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Date(ymd): 010910
Average Gain: -56617.82
Group Stdev: 11676.59
Revised h/l prob: 1.03, 0.0
Market Focus: 0.8+2.1
(0.5768, 0.0195)
Market Focus5: 0.1+0.3
p = n = r = 1, period = 30

Risk-adjusted data...indicators are current at the close of Sep 10, the losses (red) are from the next session (sep 17)

Top Gaining Groups
-18144.82 industry 66.92 to 69.28 (14)
-18253.21 industry 61.97 to 64.49 (12)
-24029.96 pstdev 18.52 to 21.68 (25)
-24125.16 stdev 0.06 to 0.13 (25)
-26830.36 industry 10.12 to 11.92 (2)
-28277.45 resist2 0.03 to 0.05 (16)
-28775.07 move_ave5 0.00 to 0.01 (23)
-29179.19 gain2 -1.55 to -1.34 (14)
-29403.86 vstdev 18.10 to 23.75 (25)
-29931.54 mov_ave20 0.00 to 0.02 (23)
Losing Groups
-110439.83 industry 94.90 to 101.86 (25)
-109458.13 pskew -0.61 to -0.23 (1)
-105553.39 vskew 0.56 to 0.91 (25)
-89855.45 gain2 -5.22 to -4.62 (3)
-89382.23 big_pslice 297.28 to 327.87 (18)
-89231.16 mov_ave100 -0.14 to -0.12 (8)
-89083.69 high-close 1.15 to 1.31 (11)
-88884.85 vstdev 7.05 to 7.39 (8)
-87804.86 ptotal -3111.93 to -2601.23 (4)
-87653.26 volume1_3 -0.05 to -0.02 (12)
Date(ymd): 010910
Average Gain: -56612.98
Group Stdev: 9092.87
Market Focus: 1.4+2.1
(0.00000, 0.00000)
Market Focus5: 0.7+0.7
p = n = r = 1, period = 30

Risk-adjusted data...indicators are current at the close of Sep 10, the losses (red) are from the next session (sep 17)

Top Gaining Groups
-29497.92 stdev 0.05 to 0.13 (10)
-32485.41 pstdev 16.76 to 21.68 (10)
-33097.88 momentum -6.11 to 1.89 (9)
-34852.38 industry 66.17 to 72.50 (6)
-35907.63 yeargain -97.72 to -62.68 (1)
-35912.68 ptot_neg 8751.46 to 34266.32 (10)
-36603.12 pave -12.76 to -3.03 (1)
-36654.75 volume3_10 -0.83 to -0.33 (1)
-36796.83 mov_ave20 0.01 to 0.28 (10)
-37071.89 inertia 98.00 to 172.00 (10)
Losing Groups
-91001.09 industry 93.67 to 101.86 (10)
-86827.93 vskew 0.43 to 0.91 (10)
-79238.70 resist3 -0.10 to -0.05 (4)
-78587.03 volume3_10 0.36 to 0.54 (9)
-78248.29 pskew -0.61 to -0.16 (1)
-75863.04 vkurt 3.25 to 3.85 (10)
-75840.19 1monthgain -7.69 to -5.20 (5)
-75336.93 ptotal -3354.67 to -2225.73 (2)
-75020.92 yeargain -37.92 to -20.59 (3)
-75016.64 slice97 -0.00 to 0.01 (10)
Date(ymd): 010910
Average Gain: -1392.17
Group Stdev: 299.66
Revised h/l prob: 2.04, 0.0
Market Focus: 0.9+1.8
(0.4333, 0.00000)
Market Focus5: 0.6+0.4
p = n = r = 1, period = 30

Non-risk-adjusted data...indicators are current at the close of Sep 10, the losses (red) are from the next session (sep 17)

 

Top Gaining Groups
-511.91 vskew -0.73 to -0.36 (1)
-558.23 resist2 0.03 to 0.05 (16)
-574.50 pstdev 0.00 to 4.41 (1)
-608.91 vstdev 0.00 to 4.11 (1)
-611.18 industry 61.97 to 64.49 (12)
-637.57 move_ave5 0.00 to 0.01 (23)
-660.97 stdev 0.01 to 0.01 (2)
-683.58 stdev 0.00 to 0.01 (1)
-687.82 mov_ave20 0.00 to 0.02 (23)
-709.56 industry 66.92 to 69.28 (14)
Losing Groups
-2671.92 1monthgain -19.36 to -16.58 (4)
-2415.27 move_ave5 -0.33 to -0.09 (1)
-2329.17 move_ave5 -0.09 to -0.07 (2)
-2319.79 industry 94.90 to 101.86 (25)
-2260.35 gain2 -5.22 to -4.62 (3)
-2248.72 gain1 -30.07 to -5.87 (1)
-2231.66 resist2 -0.48 to -0.36 (2)
-2213.90 pstdev 16.31 to 17.16 (23)
-2202.16 high-close 7.10 to 41.74 (25)
-2188.73 big_pslice 297.28 to 327.87 (18)
Date(ymd): 010910
Average Gain: -1392.70
Group Stdev: 248.55
Market Focus: 1.6+1.9
(0.00000, 0.00000)
Market Focus5: 1.1+0.9
p = n = r = 1, period = 30

Non-risk-adjusted data...indicators are current at the close of Sep 10, the losses (red) are from the next session (sep 17)

Top Gaining Groups
-649.84 vskew -0.73 to -0.20 (1)
-696.63 momentum -6.11 to 1.84 (9)
-703.20 stdev 0.00 to 0.01 (1)
-713.97 vstdev 0.00 to 5.08 (1)
-768.37 industry 88.83 to 93.67 (9)
-779.37 pstdev 0.00 to 5.49 (1)
-860.39 move_ave5 -0.01 to -0.00 (8)
-900.55 move_ave5 -0.00 to 0.01 (9)
-911.00 1monthgain 2.18 to 6.19 (9)
-912.01 mov_ave100 -0.05 to -0.03 (6)
Losing Groups
-2267.28 move_ave5 -0.33 to -0.07 (1)
-2166.38 gain2 -21.89 to -4.91 (1)
-2113.71 momentum -98.49 to -52.92 (1)
-2099.31 1monthgain -21.26 to -14.57 (2)
-2014.06 mov_ave100 -0.77 to -0.29 (1)
-2006.56 gain3 -28.83 to -5.05 (1)
-1998.36 gain1 -30.07 to -4.26 (1)
-1993.18 vave -26.97 to -10.07 (1)
-1982.06 mov_ave20 -0.43 to -0.14 (1)
-1976.60 pstdev 14.63 to 16.76 (9)

 

 

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