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Price Action Anomaly Detection

Price action anomaly detection for 32 ETFs. Access to these reports requires a Market Signals or All-in-One subscription.

We do not notify subscribers by email when there is anomaly detection. You can monitor the blog Twitter account for any daily updates, @priceactionlab

This update is after the close of January 24, 2023. Results of DLPAL DQ price anomaly detection for 31 ETFs with data from inception:

Notes

  • Click here for an introduction to anomaly detection and examples.
  • Read this article about time lags.
  • Not every signal should be expected to be a profitable anomaly. The objective is trying to catch outliers and the win rate could be low.
  • This page will be updated only when there is a significant price action anomaly according to our validation criteria.
  • We do not make trading suggestions. This content is for informational purposes only.
  • Validation methods are based on the ensemble domain, but the performance of price action anomalies is determined in the time domain. As a result, there is a high risk of false positives.
  • The target and stops are used in identifying the price action anomalies. These are not necessarily the target and stops to be used in evaluating the performance forward but we recommend using values within the range of those used in the analysis.
  • Price action anomalies are rare. Updates to this page may not be frequent.
  • The DLPAL DQ software is available for sale to those who would like to extend this type of analysis to other markets.

Disclaimer: The Price Action Anomaly Detection results are provided as part of the Premium Content 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 Premium Content. Under no circumstances the Premium Content should be treated as financial advice. The author of this website is not a registered financial adviser. Before subscribing please read our Disclaimer and Terms and Conditions.

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