The Reality of Relative Strength Based Trading with Linda Raschke
Summary
TLDRExperienced trader Linda Raschke explores the concept of relative strength in trading, outlining strategies for maximizing profits by identifying market leaders and laggards. She discusses the importance of understanding market environments, differentiating between momentum-driven and mean-reverting conditions, and choosing appropriate strategies for each. Linda emphasizes never averaging down, being cautious with position sizing, and the critical role self-discipline plays in trading success. She shares insights on using tools like rate of change and oscillators to stay ahead in trend-following or contrarian strategies. Her advice includes doing thorough nightly preparation, maintaining focus on simplicity during the trading day, and being adaptable to changing market trends. Linda also underscores the importance of traders conducting their own research independently to build successful strategies.
Takeaways
- 📈 Focus on maximizing profits by identifying market leaders and laggards.
- 🔄 Understand changes in market environments and adapt strategies accordingly.
- 🚫 Never average down in trades; it’s a crucial rule.
- 💡 Use tools like rate of change and oscillators for trading insights.
- 🧘♀️ Self-discipline is crucial for successful trading.
- 📝 Do evening preparations to set up for the next trading day.
- 👏 Conduct independent research to strengthen your trading approach.
- 📉 Be cautious of trading range markets as they often mean revert.
- ⚖️ Balance position sizes to avoid unnecessary risk and fear.
- 🧠 Stay aware of the relationship between price actions and indicators.
Timeline
- 00:00:00 - 00:05:00
The initial discussion focuses on strategies for maximizing profit in trading by analyzing pre-existing conditions leading to trends. It emphasizes not getting caught by averaging, trading too small, or too big. Introduction to Linda Raschke, a market expert, speaking on relative strength and the Janus factor.
- 00:05:00 - 00:10:00
Linda discusses the concept of relative strength, noting how leaders outperform until a certain point depending on market environments. She emphasizes the importance of look-back periods which affect group compositions in trading, noting her evolution from short-term momentum trading to understanding broader market structures.
- 00:10:00 - 00:15:00
She explains the broader application of relative strength in commodities and indices, stressing its utility in strong market environments driven by positive feedback loops. Additionally, she touches on contrarian strategies for trading ranges and the rising popularity of short-term strategies among day traders.
- 00:15:00 - 00:20:00
Linda delves into momentum environments and feedback loops, exhibiting how the convergence between leading and lagging stocks can signal shifts. She relates how the Janus Factor quantifies these changes by tracking spreads between leaders and laggards in different market conditions.
- 00:20:00 - 00:25:00
She illustrates observing market behaviors during spread changes, utilizing various look-back periods for different trading goals, such as identifying institutional moves at the start of a quarter. She explains the significance of a six-month look-back for picking steady investment candidates with likely continued outperformance.
- 00:25:00 - 00:30:00
Linda introduces the dual nature of markets through the Janus metaphor, highlighting the vacillation between trend following and contrarian modes. The year’s environment affected by momentum decline is discussed, touching on how to adapt strategies during contrarian periods to buy at trading range lows and sell at highs.
- 00:30:00 - 00:35:00
Expanding on Janus, Linda stresses the importance of distinguishing market environments and aligning strategies accordingly. She acknowledges her strengths as a contrarian trader while discussing the benefits of reading Gary Anderson’s work to understand dual market behaviors and relative strength better.
- 00:35:00 - 00:40:00
Discusses Gary Anderson's relative strength spread method, explaining it involves identifying top and bottom stocks, averaging changes, and noting D and D+1 changes. Provides insight into adaptation from historical precedents, highlighting mean reversion periods like the 1930s where trend following failed.
- 00:40:00 - 00:45:00
The 2022 market dynamics are described, noting reduced momentum despite seeming trends. Techniques of buying at trend lows and selling highs are reinforced, drawing examples from past market behaviors and the significance of recognizing mean reversion periods to avoid trend pitfalls.
- 00:45:00 - 00:50:00
Linda transitions to how shifts in positive feedback patterns affect trade strategies using historical data. She illustrates trading techniques, mentioning consolidation needs and identifying optimal trade times using sentiment analysis and predetermined conditions for entering and exiting trades.
- 00:50:00 - 00:55:00
Linda shares how developing positive and negative feedback techniques helped her switch from counter-trend to trend-based strategies. She notes that adjustments made for stronger market moves increased profitability, including learning from setback experiences and ensuring not to average losses.
- 00:55:00 - 01:00:00
She elaborates on tracking strategies using technical markers like momentum oscillators and rate of change tools, emphasizing practical adjustments to fit market conditions. The parallel to historical trader behaviors is explored in developing risk management strategies and adapting to market changes.
- 01:00:00 - 01:05:00
Discusses two main feedback concepts—positive for trends and negative constituting trading ranges, using them to identify trading days. She emphasizes the importance of self-discipline, staying alert to current market conditions, and using practical techniques like trend day identification.
- 01:05:00 - 01:10:00
Linda cautions against overcomplicating trading setups, stressing applying consistent processes and attention to market indicators. Personal anecdotes of how different periods affected trading strategies highlight the evolution and refinement of her trading approach to remain effective.
- 01:10:00 - 01:15:00
She answers queries on risk management and routine setup, sharing insights into order entry discipline and preparation processes derived from experience. Emphasis is on balancing aggression and caution in trading decisions, ensuring risks are manageable while optimizing opportunities.
- 01:15:00 - 01:23:56
In closing, Linda advises against common pitfalls like trading on emotions or news biases, advocating for personalized work and disciplined strategy refinement. Offers resources for continuing education in relative strength, echoing the need for consistent practice and situational awareness in trading.
Mind Map
Video Q&A
Who is the main speaker in the video?
Linda Raschke, an experienced trader and Market Wizard.
What is the primary topic discussed by Linda?
Linda discusses the concept of relative strength in trading and the Janus Factor.
What is relative strength in trading?
Relative strength compares the performance of a stock or market to a benchmark, identifying leaders and laggards in a bullish trend.
What trading principle does Linda emphasize regarding entering trades?
She emphasizes never averaging down and being mindful of position size to avoid errors.
How does Linda suggest traders should prepare for trading days?
She suggests doing nightly homework and having a simple, consistent preparation process.
What does Linda say about trading environments?
Different strategies might be needed in different market environments, such as trend-following in bullish markets and contrarian strategies in trading ranges.
How does Linda view trading range markets?
She considers them mean-reverting with negative feedback loops, where laggards might perform better than leaders.
What tools does Linda use for trading analysis?
She uses a variety of tools such as rate of change and oscillators to assess market trends and feedback loops.
What does Linda say about the importance of doing your own work?
She stresses the importance of traders doing their own research and not relying on others’ opinions.
How does Linda adapt her trading over the years?
She adjusts her strategies according to market environments and warns against using excessive leverage.
View more video summaries
Mistakes TO AVOID when writing
How Artificial Intelligence is Changing the World | Faith Nation - August 14, 2024
The Rise and Fall of Old Monk | Business Case Study
The stunts are unreal!!! First time watching Mission Impossible Ghost Protocol movie reaction
Was starting a product business a mistake?
