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DLPAL DQ Signals

We frequently post here DLPAL DQ scan results from a universe of 84 large caps from S&P 100 index. The scan workspace to identify short-term anomalies is included below. Please also read the notes and disclaimer.

Results as of close of Friday, March 8, 2019, yielded average gain of 1.15% from open to close of the following trading day (March 11, 2019) with 9 winners out of 10 signals. 

Signals as of close of Wednesday, February 6, 2019, resulted in an average gain of 1% from open to the close next day with the index falling 1.1%. Click here for article

Signals as of close of Friday, Feb 1, 2019, gained 0.66% next trading day from open to close of Mon, Feb, 4, 2019.

Signals as of the close of Wednesday, January 30, 2019, with open to close gain for next day from open to close of about 1%.

Signals as of the close of Tuesday, January 22, 2019. DLPAL DQ generated 3 and 4 short signals after close of the day that gained about 0.6% next day from open to close. Only the short in CSCO was a loser.

Signals as of the close of Friday, January 18, 2019. The signals actually represented a long/short trade that gained about 1% on next trading day on January 22, 2018 (previous day was a holiday) with only one of the long trades turning into a loser.

Signals as of close of Monday, January 14, 2019. From the open of the following trading day to the close, these signals generated 1.08% profit in the case of this particular scan:

P is the win rate, P1 is the 1-Bar win rate, Trades is the number of historical trades, CL is the maximum number of consecutive losers, Target and Stop are the values of the profit target and stop-loss, C indicates the type of exits, in this case percentages added to entry price shown in  Trade On as the open of next bar.

Signals as of close of Thursday, January 10, 2019

P is the win rate, P1 is the 1-Bar win rate, Trades is the number of historical trades, CL is the maximum number of consecutive losers, Target and Stop are the values of the profit target and stop-loss, C indicates the type of exits, in this case percentages added to entry price shown in  Trade On as the open of next bar.

From the open of the following trading day to the close, all these signals generated 0.88% profit in the case of this particular scan:

Notes:

  1. The above signals were generated using the Extended cluster of the program. Using the Deep cluster usually results in a richer set of signals but execution takes longer.
  2. We use profit target/stop-loss pairs of 1%/1%, 2%/2%, 3%/3% and 4%/4%  and adjusted data since 01/03/2000 to date of scan. Conflicting signals are removed.
  3. The DLPAL DQ software is available for sale. A free demo for deciding whether it suits your needs before ordering is available here.
  4. More information and examples can be found here.  Custom versions of the software to speed up scan execution are also available upon request.
  5. The following DLPAL DQ workspace was used for this scan.

Disclaimer

The signals are provided as an educational trading tool for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of the signals. Under no circumstances the signals should be treated as financial advice. The author of this website is not a registered financial adviser. Read our Disclaimer and Terms and Conditions.

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