MARKETVOLUME

www.MarketVolume.com

Index Volume Analysis

About "Best Trade" Newsletters


The "Best Trades" newsletter (also simply referred to as Best Trades) was developed by a group of independent traders who have a close affiliation with us (a service provider of volume charts). Wishing to share his experiences of trading with volume-based indicators, one of the traders came up with the idea of starting a newsletter.

The idea took shape and by 2001, we started distributing Best Trades on a regular basis. Today, this newsletter continues to be highly popular and is still available at no charge.

Please be aware that Best Trades was designed for educational purposes only. It does not provide signals for trading index options, nor does it make any predictions as to where the markets are likely headed.

Because Best Trades has a long history (we began distributing the newsletter in 2001), an extensive archive of trades is available. Click here to browse through our archive of all newsletters.

Looking through the archive, you will notice that Best Trades categorizes two types of trades:

  1. "Past trades" or "closed" trades: These are trades that were closed a few days before the latest issue of Best Trades was sent out. Some of the closed trades we discuss were made by our affiliate traders, some by our subscribers, who wanted to share their successes using our volume-based trading techniques;
  2. "Open" trades: These are trades that are still active at the time the most current issue of Best Trades appears. The success of an open trade cannot be judged until a later date, although we can of course assess its "performance to date".

    The main reason we started including "open trades" in our newsletter is in response to an argument made by several of our subscribers. They reasoned that by showing and discussing only closed (past) trades, we were in effect basing the value of our trading methodology solely on historical performances. Not wishing to "avoid" the challenge of assessing trades (which is after all the main justification for our 4 JavaVolume™ charts), we opted to include some open trades in the newsletter. In this way, we can show Best Trades readers that volume-based technical analysis works just as well in real time.

    To assess the performance of a trade addressed in a current edition of Best Trades, you may chose to monitor the trade yourself, or you can read about it in a subsequent issue of the newsletter, when the trade will have been closed.

It is imperative that you understand that our newsletter was designed for educational purposes. When we leave a trade open, we strive to show the value of volume-based technical analysis as a trade unfolds. Yet, our open trades must never be seen as recommendations to follow (copy) a particular trade.

So what about following our trades, you ask? Our answer is that this might be risky business and therefore not a good idea.

There are several reasons:

  1. Our newsletter will definitively reach you with some delay (remember, this is a free service and we have xx thousand subscribers), so it might prove to be too late to open a position similar to ours. We follow a clear, step-by-step procedure for sending out trading information: First, data goes to our paying our members, then to our Trial members, only after that to all other (free) subscribers;
  2. Another reason we advise against placing trades based on our newsletter is technical in nature. Because all of our trades are based on an analysis of the relationships between volume and price/index movements (which all change in rapid succession), you must absolutely have access to volume charts (e.g., our JavaVolume™ charts) for the S&P 500 and NASDAQ-100 indexes, at a very minimum.

Below you will find a history of the (open) trades that we published in our "Best Trades" newsletter. Click here to browse through our archive of all newsletters.

Additional notes:

Our aims are:

  • To show you how to apply our volume indicators to particular market situations;
  • To explain the specific correlations that exist between volume spikes and index movements.

We do not mean to imply that you should follow our trades; rather, we suggest that you may make use of our volume analytics in order to develop your own trading style. We also urge you to paper trade before committing your money to the markets.


FAQs

We receive a great number of questions dealing with our trading system. In order to help you better understand our trading system and approach, we have selected and addressed the most commonly asked questions below. We hope this will help you in your trading.

Technical Analysis


What do you mean by "VMA"?

"VMA" stands for "Volume Moving Average", a key indicator we use abundantly in our charts and technical analysis. The VMA refers to the volume of a security, commodity, or index averaged over a given period of time. The intervals used in calculating a particular VMA can be as short as a few minutes or as long as several years. In calculating a VMA, we use a so-called "simple" moving average, where as the newest value is added, the last variable of the series is simply dropped, and where all values are given equal weight. For example, a 5-minute moving average consists of the last five volume bars, each representing the volume activity of one minute. In order to calculate a simple moving average, all the values are summed up and then divided by five. After the next minute has elapsed, a new value is added to the 5-minute VMA, and the oldest value is dropped from the calculation.

What is a "VMA spike to the upside" (resistive volume)?

Simply put, this means that most of the volume activity in the spike took place as the index was moving up.

What is a "VMA spike to the downside" (supportive volume)?

Simply put, this means that most of the volume activity in the spike occurred as the index was moving down.

How do you evaluate the significance of a volume spike?

To put the magnitude of a volume spike in perspective, it is essential to consult charts that span various time periods. For instance, while a particular volume spike may look imposing (and therefore seem critical) on 1-day or 5-day chart, that same spike may not loom as large on a 30-day chart, and it might even seem insignificant on a 60-day chart. Volume spikes that appear noteworthy on short-term charts must therefore always be placed in the context of the higher time periods so that misinterpretations of their potential impacts on mid- or long-term trends can be avoided. For instance, a prominent spike appearing on a 5-minute chart could well affect an index in the short- term, but it may not necessarily have much of an impact on the prevailing long-term trend.

Why do you sometimes initiate a trade only on a recent volume spike, when in fact there was already a previous spike, which seemed just as important?

To answer this question, we invite you to access our historical charts and scroll back over the last 6 months of data. You will see that the price does not always react immediately to the appearance of a significant volume spike. Rather, you will find quite frequently that time lags exist between volume spikes and their ensuing price reactions. Price reversals often take place only on the second or even third volume spike, and the volume surges at this stage may not necessarily be as pronounced as they were on the first spike.