The 10 Most Important Human Values - Fearless Soul
- 00:00:00we want to be mindful about how do we
- 00:00:01make the most amount of money in the
- 00:00:03least amount of time the relative
- 00:00:05strength between the winners and the
- 00:00:07losers increases that means that our
- 00:00:09basket shows that the leaders continue
- 00:00:12to outperform and continue to outperform
- 00:00:14really try to do is concentrate on the
- 00:00:16pre-existing conditions that may lead to
- 00:00:19a trend Aid relationships that's so
- 00:00:22essential for good trading what is price
- 00:00:25doing relative to an indicator what is
- 00:00:27price doing relative to a certain Market
- 00:00:29environment
- 00:00:30and you know you're going to get closer
- 00:00:31to a top when they start scraping the
- 00:00:33bottom of the barrel to look for the
- 00:00:34dogs that haven't moved never get caught
- 00:00:36into averaging never never never that's
- 00:00:38my Golden Rule don't trade too small
- 00:00:41because you'll be ridiculously sloppy
- 00:00:42and and don't trade too big because
- 00:00:44you'll just make unforced
- 00:00:46[Music]
- 00:00:50errors we've got a real treat uh we've
- 00:00:53got Linda rashy Market Wizard and
- 00:00:55experienced Trader uh who's going to be
- 00:00:57talking about relative strength and the
- 00:00:58Janus Factor Linda it's a real pleasure
- 00:01:01to have you as a part of uh the
- 00:01:03conference so thank you so much for
- 00:01:04taking the time and yeah this is this is
- 00:01:06one I've been really looking forward to
- 00:01:08so I'm really excited to get
- 00:01:10going well I know I've got a captive
- 00:01:12audience because the Market's just
- 00:01:14opened so I'm sure everybody's looking
- 00:01:16at their screens but uh thank you very
- 00:01:18much for having me on it's an honor to
- 00:01:20be here and you had such a wonderful
- 00:01:22lineup of guests and from what I
- 00:01:25understand excellent attendance so of
- 00:01:27course every presenter likes in audience
- 00:01:30to deliver to and uh let me just say
- 00:01:33there's only so much that I can cover in
- 00:01:36a 45 to 60 Minute
- 00:01:39presentation but hopefully I'll put some
- 00:01:42good ideas in your head here as to the
- 00:01:45current environment that we're in and um
- 00:01:48different ways of thinking about
- 00:01:50relative strength okay because
- 00:01:53everybody's heard for years about how
- 00:01:55the relative strength leaders outperform
- 00:01:57and outperform and outperform until they
- 00:01:59don't don't outperform so we're going to
- 00:02:02look at the types of environments that
- 00:02:04they don't outperform as well as as you
- 00:02:08all know relative strength is a function
- 00:02:11of your look back period so if I'm just
- 00:02:13looking back one day I'll get a
- 00:02:15completely different subgroup than I
- 00:02:19will looking at a six-month look back um
- 00:02:22my my initial knowledge of relative
- 00:02:26strength was really my weak point
- 00:02:28because I
- 00:02:30um was trading more as a short-term uh
- 00:02:34Trader off of momentum factors but
- 00:02:36that's a little bit different than the
- 00:02:38relative strength you know Market
- 00:02:39structure and so forth and I was one of
- 00:02:43those people I I started off on the
- 00:02:45floor the Pacific Stock Exchange back in
- 00:02:481981 and I was always the one sucker
- 00:02:51that would buy the dogs because they
- 00:02:52hadn't moved yet and guess what they
- 00:02:55still wouldn't move until if I sat on
- 00:02:57them for three years maybe they'd be up
- 00:02:59a fraction there so obviously I was very
- 00:03:03um ignorant on some of these principles
- 00:03:06and then I was a member of or am a
- 00:03:08member of APTA the American Association
- 00:03:11of professional technical analysts if
- 00:03:14you have been in the markets for seven
- 00:03:16years you two can qualify for this
- 00:03:18prestigious group and I heard a
- 00:03:21presentation uh by George shade and he
- 00:03:23was talking about all of his work on
- 00:03:25relative strength now George shade has
- 00:03:27been an experienced Market participant
- 00:03:30for 50 years so uh I always love to
- 00:03:34default to the people that have the most
- 00:03:36experience and he started talking about
- 00:03:39how with these look backs obviously he
- 00:03:41wasn't talking about short-term trading
- 00:03:44per se but in terms of candidates for
- 00:03:47the Investment Portfolio and he said
- 00:03:50that the absolute worst look back period
- 00:03:54was one month or four weeks and the
- 00:03:57optimal look back period was was six
- 00:04:00months and so I started playing around
- 00:04:03with different look back F you know
- 00:04:05periods and I'm going to show you the
- 00:04:07pros and cons of of using this in
- 00:04:10different ways to capture different
- 00:04:12types of things and then we're going to
- 00:04:15wind down and we're going to put it into
- 00:04:17the context of Gary Anderson's work on
- 00:04:20the Janis Factor if you don't know his
- 00:04:24work he won the Charles da award in 2003
- 00:04:28which is quite prestigious award for his
- 00:04:30original paper on the Janus factor and
- 00:04:33then he came out with a book in 2012
- 00:04:36it's not a very long book but it'll fill
- 00:04:39in so many holes and gaps in your
- 00:04:42knowledge and approach to the markets if
- 00:04:45you have not read it so I'll show you
- 00:04:47the name of the book and few
- 00:04:49recommendations at the end of this so
- 00:04:52moving on
- 00:04:54here I need to find my trusty little
- 00:04:57arrow okay just in general this is a
- 00:05:00general commentary because most people
- 00:05:03when they think of relative strength
- 00:05:05rightly so it refers to momentum trading
- 00:05:09and investing where a stock outperforms
- 00:05:11a benchmark now we can do the same thing
- 00:05:14with commodities and commodity indices
- 00:05:16and see what's outperforming the
- 00:05:18relative strength and we can use any
- 00:05:21Benchmark I use the SMP 500 but if you
- 00:05:24wanted to use the NASDAQ or the NYSC you
- 00:05:28can play around with different they'll
- 00:05:30all pretty much come up with a similar
- 00:05:33group of the leaders and the laggards
- 00:05:36okay and the thesis behind relative
- 00:05:38strength is that in a momentum type of
- 00:05:42environment which is going to be um
- 00:05:46generated by a positive feedback type of
- 00:05:49system which we'll look at the trend is
- 00:05:53going to outperform and in positive
- 00:05:56feedback and momentum that is what
- 00:06:00generates a trend okay so in a nice
- 00:06:03uptrending bull market making new highs
- 00:06:06you are going to have good positive
- 00:06:08feedback and obviously a trend and you
- 00:06:12can see the type of environment that we
- 00:06:14have been in for the last uh year and a
- 00:06:17half exception of just a few stocks it's
- 00:06:19been fairly flat sideways market and so
- 00:06:24we'll look at some of the uh little
- 00:06:25traps in that type of environment so
- 00:06:28it's not only depend on the market on
- 00:06:30the look back period but the market
- 00:06:34environment and it's most useful in a
- 00:06:36strong Market it exhibits the
- 00:06:38characteristics of positive feedback so
- 00:06:40we can have this positive feedback
- 00:06:43phenomena in a downtrending market as
- 00:06:46well okay so um obviously contrarian
- 00:06:50strategy in the trading range would be
- 00:06:53where the laggards are bought at the
- 00:06:55bottom of the range and then outperform
- 00:06:58the Le ERS um which is something that
- 00:07:01most people don't consider these types
- 00:07:03of environments because we have been in
- 00:07:07such a steady strong bull market which
- 00:07:10has been coming to an end so we need to
- 00:07:13sort of adjust our thinking for
- 00:07:16strategies going forward um for really
- 00:07:20aggressive short duration stock Traders
- 00:07:23and this is not my style but I see it
- 00:07:25amongst some friends and um most of them
- 00:07:28are very very shortterm duration they
- 00:07:31could even be just day Traders with the
- 00:07:33use of weekly options and daily options
- 00:07:36you can really capitalize on some of
- 00:07:38these things but I'm sure you guys are
- 00:07:41familiar with these strategies looking
- 00:07:43for what is the largest percent Gap up
- 00:07:45on the opening the largest five minute
- 00:07:48bar off the opening perhaps you could
- 00:07:50incorporate a volume component in there
- 00:07:53the largest 15minute gain from the
- 00:07:56previous day's higher close in terms of
- 00:07:58a percent AG wise and so these
- 00:08:01strategies have become so well known and
- 00:08:04everybody scour them in the pre-market
- 00:08:07that you have to be very Nimble and uh
- 00:08:10not shy about pulling that trigger
- 00:08:12pretty quickly and so uh also being
- 00:08:16quick to exit if you are in a non-f
- 00:08:19follow through Market because you'll see
- 00:08:20that all the trend will Peter out at the
- 00:08:23end of the Europe um Europe close and
- 00:08:26you have to be really mindful if you are
- 00:08:29using using options as one of your
- 00:08:30trading vehicles and I'm sure all of you
- 00:08:32have experienced that that trade uh
- 00:08:35these little hot potato options so we're
- 00:08:37all I'm going to spend more time on
- 00:08:39looking back with a longer duration
- 00:08:42we're not going to concentrate on all
