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Riskslayer
01-24-2014, 05:57 AM
Hi-

Pascal and I have agreed to start a new thread to track 2014 LEV performance. Here are the results from the first 2 trading day of 2014.

21992


21993

Next, I will post weekly results in a reply.

Shawn

Riskslayer
01-24-2014, 06:00 AM
Hi-

Here is the 1st full week of performance and when I started trading a funded acct on this strategy.

Shawn

Mon, Jan 6, 2014:

22005

Tu, Jan 7, 2014:

22004

Wed, Jan 8, 2014:

22003

Th, Jan 9, 2014:

22002

Fri, Jan 10, 2014:

22001

Shawn

Riskslayer
01-24-2014, 06:05 AM
Hi-

Here is the 2nd week of 2014 performance.

Shawn

Mon, Jan 13, 2014:

22012

Tu, Jan 14, 2014:

22011

Wed, Jan 15, 2014:

22008

Th, Jan 16, 2014:

22007

Fri, Jan 17, 2014:

22006

Shawn

Riskslayer
01-24-2014, 06:12 AM
Hi-

Here is the 3rd week of 2014 performance.

Mon, Jan 20, 2014 (MLK Holiday):

Tu, Jan 21, 2014:

22013

Wed, Jan 22, 2014:

22014

Th, Jan 23, 2014 (computer issues only allowed me to record close-to-close stats):

22016

And, that brings us up to date. We will do daily from here on.

Shawn

Riskslayer
01-25-2014, 11:27 AM
Hi-

I wrote less than 2 weeks ago that on Jan 13, 2014, the LEV Leaders suffered a loss of -3.79%, the 3rd largest close-to-close decline since I started recording results May 7, 2013.

In that post I noted, Oct 8, 2013 @ -4.01% was the worst day, and the 2nd worst day was May 22, 2013 @ -3.82%

Well, Jan 24, 2014.. is now in the top spot on the largest single day loss @ -4.36%

In the course of 10 trading days, the largest and 4th largest single day losses occurred. I suspect that a statistical analysis would find such an occurrence perhaps unremarkable, but as a discretionary trader I take note of this.. and, this puts me on guard for further market declines.

This is not an unusual comment considering that Pascal's 20d MF Real-Time system has been on a short signal since Jan 13, 2014.

I wonder whether the onset of the Fed Taper is going to improve the performance of the 20d MF short signals and return the markets to more *normal* conditions for which many of our various tools have been honed, .e.g +10% corrections occurring with more regularity.

22032

Shawn

Riskslayer
01-28-2014, 06:14 AM
Hi-

After running the real-world acct on this strategy, I realize the best estimate of performance is to take the open-to-close % from the 1st day, and then close-to-close for the other 4 groups. So, e.g. today, the -2.66% is formed from the average of -2.23% (open-to-close) for the Jan 27, 2014 group, and then close-to-close values from the other Jan 24, Jan 23, Jan 22, and Jan 21 groups because these names were held overnight. If you guys have any Q's let me know.

Results for Mon, Jan 27, 2014:

22059

Shawn

Riskslayer
01-29-2014, 06:31 AM
Hi-

Got the 3rd highest up move since tracking started. Further evidence of growing volatility as we saw saw the 2nd and 4th largest down move earlier this month..

22086

Shawn

Riskslayer
01-30-2014, 04:08 PM
Hi-

Here are the results from Wed, Jan 29, 2014:

22105

Shawn

Riskslayer
01-31-2014, 06:05 AM
Hi-

Results for Th, Jan 30, 2014:

22120

Shawn

Riskslayer
02-01-2014, 09:26 AM
Hi-

Here are the results from Fri, Jan 31, 2014:

22127

Shawn

Riskslayer
02-04-2014, 07:39 AM
Hi-

Results for Mon, Feb 3, 2014:

22166

Shawn

Riskslayer
02-05-2014, 07:34 AM
Hi-

Results for Tu, Feb 4, 2014:

22173

Shawn

Riskslayer
02-06-2014, 07:07 AM
Hi-

Results for Wed, Feb 5, 2014:

22185

Shawn

Riskslayer
02-07-2014, 05:58 AM
Hi-

Results for Th, Feb 7, 2014:

22197

Shawn

Riskslayer
02-08-2014, 06:49 AM
Hi-

Results for Fri, Feb 7, 2014:

22200

Shawn

Riskslayer
02-11-2014, 10:13 AM
Hi-

Results for Mon, Feb 10, 204

22272

Shawn

Riskslayer
02-12-2014, 06:22 AM
Hi-

Results for Tu, Feb 11, 2014:

22295

Shawn

Riskslayer
02-13-2014, 09:29 AM
Hi-

Results for Wed, Feb 12,2014:

22309

Shawn

Riskslayer
02-15-2014, 06:44 AM
Hi-

Results for Fri, Feb 14, 2014:

22335

Shawn

Riskslayer
02-19-2014, 05:48 AM
Hi-

Results for Tu, Feb 18, 2014:

22410

Shawn

Riskslayer
02-20-2014, 06:39 AM
Hi-

Results for Wed, Feb 19, 2014:

22434

Shawn

Riskslayer
02-20-2014, 11:47 PM
Hi-

Results for Th, Feb 20, 2014:

22439

Thanks,

Shawn

Riskslayer
02-22-2014, 07:33 AM
Hi-

Results for Fri, Feb 21, 2014:

22466

Shawn

Riskslayer
02-25-2014, 06:10 AM
Hi-

Results for Mon, Feb 24, 2014:

22517

Shawn

Riskslayer
02-26-2014, 06:35 AM
Hi-

Results for Tu, Feb 25, 2014:

22550

Shawn

Riskslayer
02-27-2014, 05:45 AM
Hi-

Results for Wed, Fri 26, 2014:

22581

Shawn

Riskslayer
02-28-2014, 04:41 AM
Hi-

Results from Th, Feb 27, 2014:

22605

Shawn

Riskslayer
03-01-2014, 07:39 AM
Hi-

Results, Fri, Feb 28, 2014:

22612

Shawn

Riskslayer
03-03-2014, 09:09 PM
Hi-

Results for Mon, Mar 3, 2014:

22669

Shawn

Riskslayer
03-04-2014, 08:02 PM
Hi-

Results for Tu, Mar 4, 2014:

22702

Shawn

Riskslayer
03-06-2014, 08:30 PM
Hi-

Results for Wed, Mar 5, 2014:

22759

Shawn

Riskslayer
03-06-2014, 08:31 PM
Hi:

Results for Th, Mar 6, 2014:

22760

Shawn

Riskslayer
03-08-2014, 02:47 AM
Hi-

Results for LEV Leaders, Fri, Mar 7, 2014:

22777

Shawn

Riskslayer
03-10-2014, 08:37 PM
Hi-

Results for Mar 10, 2014:

22809

Shawn

Riskslayer
03-12-2014, 04:08 PM
Hi-

Results for Tu, Mar 11, 2014:

22873

Shawn

Riskslayer
03-12-2014, 08:01 PM
Hi-

Results for Wed, Mar 12, 2014:

22874

Shawn

Riskslayer
03-14-2014, 04:33 AM
Hi-

Results for Th, Mar 13, 2014:

22937

Shawn

Riskslayer
03-15-2014, 06:17 AM
Hi-

Results for Fri, Mar 14, 2014:

22948

Shawn

Riskslayer
03-18-2014, 04:11 PM
Hi-

Results for Mon, Mar 17, 2014:

22995

Riskslayer
03-18-2014, 07:58 PM
Hi-

Results for Tu, Mar 18, 2014:

22996

Shawn

Riskslayer
03-19-2014, 08:10 PM
Hi-

Results for Wed, Mar 19, 2014:23016

Shawn

Riskslayer
03-21-2014, 06:03 AM
Hi-

Results for Th, Mar 20, 2014:

23057

Shawn

Riskslayer
03-21-2014, 08:10 PM
Hi-

Results for Fri, Mar 21, 2014:

23071

Shawn

Riskslayer
03-25-2014, 01:58 PM
Hi-

Results for LEV Leader Performance, Mon, Mar 24, 2014:

23124

Shawn

Riskslayer
03-26-2014, 06:39 AM
Hi-

Results for Tu, Mar 25, 2014:

23139

Shawn

Harry
03-26-2014, 07:47 AM
Hello Shawn,

March seems to be an extremely difficult month for your system? Are you still actively trading it? I am looking forward to a monthly review if you so decide to provide one.

