SBV Technical Analysis - Trading Volume with Confidence

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SPX Technical Analysis

Friday, September 16, 2011

+37% on the S&P 500 in 2 months

This week's SBV chart example is based on the 30-day SBV(20) S&P 500 chart and is a continuation of the S&P 500 chart example that was published on September 9, 2011.

Chart 1. Relationship between the SBV Oscillator and
index reversal points. S&P 500 index. 30-day view. 1 bar = 30 min. SBV(20)

SP 500 chart September 2011

Detailed system description with explanation of used rules could be found in our "SBV Trading System" tutorial.

Table 1: Trades based on the 5-rule system.
TimeMotivationSignalIndexProfit
(points)
7/27/2011Rule #1Sell Short1316 +24
7/29/2011Rule #2Buy1292+2
7/29/2011Rule #1Sell Short1294+158
8/10/2011Rule #2Buy1136+55
8/15/2011Rule #4Sell Short1191 +63
8/22/2011Rule #2Buy1128 0
8/22/2011Rule #1Sell Short1128 +1
8/22/2011Rule #2Buy1127 +39
8/25/2011Rule #4Sell Short1166-11
8/26/2011Rule #2Buy1177 +31
8/29/2011Rule #4Sell Short1208 0
8/30/2011Rule #3Buy1208 +4
8/30/2011Rule #4Sell Short1212 -15
8/31/2011Rule #3Buy1227 -13
8/31/2011Rule #4Sell Short1214 +33
9/2/2011Rule #2Buy1181 -3
9/2/2011Rule #1Sell Short1178 +17
9/6/2011Rule #2Buy1161 +28
9/8/2011Rule #4Sell Short1189 +20
9/13/2011Rule #2Buy1169 48
Total:+482
(+36.6%)

Adding a Stop-Loss to the system may substantially reduce losses and, in some cases, even double the summary profit.

Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
DateIndexTimeframeResultNumber of Trades
December 30, 2011 S&P 500 60-day +576 points (44%) 20 "Long" and 20 "Short"
December 16, 2011 S&P 500 60-day +561 points (43%) 19 "Long" and 19 "Short"
December 9, 2011 S&P 500 60-day +545 points (41%) 18 "Long" and 19 "Short"
December 2, 2011 S&P 500 60-day +532 points (40%) 18 "Long" and 18 "Short"
November 25, 2011 NASDAQ 100 30-day +454 points (19%) 9 "Long" and 11 "Short"
November 18, 2011 NASDAQ 100 30-day +454 points (19%) 8 "Long" and 10 "Short"
November 11, 2011 S&P 500 30-day +674 points (51%) 22 "Long" and 24 "Short"
November 4, 2011 S&P 500 30-day +666 points (51%) 21 "Long" and 22 "Short"
October 28, 2011 S&P 500 30-day +631 points (48%) 19 "Long" and 21 "Short"
October 21, 2011 S&P 500 60-day +51 points (38%) 15 "Long" and 14 "Short"
October 14, 2011 S&P 500 60-day +515 points (39%) 15 "Long" and 14 "Short"
October 7, 2011 S&P 500 30-day +569 points (43%) 13 "Long" and 15 "Short"
September 30, 2011 S&P 500 30-day +553 points (42%) 12 "Long" and 14 "Short"
September 23, 2011 S&P 500 30-day +498 points (38%) 11 "Long" and 12 "Short"
September 16, 2011 S&P 500 30-day +482 points (37%) 9 "Long" and 10 "Short"
September 9, 2011 S&P 500 30-day +444 points (34%) 9 "Long" and 9 "Short"
September 2, 2011 S&P 500 60-day +419 points (32%) 11 "Long" and 11 "Short"
August 26, 2011 S&P 500 60-day +364 points (28%) 10 "Long" and 9 "Short"
August 19, 2011 S&P 500 60-day +357 points (27%) 9 "Long" and 9 "Short"
August 12, 2011 S&P 500 60-day +267 points (15%) 9 "Long" and 8 "Short"
August 5, 2011 S&P 500 60-day +192 points (15%) 8 "Long" and 8 "Short"
July 29, 2011 S&P 500 Futures 5-day +27 points 11 "Long" and 13 "Short"
July 22, 2011 S&P 500 Futures 5-day +22 points 12 "Long" and 14 "Short"
July 15, 2011 NASDAQ 100 30-day +427 points (19%) 18 "Long" and 15 "Short"
July 8, 2011 NASDAQ 100 30-day +464 points (21%) 16 "Long" and 14 "Short"
July 1, 2011 NASDAQ 100 30-day +432 points (19%) 15 "Long" and 14 "Short"
June 24, 2011 NASDAQ 100 30-day +330 points (15%) 14 "Long" and 14 "Short"
June 17, 2011 NASDAQ 100 30-day +306 points (14%) 12 "Long" and 11 "Short"
June 10, 2011 NASDAQ 100 30-day +261 points (12%) 12 "Long" and 11 "Short"
June 3, 2011 S&P 500 15-day +73 points (5.5%) 14 "Long" and 13 "Short"
May 27, 2011 S&P 500 15-day +66 points (5.0%) 10 "Long" and 10 "Short"
May 20, 2011 DJI 30-day +391 points (3.2%) 7 "Long" and 6 "Short"
May 13, 2011 S&P 500 60-day +120 points (9.4%) 6 "Long" and 6 "Short"
May 6, 2011 S&P 500 60-day +120 points (9.4%) 5 "Long" and 5 "Short"
April 29, 2011 S&P 500 15-day +31 points 10 "Long" and 12 "Short"
April 22, 2011 S&P 500 15-day +31 points 9 "Long" and 9 "Short"
April 15, 2011 S&P 500 Emini 5-day +11 points 13 "Long" and 12 "Short"
April 8, 2011 S&P 500 Emini 5-day +18 points 14 "Long" and 14 "Short"
April 1, 2011 S&P 500 15-day +146 points (11%) 21 "Long" and 21 "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"
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