- 00:08:44these shortterm tricks um because I
- 00:08:48think that so many of you are familiar
- 00:08:51with them I want to bring something new
- 00:08:53to the table just by introducing some of
- 00:08:56Gary Anderson's work okay
- 00:09:00um the reviews okay this is a difference
- 00:09:04between the main thesis of Gary Anderson
- 00:09:07is the difference between the positive
- 00:09:10environment feedback loops and the
- 00:09:13momentum is calculated by the spread
- 00:09:16between the basket of leaders and a
- 00:09:19basket of laggards and I will show you
- 00:09:21exactly how to do that so for example we
- 00:09:25have been in a downtrending moment
- 00:09:29momentum environment I know it sounds
- 00:09:31like a mouthful in an uptrend okay but
- 00:09:34what's what's happened is that the um
- 00:09:38spread between the leaders and the
- 00:09:40laggards has been converging because of
- 00:09:43this type of environment so normally we
- 00:09:47would be in a contrarian type of mode
- 00:09:49looking to buy the shares just coming
- 00:09:51off of bases at the lower end of the
- 00:09:54trading range and a perfect example of
- 00:09:57this is on Friday when we actually saw
- 00:10:01the laggards Jump by
- 00:10:045.7% I and the leaders Rose 6% so we
- 00:10:09really need to figure out where are we
- 00:10:11going to get the most bang for our buck
- 00:10:14I mean on a day like Friday and the day
- 00:10:17before you could practically throw darts
- 00:10:19at a dart board and anything's going to
- 00:10:21go up but we want to be mindful about
- 00:10:24how do we make the most amount of money
- 00:10:27in the least amount of time and that's
- 00:10:29going to be your selection of markets to
- 00:10:32trade okay so I'm going to go back to
- 00:10:35showing you at the lowest end of the
- 00:10:38range a one-day look back period And I
- 00:10:41use trade station and you can see I have
- 00:10:44a nice grid here of three different
- 00:10:48relative strength look back back periods
- 00:10:50and each of them serves a different
- 00:10:53purpose so I have a longer term look
- 00:10:56back period of 120 days and then I have
- 00:11:00a middle column here intermediate and
- 00:11:02I'll explain exactly how I use that and
- 00:11:05then of course this is our uh one day
- 00:11:09and you can actually see this in the
- 00:11:11middle of the day very very clearly um
- 00:11:15uh and uh I think caterpillar was one
- 00:11:17that just boom shot up to the top of the
- 00:11:19list on Friday so I just want to show
- 00:11:22you what that looks like because you can
- 00:11:25see here I have a weekly chart and a
- 00:11:28daily chart so any look back period with
- 00:11:31longer than three four days of duration
- 00:11:34is not going to capture these things so
- 00:11:37I like that one day look back period
- 00:11:40when we're just starting to see a move
- 00:11:43and what we see here is a classic
- 00:11:45example of a lagard of sorts um catching
- 00:11:51the bid and outperforming you can see
- 00:11:53dish Macy's the Russell uh you know Lulu
- 00:11:57of course was a unique sit situation but
- 00:12:00caterpillar so these were all the shares
- 00:12:03that outperformed the snps on Friday by
- 00:12:06a significant amount and that's what we
- 00:12:09really want where are we going to get
- 00:12:11our you know our
- 00:12:13outperformance so this column right here
- 00:12:16is our one day relative strength and
- 00:12:18usually I I use all three of them when I
- 00:12:21look at these at night I'll just kind of
- 00:12:23scroll through all three of them and
- 00:12:25maybe you don't want to buy the opening
- 00:12:27on Monday but then we can put this on
- 00:12:29our watch list and that's a good way to
- 00:12:32go about doing it so this was the slide
- 00:12:35I've I just went over on how Friday the
- 00:12:39laggards jumped significantly and that
- 00:12:42is indeed signs of a trading range type
- 00:12:46of environment or negative feedback
- 00:12:49loops and that is a counter Trend it
- 00:12:53puts a damper on some of the upside
- 00:12:55momentum functions not that we can't
- 00:12:58have a bull market we could even go up
- 00:13:00and and um go and retest the high we can
- 00:13:04even look above the high on the Dow but
- 00:13:06it's just saying that as long as that
- 00:13:08spread between the laggards and the
- 00:13:11leaders is starting to converge you are
- 00:13:14going to get more bang for your buck on
- 00:13:17those little dogs there so the middle
- 00:13:22column that I showed you here I'm going
- 00:13:24to go back I don't know why this is
- 00:13:26skipping over this stuff here okay
- 00:13:29this middle column here I have set to um
- 00:13:33I use the last cycle low and so that is
- 00:13:37a a oscillator low on the snps and that
- 00:13:41always gives a good definition of it and
- 00:13:44so it was 21 days just looking back you
- 00:13:48can see the the cycle in the NASDAQ and
- 00:13:50the
- 00:13:51snps and so this is just sort of
- 00:13:55interesting you don't want to
- 00:13:56necessarily buy this on day 21 but if
- 00:14:01you can identify a little cycle low here
- 00:14:05and start to do this scan on day three
- 00:14:08and day four and day five um those are
- 00:14:12the nice little hot potatoes that can
- 00:14:14give us much more than we're expecting
- 00:14:17and you can see as well we're in that
- 00:14:19environment that's not a momentum based
- 00:14:22environment where most of these shares
- 00:14:24Nidia of course has been hot to trot
- 00:14:26here but most of these shares s have
- 00:14:29been underperforming with a longer look
- 00:14:32back period maybe uh maybe uh 80% of
- 00:14:36these have been
- 00:14:37underperforming so that's one thing that
- 00:14:40we can do with that middle column set
- 00:14:42the look back period to the start of the
- 00:14:45cycle low on an index another trick I
- 00:14:49really like is to look at the start of
- 00:14:54the quarter and sometimes if I if I do
- 00:14:56it three days out four days out just a
- 00:14:59little weak period there at the start of
- 00:15:01the quarter what you will see it's going
- 00:15:03to pick up all the stocks that have the
- 00:15:06best institutional participation behind
- 00:15:09them and institutions are slow moving
- 00:15:12dinosaurs for the most part and they
- 00:15:16tend
- 00:15:17to adjust their strategies quarter by
- 00:15:20quarter by quarter so if you see things
- 00:15:22outperforming the first week of a new
- 00:15:25quarter it tends to outperform for the
- 00:15:29quarter so it's just a little caveat
- 00:15:31there um and let's see here this here is
- 00:15:37our traditional six Monon look back
- 00:15:41period so when you're looking for
- 00:15:44investment
- 00:15:45candidates in general it's not 100% but
- 00:15:49the shares that have been outperforming
- 00:15:51for the previous six months tend to
- 00:15:54continue to outperform so ge's been on
- 00:15:58my rate radar because it was actually
- 00:16:00outperforming in February and March you
- 00:16:03know if you had bought any time in this
- 00:16:05time period and stuck it in your
- 00:16:07portfolio it still made new highs there
- 00:16:10on Friday so that's kind of a longer
- 00:16:13term duration thing uh great for your
- 00:16:17IRA or a a separate holding account just
- 00:16:20to establish a little bit of a presence
- 00:16:23it may not generate the most beta but um
- 00:16:27or Alpha you know but it's steady and so
- 00:16:30it has lower draw Downs in general so
- 00:16:35let's just talk about this Janus here as
- 00:16:39a market metaphor because Janus was the
- 00:16:42Roman God of gates and doors represented
- 00:16:45by two opposing faces and this
- 00:16:49represents the duality of things the
- 00:16:51one-sided two-sided nature of things you
- 00:16:54know coin has two sides the metaphor of
- 00:16:58Jan explains the Dual nature of the
- 00:17:00markets and how the markets vacillate
- 00:17:03between these two different environments
- 00:17:05although one wouldn't think so the
- 00:17:08previous 10 years but um one is
- 00:17:12determined by the trend followers and
- 00:17:15the other has been the contrarian
- 00:17:18bargain hunters the trend followers have
- 00:17:20not been doing so Swank uh this year and
- 00:17:25I think some of the bargain hunters have
- 00:17:26caught a few gems
- 00:17:29that's just my opinion so I don't have
- 00:17:31any way of knowing for sure I never know
- 00:17:35for sure who is doing what and I see so
- 00:17:38many people fall into the Trap of oh
- 00:17:42they're going for the stops or oh it's
- 00:17:43the alos or oh kind of forcing a little
- 00:17:48bit of um story to the thing and I just
- 00:17:52find that that does not serve me and
- 00:17:54I've not really seen it ever serve
- 00:17:57anybody else else so always remember
- 00:17:59there's two sides to a coin but when we
- 00:18:03want to um let's see put this into the
- 00:18:06positive feedback the positive feedbacks
- 00:18:09the momentum and the acceleration and
- 00:18:12yes no doubt we did see that Nidia but
- 00:18:15Nvidia does not make the whole Market
- 00:18:18either okay so we are going to look at
- 00:18:21how we use a basket of the top 10% of
- 00:18:25shares in our database and the bottom 10
- 00:18:28% of shares in our database and keep our
- 00:18:31database fairly small two to 300 shares
- 00:18:35and they we're going to take the spread
- 00:18:36between those so nid of course would be
- 00:18:39a contributing factor but uh we'll see
- 00:18:43surprisingly how many of the laggards at
