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SBV Technical Analysis - Trading Volume with Confidence
Simple SBV Trading System Blog
On 2012-01-27, By MarketVolume.com Team
+8% on the DJI in a monthThis week's SBV chart example is based on the 15-day SBV(20) Dow Jones Industrials (DJI) chart and is continuation of the example published on January 20, 2012 where the last generated signal was "Buy". Chart 1. Relationship between the SBV Oscillator and index reversal points. DJI index. 15-day view. 1 bar = 15 min. SBV(20)
 It's Simple and ProfitableDetailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 12/20/2011 | Rule #2 | Buy | 12008 | +31 | | 12/21/2011 | Rule #4 | Sell Short | 12039 | -20 | | 12/21/2011 | Rule #2 | Buy | 12059 | +106 | | 12/22/2011 | Rule #4 | Sell Short | 12165 | -6 | | 12/22/2011 | Rule #3 | Buy | 12171 | +126 | | 12/27/2011 | Rule #4 | Sell Short | 12305 | +130 | | 12/28/2011 | Rule #2 | Buy | 12175 | +75 | | 12/29/2011 | Rule #4 | Sell Short | 12250 | +3 | | 12/29/2011 | Rule #3 | Buy | 12247 | +25 | | 12/29/2011 | Rule #4 | Sell Short | 12272 | +31 | | 12/30/2011 | Rule #2 | Buy | 12241 | +190 | | 01/03/2012 | Rule #5 | Cash | 12431 | | | 01/03/2012 | Rule #2 | Buy | 12421 | +13 | | 01/03/2012 | Rule #1 | Sell Short | 12434 | +47 | | 01/04/2012 | Rule #2 | Buy | 12387 | +2 | | 01/04/2012 | Rule #5 | Cash | 12389 | | | 01/05/2012 | Rule #4 | Sell Short | 12340 | -19 | | 01/05/2012 | Rule #5 | Cash | 12359 | | | 01/06/2012 | Rule #4 | Sell Short | 12377 | +9 | | 01/06/2012 | Rule #5 | Cash | 12368 | | | 01/09/2012 | Rule #2 | Buy | 12378 | +77 | | 01/10/2012 | Rule #4 | Sell Short | 12450 | -12 | | 01/10/2012 | Rule #3 | Buy | 12462 | +9 | | 01/10/2012 | Rule #4 | Sell Short | 12471 | +66 | | 01/11/2012 | Rule #2 | Buy | 12405 | +16 | | 01/11/2012 | Rule #1 | Sell Short | 12421 | -10 | | 01/11/2012 | Rule #2 | Buy | 12431 | -20 | | 01/12/2012 | Rule #4 | Sell Short | 12411 | -30 | | 01/12/2012 | Rule #5 | Cash | 12441 | | | 01/13/2012 | Rule #4 | Sell Short | 12337 | -41 | | 01/13/2012 | Rule #2 | Buy | 12378 | +147 | | 01/17/2012 | Rule #4 | Sell Short | 12525 | -14 | | 01/18/2012 | Rule #2 | Buy | 12539 | +57 | | 01/19/2012 | Rule #4 | Sell Short | 12596 | -71 | | 01/20/2012 | Rule #3 | Buy | 12667 | +22 | | 01/23/2012 | Rule #4 | Sell Short | 12689 | +27 | | 01/24/2012 | Rule #2 | Buy | 12661 | -34 | | 01/25/2012 | Rule #1 | Sell Short | 12627 | -43 | | 01/25/2012 | Rule #2 | Buy | 12670 | +67 | | 01/26/2012 | Rule #4 | Sell Short | 12737 | +74 | | Total: | +1030 (+8.6%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2012-01-20, By MarketVolume.com Team
+8% on the DJI in a monthThis week's SBV chart example is based on the 15-day SBV(20) Dow Jones Industrials (DJI) chart and is continuation of the example published on January 6, 2012. Chart 1. Relationship between the SBV Oscillator and index reversal points. DJI index. 15-day view. 1 bar = 15 min. SBV(20)
