Return and Volatility of a Few Proxy ETFs

The IShares US Real Estate ETF (IYR) has the highest YTD return at mid-range volatility while the Global X Social Media Index ETF (SOCL) has a negative return at high volatility. The SPDR S&P 500 (SPY) and the PowerShares QQQ are competing for lowest volatility amongst the 8 proxies considered.

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The Price Action Lab Report – Thursday, July 24, 2014 [Premium]

Premium report delivered daily before the market open that includes price action analysis of proxy ETFs and S&P 500 stocks with focus on short-term high probability setups. Click here for an example of a daily premium report.

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Quant Analysis of the Double Inside Day Breakout in S&P 500

After forming a double inside day, prices yesterday closed above the high of the first day of this pattern. This new pattern has a small positive bias when tested on all S&P 500 stocks but occurrences are not very frequent.

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The Price Action Lab Report – Wednesday, July 23, 2014 [Premium]

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Quantitative Analysis of the Double Inside Day in SPY

Quantitative analysis of the double inside day in SPY formed as of the close of Monday, July 21, 2014, shows that this particular pattern has a very small bias that is indistinguishable from 0, and thus it is probably another random formation.

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The Price Action Lab Report – Tuesday, July 22, 2014 [Premium]

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The Market Has Not Seen a Strong Up Day for Longer Than It Has Not Seen a Strong Down Day

It is a fact that the S&P 500 hasn’t had a -2% drop in the last 68 days but it also hasn’t had a 2% rise for 193 days. The market has given bears plenty of room to escape.

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