- 00:18:46the bottom range have been coming to
- 00:18:48life one by one so when there is
- 00:18:51positive feedback what tends to happen
- 00:18:54is the relative strength between the
- 00:18:57winners and the losers increases that
- 00:18:59means that our basket shows that the
- 00:19:02leaders continue to outperform and
- 00:19:04continue to outperform and you know
- 00:19:06you're going to get closer to a top when
- 00:19:08they start scraping the bottom of the
- 00:19:10barrel to look for the dogs that haven't
- 00:19:12moved which is still a mistake whoops
- 00:19:16but I'm going to just go back here and
- 00:19:18by the way all my slides will be
- 00:19:20available for you so if you want to go
- 00:19:22back and review something not a problem
- 00:19:27um
- 00:19:30so the direction of the momentum can be
- 00:19:34up or down that's the widening of that
- 00:19:36spread and we see the same thing to the
- 00:19:39downside where these laggards get hit so
- 00:19:43much further than the leaders so that
- 00:19:45spread widens once again when that
- 00:19:49spread starts to converge and we've
- 00:19:51actually seen that for the last uh you
- 00:19:54know 16 months that represents a form of
- 00:19:58rotation which is most likely in a
- 00:20:00trading range all right but the
- 00:20:03increasing momentum is really what
- 00:20:06drives the trend sorry about that I've
- 00:20:09got a little Twitchy Mouse here I
- 00:20:12thought I had to feed him some cheese
- 00:20:14okay so yes when the spread is
- 00:20:17decreasing there's rotation when that's
- 00:20:20increasing you've got upside uh Trend or
- 00:20:24downside Trend um so there is the
- 00:20:27there's the gist of it and uh again when
- 00:20:31there is positive feedback the direction
- 00:20:34of the momentum which is the periods
- 00:20:36that are moving the market so for
- 00:20:38example in
- 00:20:412022 um we saw a directional bias to the
- 00:20:45downside obviously but there were
- 00:20:47periods of positive feedback during that
- 00:20:50period so just be mindful about that so
- 00:20:54now we're going to look at how Gary
- 00:20:57calculated
- 00:20:58his relative strength spread and I think
- 00:21:01it's a genius idea and of course
- 00:21:04everybody can do their own variations on
- 00:21:07this and that's the whole point if you
- 00:21:09hear somebody in this conference
- 00:21:12suggests an idea you can take that same
- 00:21:15idea and say well can I express it this
- 00:21:18way can I quantify it that way I'll show
- 00:21:20you another way that I quantify it but
- 00:21:23it's really you know don't take any of
- 00:21:25this as gospel play around with it and
- 00:21:27make it your own so to find out whether
- 00:21:31the relative strength environment is
- 00:21:33working first we're going to identify
- 00:21:35the strongest and the weakest stocks as
- 00:21:38a day D and then the changes in each set
- 00:21:43the changes in the leaders and the
- 00:21:45changes in the laggards are averaged and
- 00:21:48then they're recorded for the following
- 00:21:51day or D plus one so forward changes for
- 00:21:54each set are cumulated and then the
- 00:21:58specific stocks that rank among the
- 00:22:01strongest and weakest may vary daily but
- 00:22:04you'll find it doesn't matter when
- 00:22:06you're looking at a basket of 20 to 30
- 00:22:09stocks so this method provides a
- 00:22:12continuous updating of the forward
- 00:22:15performance of the relative strength
- 00:22:17leaders and lagers and you can do this
- 00:22:19just once a week it's not something that
- 00:22:21you have to do every single night
- 00:22:24because the look back periods that we're
- 00:22:26going to use are um you can see here the
- 00:22:30relative strength limited to the top
- 00:22:3210% we're going to use a five Monon look
- 00:22:36back period for the lagard so that does
- 00:22:39not change as often and a three-w week
- 00:22:42look back period for the leaders so uh
- 00:22:46you want to update the this on a weekly
- 00:22:49basis because these changes can happen
- 00:22:53quickly Gary by the way puts out a
- 00:22:56newsletter and I'll give you all the the
- 00:22:58information for that and it only comes
- 00:23:00out once a month and his client base is
- 00:23:03institutional mutual funds you know
- 00:23:06hedge funds uh that type of group so you
- 00:23:09don't want to be making decisions when
- 00:23:12you're running you know half a billion
- 00:23:14dollars you know on too short of a time
- 00:23:17frame so that's sort of his wheelhouse
- 00:23:20there but let me just give you some food
- 00:23:23for thought here okay there we go this
- 00:23:28is an example of negative feedback
- 00:23:30environment meaning mean reversion and
- 00:23:33everybody is familiar with Jesse
- 00:23:35livermore's name along with uh some of
- 00:23:39the others Levy Rich um was a a Pioneer
- 00:23:42with relative strength so the 1930s
- 00:23:46experienced significant mean reversion
- 00:23:49there was no uptrend to the to the um
- 00:23:53spread and uh this was a period driven
- 00:23:55by negative feedback and risk adverse
- 00:23:59contrarian Traders I can't imagine why
- 00:24:02after the 20s but during those years
- 00:24:05there were five separate months where a
- 00:24:08trend following strategy would have lost
- 00:24:10over
- 00:24:1240% so that's pretty harsh each instant
- 00:24:16came as the market Rose
- 00:24:18substantially trapping Jesse Livermore
- 00:24:22and he was forced to declare bankruptcy
- 00:24:24yet again not that he wasn't a very
- 00:24:28Savvy Traer but he was essentially a
- 00:24:31one-trick pony which is going to bring
- 00:24:34us at the end to why we need to adjust
- 00:24:37our strategies in certain environments
- 00:24:40so there's very few single methods or
- 00:24:45strategies that we can apply through all
- 00:24:48these varying conditions so always be
- 00:24:52aware of that you know right when they
- 00:24:53find the key it stops working right the
- 00:24:57key of the lock so this was the period
- 00:24:59you can see here in the 1930s and even
- 00:25:02into the 40s where there was no uptrend
- 00:25:06there was no downtrend it was a very
- 00:25:08flat period it was a mean reverting
- 00:25:10period sell the rallies buy the dips you
- 00:25:13know buy the dips sell the rallies right
- 00:25:15when you think there's going to be a
- 00:25:16breakout it's a trap etc etc so that
- 00:25:19would be an example of a chart and I
- 00:25:22used monthly data just because I wanted
- 00:25:24to compress that time period that Jesse
- 00:25:27liver got caught in now this is a chart
- 00:25:30courtesy of Gary Anderson and what we
- 00:25:33see is a little bit ironic it's kind of
- 00:25:36a paradox because since the start of
- 00:25:412022 momentum has been declining and I'm
- 00:25:45sure some of you felt this you know a
- 00:25:47month or two months ago with the
- 00:25:49contraction in the daily ranges I always
- 00:25:53calculate the dollar value for the daily
- 00:25:55ranges on the Futures that that I trade
- 00:25:59and it's just it's just been going down
- 00:26:01down down if you were to plot a chart of
- 00:26:03the average true range probably because
- 00:26:07some of the money uh liquidity has been
- 00:26:10uh you know tempered a little bit by the
- 00:26:12FED but this is sort of interesting
- 00:26:15because you can see we had this
- 00:26:17continual downtrend which is a little
- 00:26:19bit deceptive because you think there
- 00:26:21was a downtrend in the market but it was
- 00:26:25not a momentum decline even though I'm
- 00:26:28sure it felt like that if you were
- 00:26:30getting long prematurely so I thought
- 00:26:34that was interesting of note we have
- 00:26:36seen these Trends in the direction of
- 00:26:41momentum persist for multiple years at a
- 00:26:44time so it does not mean that everything
- 00:26:46has to come to life and right now we are
- 00:26:50in that contrarian negative feedback
- 00:26:53type of loop um so what we want to do is
- 00:26:56buy at the lower ler end of the training
- 00:26:58range and sell at the upper end of the
- 00:27:01range and I'm not saying step in front
- 00:27:03of something like L like a Nvidia but I
- 00:27:07am saying that as you can see on
- 00:27:10Friday's action uh some of these little
- 00:27:14um laggards just grossly outperformed
- 00:27:18the leaders and uh so just be aware of
- 00:27:21that um as a contrarian and I'm a better
- 00:27:25contrarian Trader than I am a moment
- 00:27:27Trader frankly because that's just how I
- 00:27:30started off on the trading floor and it
- 00:27:31was very difficult to be on a trading
- 00:27:34floor and buy breakout so that is not my
- 00:27:37forte but we'll always be looking for
- 00:27:40the soldout issues that are ready to
- 00:27:43turn and this this does not mean like
- 00:27:45dog dogs that you know were uh High
- 00:27:48risers for the pandemic and then just
- 00:27:50crashed and burned and they're still up
- 00:27:52in Flames um but you know contrarian you
- 00:27:56looking at some of these oversold Dow
- 00:27:59shares that we saw they're good shares
- 00:28:02uh but they were just sold out and um
- 00:28:06you know uh they uh we we want to buy
- 00:28:09them before they pop not like after they
- 00:28:12pop on Friday but you should see that
- 00:28:13they should get some continuation in the
- 00:28:15trend here and uh I think that there's a
- 00:28:18chance that they can make back
- 00:28:2050% of their downtrend which would pull
- 00:28:24more money in because most of you know