Best Regards,
Harry

Riskslayer
03-27-2014, 07:45 AM
Hi Harry,

I stopped actively trading the system because the drawdowns were too great. I am currently busy with various activities, but in the future I will publish stat's and share performance, drawdown, and transaction costs of the system.

I continue to find the LEV Leaders to be helpful in my discretionary trading as an early signal about market strength and weakness, primarily intraday and most particularly off the open.

Take care,

Shawn

Riskslayer
03-27-2014, 07:46 AM
Hi-

Results for Wed, Mar 27, 2014:

23159

Shawn

Riskslayer
03-30-2014, 07:47 PM
Hi-

23213

Shawn

Riskslayer
03-30-2014, 07:48 PM
Hi-

23214

Shawn

Riskslayer
04-01-2014, 06:31 AM
Hi-

23251

Shawn

Riskslayer
04-02-2014, 08:26 AM
Hi-

23278

Shawn

Riskslayer
04-03-2014, 07:28 AM
Hi-

23298

Shawn

Riskslayer
04-04-2014, 06:09 AM
Hi-

23314

Shawn

Riskslayer
04-06-2014, 12:33 PM
Hi-

23344

Shawn

csayantan
04-08-2014, 05:53 AM
hi

how will it perform in Nifty or BSE / Nse Stocks?
Any trade history on that?

thx
CS

Riskslayer
04-08-2014, 06:41 AM
Hi-

I have not done work on exchanges outside the marketsmith.com database - which is comprised primarily of US names. Note today there are 2 Brazilian companies and an Indonesian ETF as today's LEV leaders- these names are all traded on US exchanges.


Each night, a universe of about 2,400 names are scanned. The universe of stocks was pulled from the marketsmith.com database according to minimum price and volume cut-offs. I do that in April and Nov each year b/c there are new ipo's and mergers that change the composition. I will be doing the April re-creation of the universe of stocks soon.

These names are the highest beta names in the marketsmith database (the top 4 names with 3 month RS +95) that have shown large institutional accumulation over the last 20d (the LEV work).

I traded these names for a couple of months at the beginning of 2014, and suffered rather large drawdowns - the paper results and actual trading results only varied by about 0.07% per day due to slippage, commissions, etc.. So, I consider the paper results to be representative of actual results. At this time, I cannot recommend this methodology as a mechanical trading system. Pascal has suggested an overlay for market direction would improve results, e.g. if the 20d is on a sell, do not go long.

In any event, I find this list of names helpful in my personal trading as a watch list (e.g. it uncovered TSLA early for me) and most particularly, as an early indicator, of market performance - on daily and intraday timeframes. For example, in the first 10-15 min of the trading day, if the LEV leaders are deeply red, its highly likely that its going to be a bad day in the market. We can also see the LEV leader performance has been quite poor for weeks, and now the indexes are cracking.

Thanks,

Shawn

Riskslayer
04-08-2014, 06:42 AM
Hi-

23361

Shawn

csayantan
04-08-2014, 07:11 AM
hi

What is the basic idea behind LEV Ladder?
How you are taking trade decision using it?

thx
CS

Riskslayer
04-09-2014, 04:41 PM
Hi-

Results for Tu, Apr 8, 2014

23367

Shawn

Riskslayer
04-09-2014, 06:25 PM
hi

What is the basic idea behind LEV Ladder?
How you are taking trade decision using it?

thx
CS

Hi-

The basic principle is that consistent buying of a name by institutions (as represented by LEV) over a 20d look back period is indicative of future returns. If you look at the real time LEV chart for a the stock BBD for a 20d period, you will see the green line (LEV) forms a pretty linear line from lower left to upper right.

The 2400 names are scanned each night to pull out the names that exhibit this characteristic.. Tonight, only 52 names of the 2400 met this criteria.. which is relatively few.. usually there are closer to 100 names that make it through this scan.

Next, the 52 names will be ranked by 3 month RS to find the fastest movers .. Marketsmith does not update their database until late, so I look at this the next morning.. The top 4 names are selected from this ranked ordered list with a minimum cut-off of RS >= 95; so, occasionally, there are fewer than 4 names that meet that RS = 95 or greater criteria.

These are each day's LEV Leaders, and this list is maintained for a rolling 5d period to capture overnight gains, etc.

I hope that helps,

Shawn

PS: let me know if you have further Q's.

