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Results of Price Action Anomaly Detection For Week Of March 28, 2022

Below are the results of price action anomaly detection for the week of March 28, 2022.

The price action anomaly detection in the weekly timeframe is performed by DLPAL DQ software. The following markets are considered:

  • Dow 30 stocks
  • S&P 500 stocks
  • Nasdaq – 100 stocks
  • Higher Risk Russell 3000 stocks
  • 34 Popular ETFs

For stocks, we use weekly data starting 01/2000 and for ETFs, data since inception.

DLPAL DQ is a quantitative scanner of price action anomalies. No programming is required. For details about the settings used to generate the results after the close of Friday, March 28, 2022, contact us.

The performance results below are from the open of Monday, March 21, 2022, to the close of Friday, April 1, 2022. Performance is calculated based on an equal allocation to all signals. Multiple signals for the same security are not considered. Commissions are not included.

Dow 30 stocks results and performance

The average return was 2.14%

S&P 500 stocks results and performance

For S&P 500 we demand higher win rate price action anomalies than for Dow 30 and there are fewer signals.

The average return was 1.41%

Nasdaq – 100 stocks results and performance

The average return was 1.64%

Higher Risk Russell 3000 stocks and results

The average return was -0.06%

ETFs results

The average return was 1.74%

Click here for more info about DLPAL DQ. Contact us for more details.

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