- 00:28:26with the readings has been way way way
- 00:28:30too bearish for way way way too long so
- 00:28:32we have to figure out how uh the
- 00:28:34Market's going to pull in some of this
- 00:28:37money and I think that they feel safer
- 00:28:40buying these uh contrarian types of
- 00:28:43shares oh golly Jeepers okay so I'm just
- 00:28:46going to give you some quick resources
- 00:28:48before moving on this is Gary Anderson's
- 00:28:51book The Janis Factor Trend followers
- 00:28:54guide to Market dialectics and it was
- 00:28:56written in in
- 00:28:592012 and I find everything more relevant
- 00:29:03than ever um Equity PM is his newsletter
- 00:29:07and I think it's fairly reasonably
- 00:29:09priced at any rate you can go to his
- 00:29:11website Gary Equity pm.com I want more
- 00:29:16people to be aware of his work and his
- 00:29:20research because it is so unique it's so
- 00:29:24unique that it was recognized as getting
- 00:29:27the Charles da award which is a very
- 00:29:30prestigious paper and um I have not seen
- 00:29:34hardly anything else written about this
- 00:29:36but I do feel if you read his book it
- 00:29:39will fill in a missing Gap or hole in
- 00:29:44your knowledge because we tend to be
- 00:29:46very linear based in our approach to the
- 00:29:49markets these days um and by that I mean
- 00:29:53not using as much context as we should
- 00:29:57so so I think he'll just highlight that
- 00:29:59awareness and if you are a student of
- 00:30:01relative strength the number one book
- 00:30:04you really want to look at is Robert
- 00:30:07Levy's book the relative strength
- 00:30:10concept of common stock price
- 00:30:12forecasting so this is a classic and
- 00:30:16should be in every technician's library
- 00:30:20and if you're a Trader and I know that
- 00:30:22most of you trade stocks uh and um so I
- 00:30:27think this would be a valuable addition
- 00:30:28for you to pick up as an aside since
- 00:30:32I've quoted Gary multiple times he is a
- 00:30:35woff efficient AO woff adds a lot of
- 00:30:39structure to the market as well and he
- 00:30:42has been in the markets for 45 years
- 00:30:46he's been a principal of Anderson and
- 00:30:48low which he formed in
- 00:30:491990 and his advisoring services are um
- 00:30:54subscribed to by a very International
- 00:30:56clientele so he's got a lot of
- 00:30:59credentials and credibility there so
- 00:31:02moving on now I am going to show you
- 00:31:06some other ways that I have always
- 00:31:08viewed this positive feedback and this
- 00:31:12negative feedback especially since I was
- 00:31:15originally coming from even though I
- 00:31:17started on the options floor doing
- 00:31:20stocks uh 10 years later I gravitated to
- 00:31:23doing mostly Futures most of the things
- 00:31:26I talk about I have to consider true
- 00:31:30principles of price Behavior meaning
- 00:31:33that they will work on stocks equally as
- 00:31:35well as Futures but you all know they
- 00:31:38have their own unique little subtle
- 00:31:41nuances especially when it comes down to
- 00:31:44noise and most stocks tend to be much
- 00:31:47noisier than Futures so this is a little
- 00:31:51thing down here that I plotted for you
- 00:31:54and actually I put this in the in the uh
- 00:31:57book that trading sardines book that I
- 00:31:59did as an example of what I did in you
- 00:32:04guys are going to laugh it was in the
- 00:32:06late uh
- 00:32:081980s and the early
- 00:32:111990s and at that time in the late 1980s
- 00:32:15the oex options were the thing to trade
- 00:32:19they were very hot they were liquid um
- 00:32:22you know this was course uh in the good
- 00:32:25old days and um what I would do is down
- 00:32:28here at the bottom you can see I've got
- 00:32:31assorted rates of change a three a four
- 00:32:35a five a six a seven period a nine
- 00:32:39period you can play with this and throw
- 00:32:41in whatever you want and you'll see that
- 00:32:44we have periods right here where all the
- 00:32:47rates of change pull on up that's your
- 00:32:50positive feedback mode and that's what's
- 00:32:53giving it go go go typically after after
- 00:32:57the positive feedback mode has ended
- 00:33:00you'll see this fragmentation here
- 00:33:03between all the different rates of
- 00:33:05change the longer term ones are still
- 00:33:08going up but the ones that are shorter
- 00:33:11have fallen and at this point right here
- 00:33:15when this spread is the widest that's
- 00:33:18when I would short straddles on the oex
- 00:33:21because it needs to
- 00:33:23consolidate and then you can see
- 00:33:25typically what happens we wound down
- 00:33:28this green here this is a hard to see
- 00:33:31green but it's an equilibrium point so
- 00:33:34this is typically the Market's process
- 00:33:37everybody tends to think of the best
- 00:33:40buying opportunities uh coming from
- 00:33:43oversold or overbought conditions and
- 00:33:45that's not always so a lot of times we
- 00:33:48have to wind down to these equilibrium
- 00:33:51points and if you are a student of
- 00:33:54Market profile you will understand
- 00:33:57understand exactly what I'm talking
- 00:33:58about by developing a high volume node
- 00:34:02or this um balance I think Jim Dalton
- 00:34:06calls it a balance period so in that
- 00:34:09balance period right in here we're
- 00:34:11starting to get our price bar overlap it
- 00:34:15tends to take three bars uh before you
- 00:34:18can say that a trend has come into
- 00:34:21balance and then it's susceptible to
- 00:34:24either continuation or reversal but we
- 00:34:27can say that the trend has ended and
- 00:34:30come into balance down here at which
- 00:34:33point in this case you can see we had a
- 00:34:35whole new positive feedback loop
- 00:34:38starting to the upside and then of
- 00:34:41course up here it had to consolidate and
- 00:34:44do choppy choppy so so easy in hindsight
- 00:34:48right you know okay but it doesn't
- 00:34:50always work that way real time
- 00:34:52especially when you look at it on your
- 00:34:54particular Market I just want you to see
- 00:34:56see this process it's a continuous
- 00:34:59process positive feedback
- 00:35:02consolidation wind down to that
- 00:35:05equilibrium point and it does tend to
- 00:35:07work on most markets now this is a minic
- 00:35:11cycle of what we were talking about with
- 00:35:14Gary's work but it's still utilizing the
- 00:35:17same concepts of different environments
- 00:35:20where different strategies work here
- 00:35:23we're in our counter Trend mode just
- 00:35:25because this is so
- 00:35:27fragmented you know you can uh buy dips
- 00:35:30sell rallies buy dips sell rallies or
- 00:35:33short premium this is a great
- 00:35:35environment that I like for shorting
- 00:35:37premium and I just make sure I take it
- 00:35:41back as these start to consolidate
- 00:35:45because then you're going to be ready
- 00:35:46for another rock and roll type of
- 00:35:49session and so now I'm going to
- 00:35:52introduce one more thing because this is
- 00:35:54my favorite tool that I use in trading
- 00:35:57Futures and we will see that it does
- 00:36:00work on stocks here were our little
- 00:36:03squiggly lines I swear you can never
- 00:36:05throw enough squiggly lines up on the
- 00:36:07charts and it's bound to you can see
- 00:36:09whatever you want to see in it but down
- 00:36:12here at the bottom in this green line I
- 00:36:14have the two period rate of change which
- 00:36:17is my main trading tool because it is
- 00:36:22slightly better signal to noise raer Rao
- 00:36:26than a one day rate of change okay so it
- 00:36:30just cleans out a little bit of the
- 00:36:32noise even though momentum just so you
- 00:36:34know is the noisiest indicator you can
- 00:36:37use it's really a lot like reading tea
- 00:36:40leaves so this here is a 310 oscillator
- 00:36:44the difference between a three period
- 00:36:46and a 10 period simple moving average
- 00:36:49with a 16 period smoothing line so we're
- 00:36:53smoothing the momentum here you can
- 00:36:56easily use a stochastic you could use a
- 00:37:00seven period stochastic with a percent
- 00:37:03like D3 or four and a 12 to 16 period um
- 00:37:08you know Slow line on the stochastic so
- 00:37:11uh multiple ways to skin a cat the most
- 00:37:14important variables in this model tend
- 00:37:17to be the trend of this slow line
- 00:37:21representing the trend of the momentum
- 00:37:24very analogous to price being above that
- 00:37:2720 period EMA and then the positive
- 00:37:31slope in the two period rate of change
- 00:37:34so we have all three slopes in the same
- 00:37:38direction it's pretty rare that you get
- 00:37:41more than two maybe three back-to-back
- 00:37:45days of positive feedback most positive
- 00:37:49feedback when I'm trading these futures
- 00:37:51for my purposes my holding time tends to
- 00:37:55be 2 and a half days days and then we
- 00:37:57might have a little reaction back and
- 00:38:00you can load the boat again if you feel
- 00:38:02so inspired so you also notice that when
- 00:38:05we're in this positive feedback mode for
- 00:38:08the most part it's going to lead to a
- 00:38:11trend day a range expansion day very
- 00:38:15important because as a
- 00:38:17Trader you know it's a burnout job after
- 00:38:21a while and you don't want to be trading
- 00:38:23little every wiggle and jiggle and so
- 00:38:26forth so what I really try to do is
- 00:38:28concentrate on the pre-existing
- 00:38:31conditions that may lead to a trend a