 It's Simple and ProfitableDetailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 12/20/2011 | Rule #2 | Buy | 12008 | +31 | | 12/21/2011 | Rule #4 | Sell Short | 12039 | -20 | | 12/21/2011 | Rule #2 | Buy | 12059 | +106 | | 12/22/2011 | Rule #4 | Sell Short | 12165 | -6 | | 12/22/2011 | Rule #3 | Buy | 12171 | +126 | | 12/27/2011 | Rule #4 | Sell Short | 12305 | +130 | | 12/28/2011 | Rule #2 | Buy | 12175 | +75 | | 12/29/2011 | Rule #4 | Sell Short | 12250 | +3 | | 12/29/2011 | Rule #3 | Buy | 12247 | +25 | | 12/29/2011 | Rule #4 | Sell Short | 12272 | +31 | | 12/30/2011 | Rule #2 | Buy | 12241 | +190 | | 01/03/2012 | Rule #5 | Cash | 12431 | | | 01/03/2012 | Rule #2 | Buy | 12421 | +13 | | 01/03/2012 | Rule #1 | Sell Short | 12434 | +47 | | 01/04/2012 | Rule #2 | Buy | 12387 | +2 | | 01/04/2012 | Rule #5 | Cash | 12389 | | | 01/05/2012 | Rule #4 | Sell Short | 12340 | -19 | | 01/05/2012 | Rule #5 | Cash | 12359 | | | 01/06/2012 | Rule #4 | Sell Short | 12377 | +9 | | 01/06/2012 | Rule #5 | Cash | 12368 | | | 01/09/2012 | Rule #2 | Buy | 12378 | +77 | | 01/10/2012 | Rule #4 | Sell Short | 12450 | -12 | | 01/10/2012 | Rule #3 | Buy | 12462 | +9 | | 01/10/2012 | Rule #4 | Sell Short | 12471 | +66 | | 01/11/2012 | Rule #2 | Buy | 12405 | +16 | | 01/11/2012 | Rule #1 | Sell Short | 12421 | -10 | | 01/11/2012 | Rule #2 | Buy | 12431 | -20 | | 01/12/2012 | Rule #4 | Sell Short | 12411 | -30 | | 01/12/2012 | Rule #5 | Cash | 12441 | | | 01/13/2012 | Rule #4 | Sell Short | 12337 | -41 | | 01/13/2012 | Rule #2 | Buy | 12378 | +147 | | 01/17/2012 | Rule #4 | Sell Short | 12525 | -14 | | 01/18/2012 | Rule #2 | Buy | 12539 | +57 | | 01/19/2012 | Rule #4 | Sell Short | 12596 | -71 | | 01/20/2012 | Rule #3 | Buy | 12667 | +57 | | Total: | +974 (+8.1%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2012-01-13, By MarketVolume.com Team
+42% on the S%P 500This week's SBV chart example is based on the 60-day SBV(20) S&P 500 chart and is a continuation of the S&P 500 chart example that was published on December 16, 2011. Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 60-day view. 1 bar = 60 min. SBV(20)
 It's Simple and ProfitableDetailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 5/23/2011 | Rule #4 | Sell Short | 1318 | +3 | | 5/25/2011 | Rule #2 | Buy | 1315 | 0 | | 6/01/2011 | Rule #4 | Sell Short | 1315 | +23 | | 6/09/2011 | Rule #2 | Buy | 1292 | -18 | | 6/10/2011 | Rule #1 | Sell Short | 1274 | +1 | | 6/13/2011 | Rule #2 | Buy | 1275 | -9 | | 6/15/2011 | Rule #1 | Sell Short | 1266 | -6 | | 6/16/2011 | Rule #2 | Buy | 1272 | +3 | | 6/17/2011 | Rule #1 | Sell Short | 1275 | -2 | | 6/20/2011 | Rule #2 | Buy | 1277 | -10 | | 6/23/2011 | Rule #4 | Sell Short | 1267 | -16 | | 6/27/2011 | Rule #2 | Buy | 1283 | +55 | | 7/6/2011 | Rule #4 | Sell Short | 1338 | +7 | | 7/13/2011 | Rule #2 | Buy | 1331 | -12 | | 7/13/2011 | Rule #5 | Cash | 1319 | | | 7/19/2011 | Rule #2 | Buy | 1319 | +19 | | 7/25/2011 | Rule #4 | Sell Short | 1338 | +189 | | 8/11/2011 | Rule #2 | Buy | 1149 | +44 | | 8/16/2011 | Rule #4 | Sell Short | 1193 | +47 | | 8/23/2011 | Rule #2 | Buy | 1146 | +51 | | 8/29/2011 | Rule #4 | Sell Short | 1197 | -5 | | 8/30/2011 | Rule #3 | Buy | 1202 | +5 | | 9/01/2011 | Rule #4 | Sell Short | 1207 | +12 | | 9/07/2011 | Rule #2 | Buy | 1195 | -45 | | 9/09/2011 | Rule #5 | Cash | 1150 | | | 9/13/2011 | Rule #2 | Buy | 1172 | +21 | | 9/20/2011 | Rule #4 | Sell Short | 1203 | +58 | | 9/26/2011 | Rule #2 | Buy | 1145 | +24 | | 9/28/2011 | Rule #4 | Sell Short | 1169 | +25 | | 10/05/2011 | Rule #2 | Buy | 1143 | +51 | | 10/13/2011 | Rule #4 | Sell Short | 1194 | -14 | | 10/18/2011 | Rule #5 | Cash | 1208 | | | 10/25/2011 | Rule #5 | Sell Short | 1237 | -48 | | 10/27/2011 | Rule #5 | Cash | 1285 | | | 10/31/2011 | Rule #5 | Sell Short | 1269 | +19 | | 11/03/2011 | Rule #2 | Buy | 1250 | -5 | | 11/07/2011 | Rule #5 | Sell Short | 1245 | +7 | | 11/10/2011 | Rule #5 | Cash | 1238 | | | 11/22/2011 | Rule #2 | Buy | 1188 | -17 | | 11/23/2011 | Rule #1 | Sell Short | 1171 | +1 | | 11/23/2011 | Rule #2 | Buy | 1170 | +87 | | 12/06/2011 | Rule #4 | Sell Short | 1257 | +16 | | 12/13/2011 | Rule #5 | Cash | 1241 | | | 12/15/2011 | Rule #2 | Buy | 1219 | +15 | | 12/21/2011 | Rule #5 | Cash | 1234 | | | 12/28/2011 | Rule #4 | Sell Short | 1253 | -17 | | 01/03/2012 | Rule #5 | Cash | 1270 | | | 01/03/2012 | Rule #4 | Sell Short | 1277 | | | Total: | +559 (+42.4%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2012-01-06, By MarketVolume.com Team
+6% on the DJI in two weeksThis week's SBV chart example is based on the 15-day SBV(20) Dow Jones Industrials (DJI) chart. Chart 1. Relationship between the SBV Oscillator and index reversal points. DJI index. 15-day view. 1 bar = 15 min. SBV(20)
 It's Simple and ProfitableDetailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 12/20/2011 | Rule #2 | Buy | 12008 | +31 | | 12/21/2011 | Rule #4 | Sell Short | 12039 | -20 | | 12/21/2011 | Rule #2 | Buy | 12059 | +106 | | 12/22/2011 | Rule #4 | Sell Short | 12165 | -6 | | 12/22/2011 | Rule #3 | Buy | 12171 | +126 | | 12/27/2011 | Rule #4 | Sell Short | 12305 | +130 | | 12/28/2011 | Rule #2 | Buy | 12175 | +75 | | 12/29/2011 | Rule #4 | Sell Short | 12250 | +3 | | 12/29/2011 | Rule #3 | Buy | 12247 | +25 | | 12/29/2011 | Rule #4 | Sell Short | 12272 | +31 | | 12/30/2011 | Rule #2 | Buy | 12241 | +190 | | 01/03/2012 | Rule #5 | Cash | 12431 | | | 01/03/2012 | Rule #2 | Buy | 12421 | +13 | | 01/03/2012 | Rule #1 | Sell Short | 12434 | +47 | | 01/04/2012 | Rule #2 | Buy | 12387 | +2 | | 01/04/2012 | Rule #5 | Cash | 12389 | | | 01/05/2012 | Rule #4 | Sell Short | 12340 | -19 | | 01/05/2012 | Rule #5 | Cash | 12359 | | | 01/06/2012 | Rule #4 | Sell Short | 12377 | +9 | | 01/06/2012 | Rule #5 | Cash | 12368 | | | Total: | +743 (+6.2%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2011-12-30, By MarketVolume.com Team