Riskslayer
04-10-2014, 04:43 AM
Hi-

23369

Shawn

csayantan
04-10-2014, 05:36 AM
hi

Can we Use it with AltoGOM / LTPack?
Can you provide us the code for LV Leader ?
If you share the Ninja Trader 7 code we may try to see its performance on the thin/thick market on NSE/BSE(Indian Market)?

thanks
CS

Harry
04-10-2014, 07:06 AM
... Next, the 52 names will be ranked by 3 month RS to find the fastest movers .. Marketsmith does not update their database until late, so I look at this the next morning.

Hi Shawn,

Isn't the RS calculation simply a performance metric vs. S&P500? Couldn't this step be automated to help omit the reliance of MarketSmith?

Harry

Riskslayer
04-11-2014, 05:29 AM
hi

Can we Use it with AltoGOM / LTPack?
Can you provide us the code for LV Leader ?
If you share the Ninja Trader 7 code we may try to see its performance on the thin/thick market on NSE/BSE(Indian Market)?

thanks
CS

Hi CS-

I do not code on these platforms.

I also do not provide my s/w to others for a variety of reasons, but Pascal has a process for providing LEV code for a few different platforms that may be of assistance for you. Please contact Pascal regarding this request.

Shawn

Riskslayer
04-11-2014, 05:43 AM
Hi Shawn,

Isn't the RS calculation simply a performance metric vs. S&P500? Couldn't this step be automated to help omit the reliance of MarketSmith?

Harry

Hi Harry,

You are in general correct, but I believe the IBD RS calculation is slightly different in that it weighs recent weeks more heavily in the RS calculation than the other weeks. This probably does not significantly affect results.

I could further automate things as you suggest, but using MS is fast/easy for this part of the process; is well recognized/trusted in the community (so, results can be compared easily); and MS provides fast/easy access to other data/information that I like to consider in my trading, e.g. avg daily $ traded, quick access to industry groups for names that are unknown to me, etc.

I hope all is well with you,

Shawn

Riskslayer
04-11-2014, 05:45 AM
Hi-

23394

Shawn

Riskslayer
04-12-2014, 07:21 AM
Hi-

I do not usually make observations here, but the recent strength in Latin America seems noteworthy and not widely discussed. PBR, BBD, BRFS, & TEO all appeared this week as LEV Leaders, and the ETF ILF was a lower RS name that did not make the RS cut to be an LEV Leaders, but it has a constructive LEV pattern. The price patterns of these names remind me a little bit of JO and CORN last quarter.. consult those charts for how bottoms can be formed and fast initial moves can ensue. The safest way to play these moves is to wait for a pull-back and better yet, a consolidation of the move.. see DBA and RJA for examples of this, and then take them on the move higher above the consolidation area..

23396

Shawn

Riskslayer
04-15-2014, 07:56 AM
Hi-

23443

Shawn

Riskslayer
04-16-2014, 07:57 AM
Hi-

23467

Shawn

Riskslayer
04-17-2014, 08:46 AM
Hi-

23491

Shawn

Riskslayer
04-18-2014, 07:01 AM
Hi-

23497

Shawn

Riskslayer
04-23-2014, 06:45 AM
Hi-

I moved my data center over the weekend and was not able to get operational in time to record Mon, Apr 21, 2014 results.

I am tracking that day as zero for this 5-d roll period.

23578

Shawn

csayantan
04-23-2014, 07:41 AM
Hi-

I have communicated with Pascal already but he is referring you again .Can you ensure about the code in any platform?


Hi CS-

I do not code on these platforms.

I also do not provide my s/w to others for a variety of reasons, but Pascal has a process for providing LEV code for a few different platforms that may be of assistance for you. Please contact Pascal regarding this request.

Shawn

thanks
CS

Riskslayer
04-24-2014, 05:44 AM
Hi-

23590

Shawn

Riskslayer
04-25-2014, 07:16 AM
Hi-

23618

Shawn

Riskslayer
04-27-2014, 10:24 AM
Hi-

CYTK failed test results had an outsized, adverse affect on results today:

23654

Shawn

Riskslayer
04-29-2014, 08:10 AM
Hi-

23702

Shawn

Harry
04-29-2014, 02:04 PM
Hi Shawn,

Hope your trading is going well. I'm sure you are aware, but in case not - some values from yesterdays reports are missing?

Harry

Riskslayer
04-30-2014, 07:40 AM
Hi-

Thanks Harry. Yes, still resolving some data center move issues.