- 00:38:34and what you'll what you'll see is when
- 00:38:36the Market's in a consolidation as it is
- 00:38:39here I look at these pf3 down you see
- 00:38:43the negative slopes here in all three of
- 00:38:46these things the market is giving it
- 00:38:49everything it's thought to the
- 00:38:52downside hello
- 00:38:54doggy my dogs want to join the party
- 00:38:57okay it's giving it everything it's got
- 00:38:59to the downside and it's not leading to
- 00:39:02any range expansion the ball is entirely
- 00:39:05in the Bear's hands and they're fumbling
- 00:39:08it yet a little bit of a dinky trap look
- 00:39:11below that previous low and then right
- 00:39:13back up so uh that's my interpretation
- 00:39:17of it and the best thing I could suggest
- 00:39:19to you if you are interested in pursuing
- 00:39:21this is to do your own work and study I
- 00:39:26print out 20 charts of each Futures
- 00:39:29Market at the end of the year and just
- 00:39:31review the different patterns and the
- 00:39:34setups that led to the upside breakouts
- 00:39:37or downside and it's just an exercise
- 00:39:40for me now uh with the uh 10year notes
- 00:39:46Here slightly bit of a different
- 00:39:48environment but this is back in uh a few
- 00:39:51months ago I want you to see that um
- 00:39:56again this huge range expansion up those
- 00:39:59are the trend bars up and that's where
- 00:40:01you get your positive feedback and it's
- 00:40:04really rare once again that you get two
- 00:40:08or three days back to back of positive
- 00:40:11feedback so after I saw this one two I'd
- 00:40:14be looking to buy I buy H the Market's
- 00:40:17not giving me much okay I'll get out
- 00:40:19after a day or two you know okay
- 00:40:21positive feedback to the downside you
- 00:40:23can catch something for two or three
- 00:40:25days you know the whole point in trading
- 00:40:28is we don't have to be perfect on our
- 00:40:31entries or our exits all we need to do
- 00:40:35is to get the main idea right and we Far
- 00:40:39Over complicate things I do my best work
- 00:40:43just off of daily candle charts and of
- 00:40:46course I'll look at the shortterm uh
- 00:40:48intraday time frames after the Market
- 00:40:51opens you know and that's where I've
- 00:40:54always felt that that market profile
- 00:40:57work understanding the six or seven
- 00:40:59basic types of days is it going to be a
- 00:41:03double distribution day is it a little
- 00:41:05neutral day is it a you know all of
- 00:41:07these types of Concepts really serve you
- 00:41:11if you're a professional Trader you
- 00:41:13don't have to trade by them but just
- 00:41:15being aware of these different day types
- 00:41:19in context with maybe one or two little
- 00:41:22other indicators so here I wanted to
- 00:41:25show you something really fun this is
- 00:41:28another tool that I use God bless trade
- 00:41:31station because now everybody can have
- 00:41:34their radar scan functionality for free
- 00:41:39huh how many times do you get something
- 00:41:41for free they used to charge 90 bucks a
- 00:41:43month but now it's free so I have a scan
- 00:41:47and you might want to try this out where
- 00:41:50it says show me the new momentum highs
- 00:41:54with a 30-day look back period
- 00:41:56so it will catch things like this just
- 00:41:59coming to life okay the momentum
- 00:42:02precedes the price and then you see our
- 00:42:05pf3 is up are giving a steady Trend and
- 00:42:09our our Bears attempt to flush down is
- 00:42:13not now I want to point out one thing
- 00:42:17this is indicative of a long liquidation
- 00:42:21flush we don't have lower lows like
- 00:42:25Beyond any of these lows
- 00:42:26it's just a gentle soft correction so
- 00:42:30don't get caught up in that trap again
- 00:42:32this is putting momentum in a different
- 00:42:35type of context now of what is the
- 00:42:38market structure are we in an uptrending
- 00:42:43structure sometimes you can get these
- 00:42:45one or two day wash outs these flushes
- 00:42:47to the downside and they're little traps
- 00:42:50but if I see it coming out of this nice
- 00:42:53uh consolidation structure and it makes
- 00:42:56a new momentum High I am all uh over
- 00:43:00that and a lot of times you can just buy
- 00:43:02call spreads or however you want to
- 00:43:04trade it and then we made yet another
- 00:43:06new momentum highs don't get trapped in
- 00:43:10looking at the diverences with these
- 00:43:13things in most cases unless you're in a
- 00:43:15trading range now what do we see again
- 00:43:19look it it's trying to force itself to
- 00:43:22the downside and where is this little
- 00:43:26sucker now I can I've got trade station
- 00:43:29on one side and I've got cqg on the
- 00:43:33other side it's really for the
- 00:43:36redundancy but um okay so
- 00:43:41now look at this look at this here is
- 00:43:44your positive consolidation because the
- 00:43:49Bears are giving it everything they have
- 00:43:51to the downside here you can see this
- 00:43:54oscillator is correct in all of the The
- 00:43:57Fast and Slow line on my 310 oscillator
- 00:44:00a stochastic would be correcting and
- 00:44:03it's not getting anywhere this is such a
- 00:44:07strong signal so a lot of our processing
- 00:44:10as Traders is
- 00:44:13relationships that's so essential for
- 00:44:15good trading what is price doing
- 00:44:18relative to an indicator what is price
- 00:44:21doing relative to a certain Market
- 00:44:23environment so I just look out of the
- 00:44:26corner of my eye and General Electric is
- 00:44:29pushing
- 00:44:31106 but you wouldn't necessarily see
- 00:44:34that in advance that's the whole funny
- 00:44:37thing about the markets you can't look
- 00:44:39around the corner and predict but we can
- 00:44:43say this is not a top this is not
- 00:44:46distribution this is a consolidation
- 00:44:49with higher lows and higher highs and
- 00:44:53this is just going to explode again to
- 00:44:55the the upside so as you gain an
- 00:44:59experience okay you can better look at
- 00:45:02these
- 00:45:04relationships you know one price
- 00:45:06relative to an indicator One Price
- 00:45:09relative to the price at the start of
- 00:45:10the Year all of these types of
- 00:45:13relationships I think are way
- 00:45:15underestimated in their value okay I
- 00:45:19want to show you something else for fun
- 00:45:21since we're on my little wheelhouse here
- 00:45:24this is um using the slope of the 3 four
- 00:45:29five6 rate of change and I do believe I
- 00:45:32put all these squiggly charts this is
- 00:45:35this little indicator right here is just
- 00:45:38a three four five six period rate of
- 00:45:41change and if you want to be really
- 00:45:43clever you can calculate out the pivot
- 00:45:46at which point it will flip I just see
- 00:45:49it I I put my um arrows so that they pop
- 00:45:53up in the middle of the day not
- 00:45:54necessarily the close of the the day so
- 00:45:56I have time to evaluate it so here you
- 00:45:59can see the little arrows is when they
- 00:46:01were all flipping down all flipping up
- 00:46:04and we can use some useful tools like
- 00:46:08only do the buy signals in the direction
- 00:46:11of the trend or only do the sell signals
- 00:46:13but you can see some of these little
- 00:46:15buys generated some interesting uh
- 00:46:19short-term swing trades and so um that
- 00:46:22was uh so much fun with that now
- 00:46:25unfortunately you cannot trade
- 00:46:27everything so you have to settle on you
- 00:46:30know are you going to do the Futures are
- 00:46:32you going to have a basket of 20 stocks
- 00:46:34or you going to concentrate on one
- 00:46:35strategy across 200 stocks and this is
- 00:46:39everybody's personal journey in the
- 00:46:41markets so here I've got Nvidia because
- 00:46:45it was one of the stronger ones and you
- 00:46:47can see the little down arrows maybe led
- 00:46:51to one or two days follow through not
- 00:46:54very satisfying at all but if you bought
- 00:46:57every little flip up in the momentum in
- 00:47:00this uptrending market it did not catch
- 00:47:04it here instead it gapped way up there
- 00:47:07but that's just part of the game right
- 00:47:09guys it never does exactly what we
- 00:47:11wanted to do but it still worked and
- 00:47:14then I want to show you the flip side of
- 00:47:16the coin with the same arrows and the
- 00:47:18same little rates of change and now
- 00:47:21we're back into our trading range where
- 00:47:24we have the negative feedback and I just
- 00:47:27want you to note how many false signals
- 00:47:31you would have had or how whipsaw you
- 00:47:34might have had felt if you bought and it
- 00:47:36didn't have follow through and you sold
- 00:47:39and it didn't really have follow through
- 00:47:41and you bought and it didn't go and you
- 00:47:43sold and it didn't go and you bought and
- 00:47:45it didn't go you guys get the picture
- 00:47:47here so this is and then of course one
- 00:47:49stomping bad signal at the end this is
- 00:47:53why I think was it a Jessie Livermore
- 00:47:56made a quote about staying out of these
- 00:48:00flat narrow range sideways markets okay
- 00:48:04obviously he preferred the trend
- 00:48:07momentum type of plays but you can just
- 00:48:09see the entirely different range than
- 00:48:12what I sold before so it's it's a part
- 00:48:16common sense you know and another thing
- 00:48:20uh that Jesse Livermore said was even
- 00:48:22though he went bankrupt three times he
