SBV Technical Analysis - Trading Volume with Confidence
Simple SBV Trading System Blog
| Tweet |
S&P 500 Trading System
Friday, July 09, 2010
+17% on the S&P 500
This week's SBV chart example is based on the 60-day SBV(20) S&P 500 chart. This chart example is a continuation of previous example on June 2, 2010.
index reversal points. S&P 500 index. 60-day view. 1 bar = 60 min. SBV(20)
It's Simple and profitable
Detailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial.
| Time | Motivation | Signal | Index | Profit (points) | Profit with 10-point Stop-Loss |
| 5/14/2010 | rule #4 | Sell Short | 1141 | +56 | +56 |
| 5/24/2010 | rule #2 | Buy | 1085 | -4 | -4 |
| 5/24/2010 | rule #1 | Sell Short | 1081 | +26 | +26 |
| 5/25/2010 | rule #2 | Buy | 1055 | +4 | +4 |
| 5/25/2010 | rule #1 | Sell Short | 1059 | -15 | -10 |
| 5/25/2010 | rule #2 | Buy | 1074 | -5 | -5 |
| 5/26/2010 | rule #4 | Sell Short | 1069 | -24 | -10 |
| 5/27/2010 | rule #5 | Cash | 1093 | ||
| 5/28/2010 | rule #4 | Sell Short | 1090 | +10 | +10 |
| 6/1/2010 | rule #5 | Cash | 1080 | ||
| 6/3/2010 | rule #2 | Buy | 1099 | -22 | -10 |
| 6/4/2010 | rule #4 | Sell Short | 1077 | +7 | +7 |
| 6/9/2010 | rule #2 | Buy | 1070 | +40 | +40 |
| 6/17/2010 | rule #4 | Sell Short | 1110 | +3 | +3 |
| 6/17/2010 | rule #3 | Buy | 1107 | +10 | +10 |
| 6/18/2010 | rule #4 | Sell Short | 1117 | +41 | +41 |
| 6/25/2010 | rule #2 | Buy | 1076 | -34 | -10 |
| 6/29/2010 | rule #5 | Cash | 1042 | ||
| 7/6/2010 | rule #2 | Buy | 1025 | +52 | +52 |
| Total: | +145 (+12.7%) | +200 (+17.5%) | |||
Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit.
Note: The 20% level for the SBV indicator was determined in relation to the prevailing market conditions at the time that the trading examples were selected. In order to establish the optimal critical levels for the SBV indicator, traders should consider the current market situation and review the history of prior volume surges, including their magnitude (i.e., the level that the SBV indicator reached).
Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
| Date | Index | Timeframe | Result | Number of Trades |
| March 25, 2011 | NASDAQ 100 | 10-day | +75 points (3.0%) | 9 "Long" and 8 "Short" |
| March 25, 2011 | S&P 500 | 15-day | +132 points (9.9%) | 18 "Long" and 19 "Short" |
| March 18, 2011 | NASDAQ 100 | 10-day | +60 points (2.5%) | 11 "Long" and 11 "Short" |
| March 11, 2011 | S&P 500 | 15-day | +96 points (7.2%) | 10 "Long" and 10 "Short" |
| March 3, 2011 | S&P 500 | 15-day | +60 points (4.5%) | 7 "Long" and 7 "Short" |
| February 25, 2011 | DJI | 30-day | +670 points (5.6%) | 8 "Long" and 9 "Short" |
| February 18, 2011 | DJI | 30-day | +564 points (4.8%) | 7 "Long" and 8 "Short" |
| February 11, 2011 | DJI | 30-day | +1007 points (10.5%) | 25 "Long" and 26 "Short" |
| February 4, 2011 | S&P 500 | 15-day | +133 points (10.5%) | 12 "Long" and 16 "Short" |
| January 28, 2011 | S&P 500 | 15-day | +96 points (7.5%) | 10 "Long" and 13 "Short" |
| January 21, 2011 | S&P 500 | 15-day | +63 points (4.9%) | 7 "Long" and 8 "Short" |
| January 14, 2011 | S&P 500 | 15-day | +32 points | 4 "Long" and 6 "Short" |
| January 7, 2011 | S&P 500 Futures | 5-day | +13 points | 15 "Long" and 12 "Short" |
| December 31, 2010 | DJI | 30-day | +673 points (6.0%) | 17 "Long" and 16 "Short" |
| December 23, 2010 | DJI | 30-day | +678 points (6.1%) | 17 "Long" and 15 "Short" |
| December 17, 2010 | DJI | 30-day | +659 points (5.9%) | 15 "Long" and 13 "Short" |
| December 10, 2010 | DJI | 30-day | +588 points (5.3%) | 13 "Long" and 11 "Short" |
| December 3, 2010 | Russell 2000 | 5-day | +19 points | 13 "Long" and 11 "Short" |
| November 26, 2010 | S&P 500 | 15-day | +108 points (9.1%) | 14 "Long" and 13 "Short" |
| November 19, 2010 | S&P 500 | 15-day | +89 points (7.5%) | 12 "Long" and 10 "Short" |