Hopefully, we are back on track and the previous days are approximately representative.

For Wed, Apr 29, 2014:

23731

Shawn

Riskslayer
05-01-2014, 07:33 AM
Hi

23758

Shawn

Riskslayer
05-02-2014, 06:38 AM
Hi-

23771

Shawn

Riskslayer
05-03-2014, 09:00 AM
Hi-

23772

Shawn

Riskslayer
05-06-2014, 08:53 AM
Hi-

23811

Riskslayer
05-07-2014, 07:23 AM
Hi-

23831

Shawn

Riskslayer
05-09-2014, 06:47 AM
Hi-

For Wed, May 7, 2014:

23866

Shawn

Riskslayer
05-09-2014, 06:47 AM
Hi-

23867

Shawn

Riskslayer
05-10-2014, 07:23 AM
Hi-

23886

Shawn

Riskslayer
05-13-2014, 08:51 AM
Hi-

23951

Shawn

Riskslayer
05-14-2014, 08:17 AM
Hi-

23970

Shawn

Riskslayer
05-15-2014, 08:38 AM
Hi-

23996

Shawn

Riskslayer
05-16-2014, 07:03 AM
Hi-

24029

Shawn

Riskslayer
05-17-2014, 07:01 PM
Hi-

24066

Shawn

Riskslayer
05-20-2014, 07:45 AM
Hi-

24077

Shawn

Riskslayer
05-21-2014, 06:46 AM
Hi-

24083

Shawn

Riskslayer
05-22-2014, 07:21 AM
Hi-

24099

Shawn

Riskslayer
05-23-2014, 06:26 AM
Hi-

24102

Shawn

Riskslayer
05-28-2014, 07:52 AM
Hi-

24162

Shawn

Riskslayer
05-28-2014, 07:53 AM
Hi-

I missed collecting the data yesterday, but here are the names for Wed.

24163

Shawn

Riskslayer
05-29-2014, 07:50 AM
Hi-

24179

Shawn

Riskslayer
05-30-2014, 05:12 AM
Hi-

24220

Shawn

Riskslayer
05-31-2014, 07:18 AM
Hi-

I updated the list of stocks in my database. there are 2,672 (see attached .xls for the list). These are US stocks and ETF's with price > $7, $/day avg (50d) & $1.5 MM & 200K/day avg vol (50d) .

24225

24226

Shawn

Riskslayer
06-03-2014, 09:00 AM
Hi-

24294

Shawn

Riskslayer
06-04-2014, 06:47 AM
Hi

24303

Shawn

Riskslayer
06-05-2014, 06:36 AM
Hi-

24325

Shawn

Riskslayer
06-06-2014, 05:51 AM
Hi-

24344

Shawn

Riskslayer
06-07-2014, 06:35 AM
Hi-

24351

Shawn

Riskslayer
06-10-2014, 07:35 AM
Hi-

24418

Shawn

Riskslayer
06-11-2014, 07:03 AM
Hi-

24441

Shawn

Riskslayer
06-12-2014, 06:03 AM
Hi-

24450

Shawn

Riskslayer
06-13-2014, 05:19 AM
Hi-

24479

Shawn

Riskslayer
06-14-2014, 07:36 AM
Hi-

24484

Shawn

Riskslayer
06-17-2014, 08:00 AM
Hi-

24533

Shawn

Riskslayer
06-18-2014, 07:32 AM
Hi-

I had to move offices yesterday, it took a lot of time, and I was not able to capture results; but here are the names for today.

24556

Shawn

Riskslayer
06-19-2014, 08:52 AM
Hi-

24580

Shawn

Riskslayer
06-20-2014, 06:30 AM
Hi-

24598

Shawn

Riskslayer
06-21-2014, 05:23 AM
Hi-

24601

Shawn

Riskslayer
06-24-2014, 05:00 AM
Hi-

24638

Shawn

Riskslayer
06-25-2014, 07:28 AM
Hi-

24653

Shawn

Riskslayer
06-26-2014, 06:37 AM
Hi-

24669

Shawn

Riskslayer
06-27-2014, 06:43 AM
Hi-

24687

Shawn

Riskslayer
06-28-2014, 08:44 AM
Hi-

Market looks to be positioned for a bullish move into early July. Lots of cups and handle set-ups on high-beta, individual stock names, see UA as an example. First day of the month, Tu, July 1, 2014 is usually strong. Holiday periods have recently seen the market drift higher on low volume.