- 00:48:24did a lot of fabulous market analysis
- 00:48:27and quotes and observation and he said
- 00:48:31um don't try and basically guess the
- 00:48:33breakout you know let the market come to
- 00:48:36life don't go in and pick the direction
- 00:48:38at this point it's a useless exercise
- 00:48:42and so sometimes we can say um how can
- 00:48:46we save our resources how can we avoid
- 00:48:50taking marginal signals that's a very
- 00:48:52big part of the game because we only
- 00:48:54have limited energy and so we really
- 00:48:57need to be careful about narrowing these
- 00:49:00things down so um I put together a
- 00:49:04little slide of common pitfalls for
- 00:49:06Traders hey see that okay that was
- 00:49:09Richard's suggestion um it's hard for
- 00:49:13even me um I'm well seasoned to escape
- 00:49:18cognitive biases it just happens and
- 00:49:21there's so many different types of
- 00:49:23cognitive biases recency biases you know
- 00:49:27just getting influenced by somebody else
- 00:49:29there's everything under the sun and
- 00:49:33um that's a really important thing to
- 00:49:37keep in mind be aware of yourself how
- 00:49:40easy are you to flip on a market to
- 00:49:42trading to the long side when it's in
- 00:49:45called for or trading from the short
- 00:49:48side I know so many people that cannot
- 00:49:52trade gold from the short side okay so
- 00:49:55you know we all have our little uh fond
- 00:49:57you know pets and so forth but you
- 00:50:00really need to um get rid of those
- 00:50:02cognitive biases so when you're trying
- 00:50:05out something new just such as some of
- 00:50:08the things that I'm talking about always
- 00:50:11observe the results on a walk forward
- 00:50:14basis because our eyes tend to go
- 00:50:17selectively to the things that worked
- 00:50:19and you'll find if you program this
- 00:50:22stuff it picks up a lot more noise than
- 00:50:25you would have thought so your only
- 00:50:28thing is to try it out on a walk forward
- 00:50:31basis even if it's just for two to three
- 00:50:33weeks and then examine the Cons with a
- 00:50:37real conscious effort all the times that
- 00:50:39the strategy failed some of my best
- 00:50:42observations have come from looking at
- 00:50:44failed signals and what were the
- 00:50:46conditions in those failed signals so
- 00:50:48that's a probably the most useful tip I
- 00:50:51can give self discipline cannot be
- 00:50:55programmed
- 00:50:56Med and one of the things that Traders
- 00:50:59like to do is get ahead of the data try
- 00:51:03to see too many swings uh in advance
- 00:51:07especially in fast-paced markets and and
- 00:51:10we just end up seeing what we want to
- 00:51:12see and projecting what we would like to
- 00:51:16have happen so again try and stay in the
- 00:51:19moment try and live one data point to
- 00:51:22one data point even if you have a
- 00:51:25long-term swing trade that you're in
- 00:51:28you're always monitoring for signs of
- 00:51:30the loss of momentum or should we
- 00:51:33tighten up our stop at some point so
- 00:51:37don't try to see too far ahead um
- 00:51:40because that's not going to serve you
- 00:51:43and then lastly sorry about that do your
- 00:51:46own work okay such a such a strong
- 00:51:50statement because you know we all have
- 00:51:53different levels of experience
- 00:51:55and uh some things may work for me only
- 00:51:59because I've jotted down the data for so
- 00:52:01many years other things might work for
- 00:52:04other people some people are breakout
- 00:52:06Traders some people counter Trend
- 00:52:08Traders um so do your own work because
- 00:52:12if I am looking at something and I have
- 00:52:16it in my trading homework the night
- 00:52:19before I have a certain expectation as
- 00:52:22to how that market should behave if it's
- 00:52:26going to do what I'm thinking it can do
- 00:52:29and I'm very focused on trying to
- 00:52:31capture a trend day so at this point I'm
- 00:52:36pretty good at figuring out just two or
- 00:52:39three hours into the morning that it's
- 00:52:41not going to be a trend day all the
- 00:52:43pre-existing conditions were there but
- 00:52:46the volume didn't come in the groups are
- 00:52:49too uh you know segmented half up half
- 00:52:52down uh the breadth is too flat it's not
- 00:52:55going going to be a trend day and we
- 00:52:57didn't see that urgency of Supply demand
- 00:53:00in that first half hour because those
- 00:53:02imbalances are what really create a
- 00:53:05trend day but you're not going to get
- 00:53:08that same feel or knowledge if I'm just
- 00:53:10sending out a sheet to you and all of
- 00:53:12these could be Trend days and then you
- 00:53:13look at them and you put something on oh
- 00:53:15it didn't work that time you're not
- 00:53:17going to know it and you'll you'll just
- 00:53:19end up uh getting stopped out more often
- 00:53:22than you would wish so do your own work
- 00:53:24come up with your own thing I think
- 00:53:26that's one of the um learning curves
- 00:53:30that newer Traders
- 00:53:32underestimate is that they don't give a
- 00:53:36strategy enough time and they don't give
- 00:53:38it enough time to try different hats on
- 00:53:42are you going to be a breakout Trader
- 00:53:44are you going to be a momentum Trader do
- 00:53:46you like this short-term relative
- 00:53:48strength work and it just takes much
- 00:53:50longer than anybody thinks I had a
- 00:53:53friend who um you know he had sold his
- 00:53:58um engineering firm this is like many
- 00:54:00decades ago he's long past but he would
- 00:54:04his his cousin was the largest Trader in
- 00:54:06the gold pit at the time so he was
- 00:54:09always uh very enthralled with the
- 00:54:11markets and he would subscribe to a
- 00:54:15strategy like for example Steve Moore's
- 00:54:18seasonals or a volatility breakout
- 00:54:21system or this style and he would give
- 00:54:23it three months you know to really
- 00:54:27evaluate It ultimately he settled on day
- 00:54:32trading the snps and he was the one in
- 00:54:34that street smarts book that came up
- 00:54:36with the three little Indians uh pattern
- 00:54:39which is just three pushes at the end of
- 00:54:41a swing but it took him a long time to
- 00:54:44arrive at that once he feels comfortable
- 00:54:46with that that's all he did and that's
- 00:54:49where you really start to make the money
- 00:54:51is being consistent so a consistent
- 00:54:54process for your nightly preparation it
- 00:54:57will keep you from getting too impulsive
- 00:55:00the next day and you are the least
- 00:55:04biased if you do your homework after the
- 00:55:06markets are closed all right so be
- 00:55:09conscious about these types of things so
- 00:55:12just to summarize because we do want to
- 00:55:15have some time for questions here and I
- 00:55:17told Gary I would keep this or told
- 00:55:19Richard I would keep this under an hour
- 00:55:21so there's many ways to use relative
- 00:55:23strength but for short-term trades as
- 00:55:25well as string trades and portfolio
- 00:55:27positions you can greatly improve your
- 00:55:29results by finding a process that helps
- 00:55:32quantify that market environment or just
- 00:55:35pure observations studying examples in
- 00:55:37the past Gary Anderson showed us the way
- 00:55:40that he prefers to do it in his book
- 00:55:42with the relative strength leaders and
- 00:55:44laggards and the spread but there's
- 00:55:46multiple ways that you can quantify the
- 00:55:49level of noise in the market environment
- 00:55:52um gartly is another another classic
- 00:55:56technician that you should all study if
- 00:55:58you like the technicals because he
- 00:56:00contributed a lot with volume but he was
- 00:56:02one of the first to Pioneer relative
- 00:56:05strength work but he abandoned all his
- 00:56:08work in the 1930s and 40s because it
- 00:56:10stopped working remember that flat
- 00:56:13period there where Jesse Livermore went
- 00:56:15broke that was almost two decades where
- 00:56:17it just fell on its face but on the
- 00:56:20other hand Robert Levy the other fellow
- 00:56:22that you should definitely get his book
- 00:56:24said the historically strongest stocks
- 00:56:27produced the best future results and the
- 00:56:29weakest stocks preferred the worst and
- 00:56:33he was looking at the
- 00:56:351960s so take all that to heart and I've
- 00:56:39got plenty of time for questions thank
- 00:56:42you yeah great Linda thank you so much
- 00:56:45for for putting that together uh some
- 00:56:47extremely important points and I'm sure
- 00:56:48everybody watching got some great
- 00:56:50takeaways um we'll go ahead and start
- 00:56:52with a Q&A I've got some questions to
- 00:56:54kick things off
- 00:56:55but if anybody watching has some
- 00:56:56questions for Linda this is the perfect
- 00:56:58time to drop them in the chat I already
- 00:57:00see a few coming in here so we'll get to
- 00:57:02those in just a second uh but first see
- 00:57:04the chat uh if you go to the URL you can
- 00:57:08um if you'd like to no that's okay I'll
- 00:57:11rely on you all right all right cool um
- 00:57:14to kick things off um to your point of
- 00:57:16doing your work and also I I liked your
- 00:57:20uh your bit about you know each year you
- 00:57:23print out a chart of of all all the
- 00:57:25markets and really study it could you
- 00:57:27could you talk about um or or give any
- 00:57:29advice to traders who want to do that
- 00:57:32type of work study a process um do you