| November 12, 2010 | S&P 500 | 15-day | +47 points (4.0%) | 9 "Long" and 7 "Short" |
| November 5, 2010 | S&P 500 Futures | 5-day | +13.50 points | 15 "Long" and 15 "Short" |
| October 29, 2010 | NASDAQ 100 | 15-day | +46 points (2.3%) | 7 "Long" and 8 "Short" |
| October 22, 2010 | S&P 500 Futures | 5-day | +23.25 points | 18 "Long" and 17 "Short" |
| October 15, 2010 | DJI | 30-day | +218 points (2.0%) | 3 "Long" and 4 "Short" |
| October 8, 2010 | DJI | 30-day | +382 points (3.7%) | 7 "Long" and 8 "Short" |
| October 1, 2010 | S&P 500 Emini | 5-day | +10.5 points | 12 "Long" and 16 "Short" |
| September 24, 2010 | S&P 500 Emini | 5-day | +19 points | 11 "Long" and 10 "Short" |
| September 17, 2010 | S&P 500 | 15-day | +98 points (9.8%) | 19 "Long" and 19 "Short" |
| September 10, 2010 | S&P 500 | 15-day | +83 points (7.6%) | 14 "Long" and 13 "Short" |
| September 3, 2010 | S&P 500 | 15-day | +142 points (12%) | 12 "Long" and 13 "Short" |
| August 27, 2010 | S&P 500 | 15-day | +90 points (8.0%) | 9 "Long" and 8 "Short" |
| August 20, 2010 | S&P 500 | 15-day | +62 points (5.2%) | 6 "Long" and 6 "Short" |
| August 13, 2010 | S&P 500 | 30-day | +70 points (6.4%) | 2 "Long" and 4 "Short" |
| August 6, 2010 | S&P 500 | 60-day | +245 points (21%) | 6 "Long" and 6 "Short" |
| July 30, 2010 | S&P 500 | 60-day | +184 points (17%) | 10 "Long" and 9 "Short" |
| July 23, 2010 | S&P 500 | 60-day | +233 points (20%) | 9 "Long" and 9 "Short" |
| July 16, 2010 | S&P 500 | 60-day | +226 points (20%) | 8 "Long" and 9 "Short" |
| July 9, 2010 | S&P 500 | 60-day | +200 points (18%) | 8 "Long" and 8 "Short" |
| July 2, 2010 | S&P 500 | 60-day | +148 points (13%) | 7 "Long" and 8 "Short" |
| June 25, 2010 | NASDAQ 100 | 10-day | +152 points (8.1%) | 12 "Long" and 16 "Short" |
| June 18, 2010 | S&P 500 | 15-day | +108 points (9.5%) | 13 "Long" and 12 "Short" |
| June 11, 2010 | S&P 500 emini | 5-day | +37 points | 14 "Long" and 14 "Short" |
| June 4, 2010 | NASDAQ 100 | 10-day | +120 points (+6.6%) | 7 "Long" and 7 "Short" |
| May 28, 2010 | S&P 500 Emini | 1-day | +23 points | 11 "Long" and 12 "Short" |
| May 21, 2010 | S&P 500 | 5-day | +66 points (+5.8%) | 15 "Long" and 15 "Short" |
| May 14, 2010 | S&P 500 | 15-day | +39 points (+3.3%) | 8 "Long" and 7 "Short" |
| May 7, 2010 | S&P 500 | 15-day | +80 points (+6.7%) | 8 "Long" and 7 "Short" |
| Apr 30, 2010 | S&P 500 | 15-day | +87 points (+7.2%) | 6 "Long" and 6 "Short" |
| Apr 23, 2010 | S&P 500 | 15-day | +59 points (+4.9%) | 4 "Long" and 3 "Short" |
| Apr 16, 2010 | S&P 500 | 5-day | +19 points (+1.6%) | 20 "Long" and 20 "Short" |
| Apr 9, 2010 | S&P 500 | 30-day | +41 points (+3.7%) | 12 "Long" and 12 "Short" |
| Apr 1, 2010 | S&P 500 | 1-day | +5 points (+0.4%) | 16 "Long" and 16 "Short" |
| Mar 26, 2010 | S&P 500 | 2-day | +10 points (+0.9%) | 29 "Long" and 29 "Short" |
| Mar 19, 2010 | S&P 500 | 30-day | +40 points (+3.7%) | 8 "Long" and 9 "Short" |
| Mar 12, 2010 | S&P 500 | 30-day | +60 points (+5.5%) | 10 "Long" and 10 "Short" |
| Mar 5, 2010 | S&P 500 | 5-day | +24 points (+2.2%) | 15 "Long" and 15 "Short" |
| Feb 26, 2010 | DJI | 30-day | +810 points (+7.7%) | 9 "Long" and 9 "Short" |
| Feb 19, 2010 | S&P 500 | 1-day | +10 points (+1.0%) | 17 "Long" and 18 "Short" |
| Feb 12, 2010 | S&P 500 | 1-day | +15 points (+1.5%) | 14 "Long" and 14 "Short" |
| Feb 5, 2010 | Russell 2000 | 1-day | +12 points (+2.0%) | 12 "Long" and 12 "Short" |
| Jan 29, 2010 | S&P 500 | 5-day | +41 points (+3.7%) | 11 "Long" and 10 "Short" |
| Jan 22, 2010 | Russell 2000 | 1-day | +11 points (+1.8%) | 14 "Long" and 13 "Short" |
| Jan 15, 2010 | Russell 2000 | 1-day | +10 points (+1.6%) | 9 "Long" and 7 "Short" |
| Jan 8, 2010 | Russell 2000 | 1-day | +4.8 points (+0.8%) | 7 "Long" and 7 "Short" |
| Jan 1, 2010 | S&P 500 | 60-day | +75 points (+7.1%) | 6 "Long" and 8 "Short" |