24689

Shawn

Riskslayer
07-01-2014, 06:00 AM
Hi-

24759

Shawn

Riskslayer
07-02-2014, 06:37 AM
Hi-

24784

Shawn

Riskslayer
07-03-2014, 06:34 AM
Hi-

24787

Shawn

Riskslayer
07-07-2014, 07:49 AM
Hi-

I have been on vacation over the Jul 4 weekend, and returning mid-week. I may not be able to keep this thread updated in the next couple of days, but I will try.

Shawn

24825

Riskslayer
07-09-2014, 09:18 AM
Hi-

24883

Shawn

Riskslayer
07-10-2014, 06:44 AM
Hi-

24907

Shawn

Riskslayer
07-11-2014, 06:25 AM
Hi-

24934

Shawn

Riskslayer
07-12-2014, 02:11 PM
Hi-

24940

Shawn

Riskslayer
07-15-2014, 06:40 AM
Hi-

24986

Shawn

Riskslayer
07-16-2014, 07:36 AM
Hi-

25026

Shawn

Riskslayer
07-17-2014, 07:16 AM
Hi-

25045

Shawn

Riskslayer
07-18-2014, 09:15 AM
Hi-

25062

Shawn

Riskslayer
07-19-2014, 07:16 AM
Hi-

25076

Shawn

Riskslayer
07-22-2014, 06:24 AM
Hi-

25107

Shawn

Riskslayer
07-23-2014, 06:07 AM
Hi-

25132

Shawn

Riskslayer
07-24-2014, 06:21 AM
Hi-

25152

Shawn

Riskslayer
07-25-2014, 06:20 AM
Hi-

25159

Shawn

Riskslayer
07-29-2014, 06:42 AM
Hi-

Results for Mon, Jul 28, 2014..

Shawn

25204

Riskslayer
07-29-2014, 06:55 AM
Hi-

Missed posting this over the weekend, here are Fri results:

25205

Shawn

Riskslayer
07-30-2014, 06:58 AM
Hi-

25225

Shawn

Riskslayer
07-31-2014, 07:08 AM
Hi-

Results for Wed, Jul 30, 2014:

