectives of technical analysis.  This article introduces a new tool called the Volatility Adjusted Slope Indicator (VASI) that does all three simultaneously.  The VASI is standardized, which means that … Continue reading →

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Posted in AmiBroker Code, COT Analysis, In-Depth Article, Market Timing, Technical Analysis | Tagged , , , , , , , , | 2 Comments

Price-Volume Ratio Identifies Reversals

Posted on December 19, 2012 by

Sometimes the simplest ideas work the best.  Before market peaks, shares typically transition from strong (institutional) hands to weak (retail) hands.  Before market troughs, shares usually move from weak hands back into strong hands.  Both of these scenarios result in … Continue reading →

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Posted in AmiBroker Code, COT Analysis, In-Depth Article, Market Timing, Technical Analysis | Tagged , , , , , , , , , | 4 Comments

A Relative Strength Market Timing Oscillator

Posted on December 1, 2012 by

I read about this indicator in an article titled “Roulette Wheels and Individual Stocks,” which appeared in the December 2012 issue of Active Trader.  The article was written by Richard J. Bauer, Jr.  In the article, Bauer used an innovative … Continue reading →

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Posted in AmiBroker Code, COT Analysis, Futures, Market Commentary, Market Timing, Relative Strength, Technical Analysis | Tagged , , , , , , , , , , , , , , , , | 5 Comments

Q3 2012 Earnings Update

Posted on October 23, 2012 by

The latest FactSet earnings report is out and the results are not good. It is almost certain that Q3 2012 earnings will be down on a year-over-year basis.  In addition, a number of high profile industry leaders have missed on … Continue reading →

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Posted in COT Analysis, Fundamental Analysis, Market Commentary, Market Timing | Tagged , , , , , , | Leave a comment

Multiple Indicators Point to Market Pullback

Posted on October 14, 2012 by

Equity markets have been on a tear for the past 18 weeks and speculators have continued to add to their long positions throughout this rally, reaching the extreme threshold several weeks ago. Over the past month, commercials have added to … Continue reading →

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Posted in COT Analysis, Economic Indicators, Market Commentary, Market Timing, Technical Analysis | Tagged , , , , , , , , , , | 2 Comments

Q3 2012 Earnings Preview

Posted on October 9, 2012 by

With the daily deluge of new data, it is easy to lose the forest for the trees.  When in doubt, focus on earnings, the ultimate driver of stock prices.  If I could choose one statistic to know in advance, it … Continue reading →

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Posted in COT Analysis, Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing | Tagged , , , , , , , , , , | 2 Comments

How to Generate Automated Trendlines

Posted on September 12, 2012 by

At the end of every article, I solicit topic suggestions from readers.   The following is recent request from Pete Kasper, which provided the inspiration for this article: I continue to enjoy your cogent articles week after week. I’d like … Continue reading →

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Posted in COT Analysis, In-Depth Article, Market Commentary, Market Timing, Risk Management, Technical Analysis | Tagged , , , , , , | 9 Comments

Williams’s POIV Indicator Identifies Reversal Prospects

Posted on August 23, 2012 by

In the December 2007 issue of Futures Magazine, Larry Williams described his Price, Open Interest, and Volume (POIV) indicator and he also included the formula for POIV, which allows us to reproduce the indicator calculations.  The following post reexamines the … Continue reading →

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Posted in COT Analysis, Futures, In-Depth Article, Market Commentary, Market Timing, Technical Analysis | Tagged , , , , , , , , , , , | 2 Comments