+44% on the S&P 500 in 7 monthsThis week's SBV chart example is based on the 60-day SBV(20) S&P 500 chart and is a continuation of the S&P 500 chart example that was published on December 16, 2011. Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 60-day view. 1 bar = 60 min. SBV(20)
 It's Simple and ProfitableDetailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 5/23/2011 | Rule #4 | Sell Short | 1318 | +3 | | 5/25/2011 | Rule #2 | Buy | 1315 | 0 | | 6/01/2011 | Rule #4 | Sell Short | 1315 | +23 | | 6/09/2011 | Rule #2 | Buy | 1292 | -18 | | 6/10/2011 | Rule #1 | Sell Short | 1274 | +1 | | 6/13/2011 | Rule #2 | Buy | 1275 | -9 | | 6/15/2011 | Rule #1 | Sell Short | 1266 | -6 | | 6/16/2011 | Rule #2 | Buy | 1272 | +3 | | 6/17/2011 | Rule #1 | Sell Short | 1275 | -2 | | 6/20/2011 | Rule #2 | Buy | 1277 | -10 | | 6/23/2011 | Rule #4 | Sell Short | 1267 | -16 | | 6/27/2011 | Rule #2 | Buy | 1283 | +55 | | 7/6/2011 | Rule #4 | Sell Short | 1338 | +7 | | 7/13/2011 | Rule #2 | Buy | 1331 | -12 | | 7/13/2011 | Rule #5 | Cash | 1319 | | | 7/19/2011 | Rule #2 | Buy | 1319 | +19 | | 7/25/2011 | Rule #4 | Sell Short | 1338 | +189 | | 8/11/2011 | Rule #2 | Buy | 1149 | +44 | | 8/16/2011 | Rule #4 | Sell Short | 1193 | +47 | | 8/23/2011 | Rule #2 | Buy | 1146 | +51 | | 8/29/2011 | Rule #4 | Sell Short | 1197 | -5 | | 8/30/2011 | Rule #3 | Buy | 1202 | +5 | | 9/01/2011 | Rule #4 | Sell Short | 1207 | +12 | | 9/07/2011 | Rule #2 | Buy | 1195 | -45 | | 9/09/2011 | Rule #5 | Cash | 1150 | | | 9/13/2011 | Rule #2 | Buy | 1172 | +21 | | 9/20/2011 | Rule #4 | Sell Short | 1203 | +58 | | 9/26/2011 | Rule #2 | Buy | 1145 | +24 | | 9/28/2011 | Rule #4 | Sell Short | 1169 | +25 | | 10/05/2011 | Rule #2 | Buy | 1143 | +51 | | 10/13/2011 | Rule #4 | Sell Short | 1194 | -14 | | 10/18/2011 | Rule #5 | Cash | 1208 | | | 10/25/2011 | Rule #5 | Sell Short | 1237 | -48 | | 10/27/2011 | Rule #5 | Cash | 1285 | | | 10/31/2011 | Rule #5 | Sell Short | 1269 | +19 | | 11/03/2011 | Rule #2 | Buy | 1250 | -5 | | 11/07/2011 | Rule #5 | Sell Short | 1245 | +7 | | 11/10/2011 | Rule #5 | Cash | 1238 | | | 11/22/2011 | Rule #2 | Buy | 1188 | -17 | | 11/23/2011 | Rule #1 | Sell Short | 1171 | +1 | | 11/23/2011 | Rule #2 | Buy | 1170 | +87 | | 12/06/2011 | Rule #4 | Sell Short | 1257 | +16 | | 12/13/2011 | Rule #5 | Cash | 1241 | | | 12/15/2011 | Rule #2 | Buy | 1219 | +15 | | 12/21/2011 | Rule #5 | Cash | 1234 | | | 12/28/2011 | Rule #4 | Sell Short | 1253 | | | Total: | +576 (+43.7%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2011-12-16, By MarketVolume.com Team
+43% on the S&P 500 in 7 monthsThis week's SBV chart example is based on the 60-day SBV(20) S&P 500 chart and is a continuation of the S&P 500 chart example that was published on December 9, 2011. Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 60-day view. 1 bar = 60 min. SBV(20)
 Detailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 5/23/2011 | Rule #4 | Sell Short | 1318 | +3 | | 5/25/2011 | Rule #2 | Buy | 1315 | 0 | | 6/01/2011 | Rule #4 | Sell Short | 1315 | +23 | | 6/09/2011 | Rule #2 | Buy | 1292 | -18 | | 6/10/2011 | Rule #1 | Sell Short | 1274 | +1 | | 6/13/2011 | Rule #2 | Buy | 1275 | -9 | | 6/15/2011 | Rule #1 | Sell Short | 1266 | -6 | | 6/16/2011 | Rule #2 | Buy | 1272 | +3 | | 6/17/2011 | Rule #1 | Sell Short | 1275 | -2 | | 6/20/2011 | Rule #2 | Buy | 1277 | -10 | | 6/23/2011 | Rule #4 | Sell Short | 1267 | -16 | | 6/27/2011 | Rule #2 | Buy | 1283 | +55 | | 7/6/2011 | Rule #4 | Sell Short | 1338 | +7 | | 7/13/2011 | Rule #2 | Buy | 1331 | -12 | | 7/13/2011 | Rule #5 | Cash | 1319 | | | 7/19/2011 | Rule #2 | Buy | 1319 | +19 | | 7/25/2011 | Rule #4 | Sell Short | 1338 | +189 | | 8/11/2011 | Rule #2 | Buy | 1149 | +44 | | 8/16/2011 | Rule #4 | Sell Short | 1193 | +47 | | 8/23/2011 | Rule #2 | Buy | 1146 | +51 | | 8/29/2011 | Rule #4 | Sell Short | 1197 | -5 | | 8/30/2011 | Rule #3 | Buy | 1202 | +5 | | 9/01/2011 | Rule #4 | Sell Short | 1207 | +12 | | 9/07/2011 | Rule #2 | Buy | 1195 | -45 | | 9/09/2011 | Rule #5 | Cash | 1150 | | | 9/13/2011 | Rule #2 | Buy | 1172 | +21 | | 9/20/2011 | Rule #4 | Sell Short | 1203 | +58 | | 9/26/2011 | Rule #2 | Buy | 1145 | +24 | | 9/28/2011 | Rule #4 | Sell Short | 1169 | +25 | | 10/05/2011 | Rule #2 | Buy | 1143 | +51 | | 10/13/2011 | Rule #4 | Sell Short | 1194 | -14 | | 10/18/2011 | Rule #5 | Cash | 1208 | | | 10/25/2011 | Rule #5 | Sell Short | 1237 | -48 | | 10/27/2011 | Rule #5 | Cash | 1285 | | | 10/31/2011 | Rule #5 | Sell Short | 1269 | +19 | | 11/03/2011 | Rule #2 | Buy | 1250 | -5 | | 11/07/2011 | Rule #5 | Sell Short | 1245 | +7 | | 11/10/2011 | Rule #5 | Cash | 1238 | | | 11/22/2011 | Rule #2 | Buy | 1188 | -17 | | 11/23/2011 | Rule #1 | Sell Short | 1171 | +1 | | 11/23/2011 | Rule #2 | Buy | 1170 | +87 | | 12/06/2011 | Rule #4 | Sell Short | 1257 | +16 | | 12/13/2011 | Rule #5 | Cash | 1241 | | | 12/15/2011 | Rule #2 | Buy | 1219 | | | Total: | +561 (+42.6%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2011-12-09, By MarketVolume.com Team
+41% on the S&P 500This week's SBV chart example is based on the 60-day SBV(20) S&P 500 chart and is a continuation of the S&P 500 chart example that was published on October 21, 2011 and on August 5, 2011. Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 60-day view. 1 bar = 60 min. SBV(20)
 Detailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 5/23/2011 | Rule #4 | Sell Short | 1318 | +3 | | 5/25/2011 | Rule #2 | Buy | 1315 | 0 | | 6/01/2011 | Rule #4 | Sell Short | 1315 | +23 | | 6/09/2011 | Rule #2 | Buy | 1292 | -18 | | 6/10/2011 | Rule #1 | Sell Short | 1274 | +1 | | 6/13/2011 | Rule #2 | Buy | 1275 | -9 | | 6/15/2011 | Rule #1 | Sell Short | 1266 | -6 | | 6/16/2011 | Rule #2 | Buy | 1272 | +3 | | 6/17/2011 | Rule #1 | Sell Short | 1275 | -2 | | 6/20/2011 | Rule #2 | Buy | 1277 | -10 | | 6/23/2011 | Rule #4 | Sell Short | 1267 | -16 | | 6/27/2011 | Rule #2 | Buy | 1283 | +55 | | 7/6/2011 | Rule #4 | Sell Short | 1338 | +7 | | 7/13/2011 | Rule #2 | Buy | 1331 | -12 | | 7/13/2011 | Rule #5 | Cash | 1319 | | | 7/19/2011 | Rule #2 | Buy | 1319 | +19 | | 7/25/2011 | Rule #4 | Sell Short | 1338 | +189 | | 8/11/2011 | Rule #2 | Buy | 1149 | +44 | | 8/16/2011 | Rule #4 | Sell Short | 1193 | +47 | | 8/23/2011 | Rule #2 | Buy | 1146 | +51 | | 8/29/2011 | Rule #4 | Sell Short | 1197 | -5 | | 8/30/2011 | Rule #3 | Buy | 1202 | +5 | | 9/01/2011 | Rule #4 | Sell Short | 1207 | +12 | | 9/07/2011 | Rule #2 | Buy | 1195 | -45 | | 9/09/2011 | Rule #5 | Cash | 1150 | | | 9/13/2011 | Rule #2 | Buy | 1172 | +21 | | 9/20/2011 | Rule #4 | Sell Short | 1203 | +58 | | 9/26/2011 | Rule #2 | Buy | 1145 | +24 | | 9/28/2011 | Rule #4 | Sell Short | 1169 | +25 | | 10/05/2011 | Rule #2 | Buy | 1143 | +51 | | 10/13/2011 | Rule #4 | Sell Short | 1194 | -14 | | 10/18/2011 | Rule #5 | Cash | 1208 | | | 10/25/2011 | Rule #5 | Sell Short | 1237 | -48 | | 10/27/2011 | Rule #5 | Cash | 1285 | | | 10/31/2011 | Rule #5 | Sell Short | 1269 | +19 | | 11/03/2011 | Rule #2 | Buy | 1250 | -5 | | 11/07/2011 | Rule #5 | Sell Short | 1245 | +7 | | 11/10/2011 | Rule #5 | Cash | 1238 | | | 11/22/2011 | Rule #2 | Buy | 1188 | -17 | | 11/23/2011 | Rule #1 | Sell Short | 1171 | +1 | | 11/23/2011 | Rule #2 | Buy | 1170 | +87 | | 12/06/2011 | Rule #4 | Sell Short | 1257 | | | Total: | +545 (+41%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2011-12-02, By MarketVolume.com Team
+40% on the S&P 500 in 6 monthsThis week's SBV chart example is based on the 60-day SBV(20) S&P 500 chart and is a continuation of the S&P 500 chart example that was published on October 21, 2011 and on August 5, 2011. Chart 1. Relationship between the SBV Oscillator and index reversal points. S&P 500 index. 60-day view. 1 bar = 60 min. SBV(20)
 In our trading example, we applied the following simple system which is based on our SBV indicator: - Once the SBV indicator has fallen below a negative signal level (the indicator will now show red), we will enter a short position(if we are not already short);
- Once the SBV indicator has advanced above a negative signal level (after having been below that level), we will enter a long position(the indicator still shows red);
- Once the SBV indicator has rallied above a positive signal level (the indicator will now show green), we will enter a long position(if we are not already long);
- Once the SBV indicator has fallen below a positive signal level (after having been above that level), we will enter a short position (the indicator still shows green);
- Additional Stop Loss Rule- If the SBV had dropped into negative territory and has begun to rise without having hit the signal line, close the short position when the SBV is back in positive territory, and stay in cash until a new signal appears.
Do the opposite for a long position: if the SBV had moved into positive territory and has begun to decline without having hit the positive signal line, close the long position when the SBV is back in negative territory, and stay in cash until a new signal appears.
Detailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 5/23/2011 | Rule #4 | Sell Short | 1318 | +3 | | 5/25/2011 | Rule #2 | Buy | 1315 | 0 | | 6/01/2011 | Rule #4 | Sell Short | 1315 | +23 | | 6/09/2011 | Rule #2 | Buy | 1292 | -18 | | 6/10/2011 | Rule #1 | Sell Short | 1274 | +1 | | 6/13/2011 | Rule #2 | Buy | 1275 | -9 | | 6/15/2011 | Rule #1 | Sell Short | 1266 | -6 | | 6/16/2011 | Rule #2 | Buy | 1272 | +3 | | 6/17/2011 | Rule #1 | Sell Short | 1275 | -2 | | 6/20/2011 | Rule #2 | Buy | 1277 | -10 | | 6/23/2011 | Rule #4 | Sell Short | 1267 | -16 | | 6/27/2011 | Rule #2 | Buy | 1283 | +55 | | 7/6/2011 | Rule #4 | Sell Short | 1338 | +7 | | 7/13/2011 | Rule #2 | Buy | 1331 | -12 | | 7/13/2011 | Rule #5 | Cash | 1319 | | | 7/19/2011 | Rule #2 | Buy | 1319 | +19 | | 7/25/2011 | Rule #4 | Sell Short | 1338 | +189 | | 8/11/2011 | Rule #2 | Buy | 1149 | +44 | | 8/16/2011 | Rule #4 | Sell Short | 1193 | +47 | | 8/23/2011 | Rule #2 | Buy | 1146 | +51 | | 8/29/2011 | Rule #4 | Sell Short | 1197 | -5 | | 8/30/2011 | Rule #3 | Buy | 1202 | +5 | | 9/01/2011 | Rule #4 | Sell Short | 1207 | +12 | | 9/07/2011 | Rule #2 | Buy | 1195 | -45 | | 9/09/2011 | Rule #5 | Cash | 1150 | | | 9/13/2011 | Rule #2 | Buy | 1172 | +21 | | 9/20/2011 | Rule #4 | Sell Short | 1203 | +58 | | 9/26/2011 | Rule #2 | Buy | 1145 | +24 | | 9/28/2011 | Rule #4 | Sell Short | 1169 | +25 | | 10/05/2011 | Rule #2 | Buy | 1143 | +51 | | 10/13/2011 | Rule #4 | Sell Short | 1194 | -14 | | 10/18/2011 | Rule #5 | Cash | 1208 | | | 10/25/2011 | Rule #5 | Sell Short | 1237 | -48 | | 10/27/2011 | Rule #5 | Cash | 1285 | | | 10/31/2011 | Rule #5 | Sell Short | 1269 | +19 | | 11/03/2011 | Rule #2 | Buy | 1250 | -5 | | 11/07/2011 | Rule #5 | Sell Short | 1245 | +7 | | 11/10/2011 | Rule #5 | Cash | 1238 | | | 11/22/2011 | Rule #2 | Buy | 1188 | -17 | | 11/23/2011 | Rule #1 | Sell Shor | 1171 | +1 | | 11/23/2011 | Rule #2 | Buy | 1170 | +74 | | Total: | +532 (+40%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2011-11-25, By MarketVolume.com Team
+23% on the NASDAQ 100 indexThis week's SBV chart example is based on the 30-day SBV(20) Nasdaq 100 chart Chart 1. Relationship between the SBV Oscillator and index reversal points. Nasdaq 100 index. 30-day view. 1 bar = 30 min. SBV(20)
 In our trading example, we applied the following simple system which is based on our SBV indicator: - Once the SBV indicator has fallen below a negative signal level (the indicator will now show red), we will enter ashort position(if we are not already short);
- Once the SBV indicator has advanced above a negative signal level (after having been below that level), we will enter along position(the indicator still shows red);
- Once the SBV indicator has rallied above a positive signal level (the indicator will now show green), we will enter along position(if we are not already long);
- Once the SBV indicator has fallen below a positive signal level (after having been above that level), we will enter ashort position(the indicator still shows green);
- Additional Stop Loss Rule- If the SBV had dropped into negative territory and has begun to rise without having hit the signal line, close the short position when the SBV is back in positive territory, and stay in cash until a new signal appears.
Do the opposite for a long position: if the SBV had moved into positive territory and has begun to decline without having hit the positive signal line, close the long position when the SBV is back in negative territory, and stay in cash until a new signal appears.
Detailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 10/17/2011 | Rule #4 | Sell Short | 2346 | +3 | | 10/18/2011 | Rule #2 | Buy | 2343 | +12 | | 10/19/2011 | Rule #4 | Sell Short | 2355 | +5 | | 10/19/2011 | Rule #3 | Buy | 2350 | -3 | | 10/19/2011 | Rule #4 | Sell Short | 2347 | +11 | | 10/21/2011 | Rule #2 | Buy | 2336 | +49 | | 10/24/2011 | Rule #4 | Sell Short | 2385 | +19 | | 10/25/2011 | Rule #3 | Buy | 2366 | -2 | | 10/25/2011 | Rule #4 | Sell Short | 2364 | +26 | | 10/26/2011 | Rule #2 | Buy | 2338 | +57 | | 10/28/2011 | Rule #4 | Sell Short | 2339 | +75 | | 11/02/2011 | Rule #2 | Buy | 2320 | +43 | | 11/07/2011 | Rule #4 | Sell Short | 2336 | +13 | | 11/07/2011 | Rule #5 | Cash | 2350 | | | 11/09/2011 | Rule #4 | Sell Short | 2343 | +1 | | 11/11/2011 | Rule #2 | Buy | 2342 | +10 | | 11/14/2011 | Rule #4 | Sell Short | 2352 | +11 | | 11/15/2011 | Rule #2 | Buy | 2341 | +18 | | 11/16/2011 | Rule #4 | Sell Short | 2359 | +139 | | 11/21/2011 | Rule #2 | Buy | 2220 | -4 | | 11/22/2011 | Rule #4 | Sell Short | 2216 | +66 | | Total: | +549 (+23.4%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
On 2011-11-18, By MarketVolume.com Team
+19% on the NASDAQ 100 index in a monthThis week's SBV chart example is based on the 30-day SBV(20) Nasdaq 100 chart Chart 1. Relationship between the SBV Oscillator and index reversal points. Nasdaq 100 index. 30-day view. 1 bar = 30 min. SBV(20)
 In our trading example, we applied the following simple system which is based on our SBV indicator: - Once the SBV indicator has fallen below a negative signal level (the indicator will now show red), we will enter ashort position(if we are not already short);
- Once the SBV indicator has advanced above a negative signal level (after having been below that level), we will enter along position(the indicator still shows red);
- Once the SBV indicator has rallied above a positive signal level (the indicator will now show green), we will enter along position(if we are not already long);
- Once the SBV indicator has fallen below a positive signal level (after having been above that level), we will enter ashort position(the indicator still shows green);
- Additional Stop Loss Rule- If the SBV had dropped into negative territory and has begun to rise without having hit the signal line, close the short position when the SBV is back in positive territory, and stay in cash until a new signal appears.
Do the opposite for a long position: if the SBV had moved into positive territory and has begun to decline without having hit the positive signal line, close the long position when the SBV is back in negative territory, and stay in cash until a new signal appears.
Detailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial. Table 1: Trades based on the 5-rule system.| Time | Motivation | Signal | Index | Profit (points) | | 10/17/2011 | Rule #4 | Sell Short | 2346 | +3 | | 10/18/2011 | Rule #2 | Buy | 2343 | +12 | | 10/19/2011 | Rule #4 | Sell Short | 2355 | +5 | | 10/19/2011 | Rule #3 | Buy | 2350 | -3 | | 10/19/2011 | Rule #4 | Sell Short | 2347 | +11 | | 10/21/2011 | Rule #2 | Buy | 2336 | +49 | | 10/24/2011 | Rule #4 | Sell Short | 2385 | +19 | | 10/25/2011 | Rule #3 | Buy | 2366 | -2 | | 10/25/2011 | Rule #4 | Sell Short | 2364 | +26 | | 10/26/2011 | Rule #2 | Buy | 2338 | +57 | | 10/28/2011 | Rule #4 | Sell Short | 2339 | +75 | | 11/02/2011 | Rule #2 | Buy | 2320 | +43 | | 11/07/2011 | Rule #4 | Sell Short | 2336 | +13 | | 11/07/2011 | Rule #5 | Cash | 2350 | | | 11/09/2011 | Rule #4 | Sell Short | 2343 | +1 | | 11/11/2011 | Rule #2 | Buy | 2342 | +10 | | 11/14/2011 | Rule #4 | Sell Short | 2352 | +11 | | 11/15/2011 | Rule #2 | Buy | 2341 | +18 | | 11/16/2011 | Rule #4 | Sell Short | 2359 | +106 | | Total: | +454 (+19.4%) |
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
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