Stock Savvy

Study 4: Sequential Indicators

Are streaks of price action conditions significant?

Mitch Rosenthal's avatar
Mitch Rosenthal
Aug 03, 2021
∙ Paid
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This study asks what conclusions we can draw from conditions like these:

  • Price has closed above its 25-day rolling average for 9 days in a row

  • The spread between trailing short-term and long-term vol has been high (on a rolling basis) for 20 days in a row

  • The distance between price and its upper deviation band has been in the top decile (on a rolling basis…

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