25248

Shawn

Riskslayer
08-01-2014, 04:32 AM
Hi-

25258

Shawn

Riskslayer
08-03-2014, 07:49 PM
Hi-

25293

Shawn

Riskslayer
08-05-2014, 07:32 AM
Hi-

25330

Shawn

Riskslayer
08-06-2014, 04:23 AM
Hi-

25352

Shawn

Riskslayer
08-07-2014, 07:38 AM
Hi-

25376

Shawn

Riskslayer
08-08-2014, 05:07 AM
Hi-

25378

Shawn

Riskslayer
08-09-2014, 05:37 AM
Hi-

25390

Shawn

Riskslayer
08-12-2014, 05:41 AM
Hi-

25442

Shawn

Riskslayer
08-13-2014, 08:06 AM
Hi-

25465

Shawn

Riskslayer
08-14-2014, 07:18 AM
Hi-

25494

Shawn

Riskslayer
08-15-2014, 07:27 AM
Hi-

25515

Shawn

Riskslayer
08-16-2014, 10:04 AM
Hi-

25532

Shawn

Riskslayer
08-19-2014, 09:16 AM
Hi-

25544

Shawn

Riskslayer
08-20-2014, 07:54 AM
Hi-

25556

Shawn

Riskslayer
08-21-2014, 04:23 PM
Hi-

25560

Shawn

Riskslayer
08-22-2014, 05:56 AM
Hi-

25580

Shawn

Riskslayer
08-23-2014, 07:56 PM
Hi-

25583

Shawn

Riskslayer
08-26-2014, 04:19 PM
Hi-

25596

Shawn

Riskslayer
08-27-2014, 07:06 AM
Hi-

25598

Shawn

Riskslayer
08-28-2014, 06:51 AM
Hi-

25600

Shawn

Riskslayer
08-29-2014, 04:14 PM
Hi-

25613

Shawn

Riskslayer
08-30-2014, 09:37 AM
Hi-

25614

Shawn

Riskslayer
09-03-2014, 07:26 AM
Hi-

25681

Shawn

Riskslayer
09-04-2014, 08:23 AM
Hi-

25709

Shawn

Riskslayer
09-05-2014, 05:47 PM
Hi-

25734

Shawn

Riskslayer
09-09-2014, 08:19 AM
Hi-

25821

Shawn

Riskslayer
09-09-2014, 08:20 AM
Hi-

25822

Shawn

Riskslayer
09-10-2014, 08:20 AM
Hi-

25833

Shawn

Riskslayer
09-11-2014, 07:12 AM
Hi-

25866

Shawn

Riskslayer
09-12-2014, 04:49 AM
Hi-

25888

Shawn

Riskslayer
09-13-2014, 10:06 AM
Hi-

25892

Shawn

Riskslayer
09-17-2014, 07:03 AM
Hi-

25978

Shawn

Riskslayer
09-17-2014, 07:08 AM
Hi-

25979

Shawn

Riskslayer
09-18-2014, 06:37 AM
Hi-

25999

Shawn

Riskslayer
09-19-2014, 05:48 AM
Hi-

26024

Shawn

Riskslayer
09-20-2014, 07:18 AM
Hi-

26033

Shawn

Riskslayer
09-23-2014, 05:26 AM
Hi-

26067

Shawn

Riskslayer
09-24-2014, 07:35 AM
Hi-

26090

Shawn

Riskslayer
09-25-2014, 08:42 AM
Hi-

26120

Shawn

Riskslayer
09-26-2014, 06:54 AM
Hi-

26149

Shawn

Riskslayer
09-27-2014, 08:28 AM
Hi-

26169

Shawn

Riskslayer
09-30-2014, 06:59 AM
Hi-

26212

Shawn

Riskslayer
10-01-2014, 07:16 AM
Hi-

26233

Shawn

Riskslayer
10-02-2014, 09:15 AM
Hi-

26284

Shawn

Riskslayer
10-03-2014, 06:02 AM
Hi-

26285

Shawn

Riskslayer
10-04-2014, 10:00 AM
HI-

26287

Shawn

Riskslayer
10-07-2014, 07:13 AM
Hi-

26313

Shawn

Riskslayer
10-08-2014, 04:10 PM
Hi-

26326

Shawn

Riskslayer
10-09-2014, 08:42 AM
Hi-

26340

Shawn

Riskslayer
10-10-2014, 05:44 AM
Hi-

26354

Shawn

Riskslayer
10-11-2014, 06:36 AM
Hi-

26374

Shawn

Riskslayer
10-14-2014, 05:56 AM
Hi-

26391

Shawn

Riskslayer
10-15-2014, 08:22 AM
Hi-

I do not include ETF's in this list, but SCO, VIXY & ERY were at the top of my scan this morning.

26411

Shawn

Riskslayer
10-16-2014, 07:36 AM
Hi-

For informational purposes, SCO & VIXY at the top of the scan, but not included as a LEV Leader

26431

Shawn

Riskslayer
10-17-2014, 04:55 AM
Hi-

26436

Shawn

Riskslayer
10-18-2014, 09:38 AM
Hi-

Its probably a reminder of the things many of you have observed in this last wk, but I have seen some unusual results from my normal scans and work. For example, having 3 days out of 5 that only had a 1 name meet the LEV Leader performance criteria.

I have seen on various internet sites, etc. this week what I judge to be excess optimism in less seasoned traders looking for a bounce to new highs and assuming a bottom has been made - maybe it has, but everyone should be on guard for a small bounce and further pull-back; perhaps followed by similar patterns of bounce & pull-back. This would be normal bear market behavior.