In our trading, we frequently ignore the first occurring volume signal, anticipating that a later signal will provide us with a better entry point. Often, this is exactly what happens. It is for this reason that we promote our historical charts; they can provide valuable information (i.e., context) for the analysis of a particular market situation"

In last week's "Best Trade", you left a trade open. Why was this not the case this week?

This week, we did not receive a strong volume signal that would have prompted us to leave the trade open. We would like to remind you that options trading is very risky. We believe it is often better to make fewer trades and to initiate trades only in the presence of strong, unambiguous signals.

Trading System


Should I Trade Options?

Because of the high degree of risk involved, only very experienced traders should trade options. You can always trade index shares instead of options and still make a decent profit, although the returns will not be as large.

Should I paper trade before trading options?

Yes! We strongly suggest paper trading to anyone new to our trading system. Try it for a while, at least until you are comfortable with our signals.

Why do you trade QQQQ options?

We generally trade options - particularly QQQQ (NASDAQ 100 index shares) options - because they offer a high potential rate of return and are less risky than NASDAQ 100 index futures. In addition to QQQQ options, there are a number of other trading vehicles that are tied to the NASDAQ 100. You may wish to trade NASDAQ 100 index futures, QQQQ stock, or even NASDAQ 100 options on futures.

Why buy expensive options that expire in 2 - 3 months?

Even though 2-3 month's call and put options are more expensive, they tend to react less to market swings (lower volatility), and they don't devalue as quickly as options expiring in the current month. By trading options that do not expire for at least 2 months, you can protect yourself from unforeseen, short-term market fluctuations. An added benefit of longer-term options is that if an (up) trend continues on a long-term basis, you can hold them for longer periods, as they will increase substantially in value.

I trade the S&P 500 / SPDRs. So how does this information apply to me?

The S&P 500 index and the NASDAQ 100 index generally display similar reactions to volume events. If you overlay a short-term chart of the two indexes, you will see that their general dynamics are identical or very similar. Because of this, you can trade S&P 500 index shares (or S&P 500 index options) as an alternative to trading the QQQQ.

Your trade horizon appears to focus only on the short-and mid-term. What about the long-term? Do your indicators work for long-term time frames?

Yes, they work on longer time frames just as well. In fact, our indicators work on any time frame. In our "Best Trades" feature, we generally show short-term trades, as these trades are based on options, and it is our strong opinion that the short-term time frame is the best way to trade options.

All your trades appear to be options trades; however, since I do not trade options, what benefits I can get from your volume indicators?

Even if you do not trade options, you can still benefit greatly from our volume indicators! You can use them to trade various indexes, for example. We apply our volume indicators to the major U.S. indexes, because indexes best describe the mood of the market as a whole. Regardless of what you trade, a particular index or sub-index, stocks, options, or even futures, most trading vehicles tend to move in concert with the broad market. As a rule, the market will dictate the direction of a particular security - it is never the other way around. It therefore makes sense to get a good grasp on what is happening at the index or stock exchange level, and we have found volume analytics to be an excellent vehicle to make that determination.

Trading Strategy


Should I attempt to emulate a particular "Best Trade" if you have not closed out the position by the time you report and discuss it?

Our "Best Trade" feature is designed primarily to teach you how to use our volume indicators. We do not wish to suggest that you should mimic these actual trades, even if they are still open. Only follow an open trade if you are aware of the risks involved and if you have access to intraday volume charts (you can get these from us). Whether or not we leave a particular "Best Trade" open is always contingent on our volume indicators. For logistical reasons, we cannot always send our newsletters out the same day we close a specific trade. Even if we could, it would often be too late for you to establish a position, since the market can reverse with very little or no notice following a significant volume signal. For these reasons, we strongly advise you against following an open position on our "Best Trade" feature. Should you wish to do so regardless, please assure that you have access to intraday volume charts.

I noticed that the amount of capital you allocate to your trades can vary quite considerably. Is this a trading tactic or perhaps a marketing strategy?

There is nothing random about the varying amount of capital we allocate to each "Trade of the Week", nor is it a marketing gimmick or strategy. The amount we invest in a particular trade correlates directly to our interpretation of a specific volume signal. The stronger a signal, the more contracts we buy. Conversely, when our volume indicators are not as strong, or when other factors come into play (e.g., the geopolitical situation, options expirations, Fed announcements, and others), we enter a trade with a smaller number of options contracts. We may hold back some cash (i.e., "keep some powder dry") in anticipation of being able to purchase further contracts at "better" price in the near future. Better prices may for instance result from a "delayed volume reaction", a situation where index movements do not show an immediate reaction to the appearance of a (significant) volume spike. Another reason we may hold back some capital is when we are faced with a weaker than usual volume signal and think the market could turn against us - in situations, a lower capital investment has the advantage of reducing potential losses.

When do you normally close a "Best Trade"?

Under normal circumstances, we exit from a trade when we see a clear, unambiguous volume signal. The actual signal we look for must not necessarily be as pronounced as the one that prompted us to enter the trade. In order to play it safe, we sometimes even terminate a trade in the absence of a volume signal - for instance when we are up by 20 - 30%, or in the presence of certain market affecting factors, such as news on geopolitical events, Fed announcements, options expiration, and others. In other words, there are certain situations where we may ignore our volume indicators altogether. It is our belief that in options trading, it is often better to take a quick profit rather than overstaying in a trade and thereby putting the entire investment at risk.

Subscribe Now

Start using our Professional Charts
Make Money with our System!

Get Access NOW

Disclaimer | Privacy © 1997-2025 MarketVolume.com All Rights Reserved. SV1
Stock Charts

Stocks & ETFs

Index Trading

Advance Decline
Knowledge Base

Trading Systems

Market News

© 1997-2025 www.MarketVolume.com All Rights Reserved.