Shawn

26441

Riskslayer
10-21-2014, 07:51 AM
Hi-

26480

Shawn

Riskslayer
10-22-2014, 04:07 PM
Hi-

26527

Shawn

Riskslayer
10-24-2014, 05:39 PM
Hi-

26528

Shawn

Riskslayer
10-24-2014, 05:40 PM
Hi-

26529

Shawn

Riskslayer
10-25-2014, 04:13 PM
Hi-

26531

Shawn

Riskslayer
10-28-2014, 04:07 PM
Hi-

26573

Shawn

Riskslayer
10-30-2014, 06:01 AM
Hi-

26601

Shawn

Riskslayer
10-30-2014, 06:02 AM
Hi-

26602

Shawn

Riskslayer
10-31-2014, 06:44 AM
Hi-

26627

Shawn

Riskslayer
11-01-2014, 06:45 AM
Hi-

26629

Shawn

Riskslayer
11-04-2014, 05:43 AM
Hi-

26691

Shawn

Riskslayer
11-05-2014, 06:08 AM
Hi-

26713

Shawn

Riskslayer
11-06-2014, 06:17 AM
Hi-

26729

Shawn

Riskslayer
11-07-2014, 06:59 AM
Hi-

26784

Shawn

Riskslayer
11-08-2014, 12:14 PM
Hi-

26805

Shawn

Riskslayer
11-11-2014, 07:46 AM
Hi-

I am working through some issues with TS, and have not been able to run the files due to these issues.

Will post updates when issues resolved.

Shawn

Riskslayer
11-13-2014, 07:55 AM
Hi-

Turned out my ISP network team needed to re-set some traffic shaping values for congestion. My issue was not TS related.

26890

Shawn

Riskslayer
11-14-2014, 04:50 AM
Hi-

Missed a couple of days (Nov 11 & 12) due to ISP problems. I am going to ignore those days, and run the calculations with 5 consecutive days.

Shawn

26894

Riskslayer
11-16-2014, 07:46 AM
Hi-

26953

Shawn

Riskslayer
11-18-2014, 05:55 AM
Hi-

26995

Shawn

Riskslayer
11-19-2014, 07:11 AM
Hi-

27032

Shawn

Riskslayer
11-20-2014, 07:50 AM
Hi-

27052

Shawn

Riskslayer
11-21-2014, 06:26 AM
Hi-

27071

Shawn

Riskslayer
11-25-2014, 07:50 AM
Hi-

27126

Shawn

Riskslayer
11-25-2014, 07:51 AM
Hi-

27127

Shawn

Riskslayer
11-26-2014, 06:58 AM
Hi-

27148

Shawn

Riskslayer
11-27-2014, 07:59 AM
Hi-

27151

Shawn

Riskslayer
11-29-2014, 08:29 AM
Hi-

27153

Shawn

Riskslayer
12-02-2014, 05:26 PM
Hi-

27202

Shawn

Riskslayer
12-03-2014, 05:39 PM
Hi-

27223

Shawn

Riskslayer
12-04-2014, 06:46 PM
Hi-

27246

Shawn

Riskslayer
12-05-2014, 07:47 AM
Hi-

27261

Shawn

Riskslayer
12-06-2014, 06:33 AM
Hi-

27265

Shawn

Riskslayer
12-09-2014, 05:37 PM
Hi-

27344

Shawn

Riskslayer
12-10-2014, 08:19 AM
Hi-

27365

Shawn

Riskslayer
12-11-2014, 05:47 PM
Hi-

27396

Shawn

Riskslayer
12-12-2014, 04:15 PM
Hi-

27422

Shawn

Riskslayer
12-13-2014, 10:35 AM
Hi-


Shawn27424

Shawn

Riskslayer
12-16-2014, 08:04 AM
Hi-

27470

Shawn

Riskslayer
12-18-2014, 07:56 AM
Hi-

27525

Shawn

Riskslayer
12-18-2014, 07:58 AM
Hi-

27526

Shawn

Riskslayer
12-23-2014, 07:37 AM
Hi-

27612

Shawn

Riskslayer
12-23-2014, 07:37 AM
Hi-

27613

Shawn

Riskslayer
12-23-2014, 07:38 AM
Hi-

27614

Shawn

Riskslayer
12-24-2014, 01:38 PM
Hi-

27634

Shawn

Riskslayer
12-25-2014, 07:06 AM
Hi-

27638

Shawn

Riskslayer
12-27-2014, 06:39 AM
Hi-

27639

Shawn

Riskslayer
12-30-2014, 06:47 AM
Hi-

27694

Shawn

Riskslayer
12-31-2014, 08:32 AM
Hi-

I am going to be out on vacation for a few days, and may not be able to run my scans.

Back next year, and happy New Years everyone!

Take care,

Shawn

27700

Riskslayer
01-07-2015, 08:24 AM
Hi-

I missed Jan 2 & 5, 2015, so I will continue with the 5 most recent days for which I have data.

Take care,

Shawn

27802

Riskslayer
01-08-2015, 05:52 AM
Hi-

27819

Shawn