- 00:57:35have any advice for uh I guess having
- 00:57:38better deliberate practice in that sense
- 00:57:40and getting the most out of that and
- 00:57:42applying it to their
- 00:57:44training so interestingly when I was a
- 00:57:46member of the MTA I went to their annual
- 00:57:48conference which was in Santa Barbara at
- 00:57:50the time very nice place to be and heard
- 00:57:53a very powerful speech by by uh Frank
- 00:57:56hudin Frank excuse me Hank Pruden see
- 00:57:59this is what happens when I talk too
- 00:58:01long Hank Pruden was probably the
- 00:58:04world's top yof
- 00:58:06afficianado and his topic was doing your
- 00:58:10own work you know you are your best own
- 00:58:14best client you'll do your own work with
- 00:58:16closed doors and closed windows in other
- 00:58:19words isolated from all other opinions
- 00:58:21and distractions and then later I found
- 00:58:24out that this was put out first by wof
- 00:58:27okay that you need to do your own work
- 00:58:30free of all other input and
- 00:58:32distractions and um that's the first
- 00:58:36part of it the second part of it is I
- 00:58:39have logged numbers for ages uh I I had
- 00:58:43to stop about 10 years ago because I was
- 00:58:47getting a a problem with my joint in my
- 00:58:50thumb but since you can see my slide up
- 00:58:53I'll show you what I was was doing by
- 00:58:55hand probably for a good solid 30 years
- 00:59:01and uh see I can just this is pretty
- 00:59:04cool being on Zoom I can just slide this
- 00:59:07over assuming it comes up here Excel not
- 00:59:10responding okay yeah right now right now
- 00:59:13I still see oh there it is there it is
- 00:59:15it just came up yeah popped up so this
- 00:59:17is an Excel spreadsheet and I use a dll
- 00:59:20link to extract the data from cqg so you
- 00:59:24can do this with trade station several
- 00:59:26different software products you know
- 00:59:28suck the data out and then put it into
- 00:59:31someplace else so I would essentially
- 00:59:34write down let get the snps up here
- 00:59:38write down the closing price this is the
- 00:59:41two period rate of change the most
- 00:59:43important variable for me uh this was
- 00:59:46the pinball cell column we don't need
- 00:59:49that 5 SMA thing there and we don't need
- 00:59:53that oscillator thing this is just the
- 00:59:55closes above or below the five smas so
- 00:59:58you can see right now the snps have had
- 01:00:01five closes above the 5 SMA we can see
- 01:00:05this momentum reading of plus 100 is
- 01:00:09greater than all these other previous
- 01:00:11readings till we get down here um you
- 01:00:14can also see that uh you know there's
- 01:00:17several little subtle patterns here
- 01:00:20these two pf3 is up that I was talking
- 01:00:22about where I gave it everything you
- 01:00:24could to the upside we closed at
- 01:00:284215 and then we had to consolidate for
- 01:00:31two days actually three four five six
- 01:00:35seven before we caught a bit again so I
- 01:00:38used to do this for probably 25 markets
- 01:00:42every day and now you can see I just
- 01:00:45have it all in an Excel spreadsheet but
- 01:00:48what I did then was to consolidate this
- 01:00:52all onto one sheet here so so I can just
- 01:00:55print out this is just because we
- 01:00:57haven't started trading it um in these
- 01:00:59two markets the boons and the Dax they
- 01:01:01open up a little bit later same with the
- 01:01:03grains so I could put them all on one
- 01:01:06window but just to let you know I would
- 01:01:09write down every single one of these by
- 01:01:13hand and so I had to uh get creative
- 01:01:16here and uh find another way to do that
- 01:01:19the best way I look this is after I've
- 01:01:22logged all my numbers which could take a
- 01:01:2425 minutes and it's grunt I hate doing
- 01:01:28it I really do it's like my least
- 01:01:30favorite part of my job but there is
- 01:01:32something where you write down with
- 01:01:35pencil that goes to the brain and you
- 01:01:37remember it as opposed to just looking
- 01:01:40at some spreadsheet like this so what I
- 01:01:43also do is I print out charts that are
- 01:01:47just daily charts daily Candlestick
- 01:01:49charts and then I'll just make a little
- 01:01:51notation on the chart and then that
- 01:01:54takes the replacement of this so that
- 01:01:57was just one creative way of writing
- 01:02:01down this data now you certainly do not
- 01:02:03have to do so many markets you could
- 01:02:05certainly just write down the S&P index
- 01:02:07and that is what I did for the very
- 01:02:11first uh year that I started logging
- 01:02:14these
- 01:02:15numbers and where I got the idea was
- 01:02:19from Taylor trading technique my
- 01:02:22all-time favorite book and you can go in
- 01:02:25there and I do not understand his little
- 01:02:28squiggles and gyration and how the hell
- 01:02:31he was calculating these things they
- 01:02:32make no sense to me but it was his way
- 01:02:37of seeing things at a time where they
- 01:02:39didn't have charts they didn't have
- 01:02:41computers and he was just trying to keep
- 01:02:44some Rhythm there so I never went to his
- 01:02:48method of his little weird you know the
- 01:02:50difference between the high and the
- 01:02:52previous days low but I did start
- 01:02:55writing down these things
- 01:02:57and in the back of that George Douglas
- 01:03:01Taylor trading technique was a brief
- 01:03:04article by
- 01:03:07um oh shoot can't remember his name
- 01:03:11right now I always believe in giving
- 01:03:12everybody credit my my book right here
- 01:03:17somewhere I usually have five dozen
- 01:03:20copies around the office but uh that's
- 01:03:23okay oh George Andel George Andel that
- 01:03:26was it and so he started talking about
- 01:03:29the two period rate of change and he had
- 01:03:31his little metrics for uh I don't know
- 01:03:34monitoring if it was a you know big high
- 01:03:36to low day or so forth and so forth so
- 01:03:39that's where I just fell into the habit
- 01:03:41of doing this and um yeah I I think it
- 01:03:45really works you know writing stuff down
- 01:03:47by hand so you can pick anything I just
- 01:03:49pick the snps and I used to write down
- 01:03:52the Open high low
- 01:03:54close probably Overkill open high low
- 01:03:58close two period rate of change and and
- 01:04:00I'd also put like a little circle if it
- 01:04:03was what I call a three bar triangle or
- 01:04:06three price bars of overlap because then
- 01:04:09the trend has come into balance and I
- 01:04:12found that I can't predict the outcome
- 01:04:15at those points you can't predict if
- 01:04:17it's going to go down or you can't
- 01:04:19predict if it's going to go up but you
- 01:04:21do know if it starts Trading above that
- 01:04:24first hour's range or below that first
- 01:04:27hour's range you just want to be on
- 01:04:29board and you can just enter at the
- 01:04:31market and half the time um it really
- 01:04:34needs to keep going you can pretty much
- 01:04:36pull your stop down to even a break even
- 01:04:38after three hours if it's working and if
- 01:04:40it's not working you know you just
- 01:04:42scratch it or take a small Nick and it
- 01:04:45actually works fairly well in stocks if
- 01:04:47you go back and study that yeah
- 01:04:50fantastic and to calculate the two-day
- 01:04:52rate of change is it the
- 01:04:55um is it as simple as the close divided
- 01:04:58by the close two days ago and then the
- 01:05:00the percent change divided by it's
- 01:05:02taking today's close minus the close two
- 01:05:06days ago gotcha and you'll see on most
- 01:05:09software programs it's labeled either
- 01:05:13rate of change or momentum they're
- 01:05:15essentially the same thing yeah perfect
- 01:05:18that's helpful um are there any other uh
- 01:05:21parts of that indicator that you find
- 01:05:23people get confused about when it comes
- 01:05:25to calculating it the the oscillator
- 01:05:27that you fabricated that I'm sure a lot
- 01:05:29of people might want to investigate that
- 01:05:31and and see if it works for them um so
- 01:05:33any any advice oscillator yeah yeah so
- 01:05:37interestingly I did not create that um
- 01:05:40that came from a company called security
- 01:05:43market research and uh oh my
- 01:05:47goodness so many Traders used to
- 01:05:49subscribe to that back in the uh good
- 01:05:51old days um you know Williams uh who's
- 01:05:56the uh very vocal guy that
- 01:06:01um pitbull wrote Pitbull Marty Schwarz
- 01:06:05yeah Marty Schwarz yeah so that's what
- 01:06:07we used back in those days and they
- 01:06:09would overnight us the new set of charts
- 01:06:12um each weekend and then during the day
- 01:06:15we could update them and you could get
- 01:06:17the plot you call on the telephone just
- 01:06:19like you would for a hotline and you had
- 01:06:21a little worksheet and it would read off
- 01:06:23the numeric values for each of those but
- 01:06:26what they did is they normalized it in
- 01:06:30slightly different ways that you
- 01:06:32wouldn't ever have a zero thing and so
- 01:06:35the the values were never the same as on
- 01:06:37the charts and then I just figured it
- 01:06:39out like this is just the difference of
- 01:06:42a three and 10 period simple moving
- 01:06:44average but it took me like 10 years to
- 01:06:46figure that out they had had a good one
- 01:06:48on me um you really oscillators are just
- 01:06:53based on the price so I can create a
- 01:06:55stochastic that looks near identical to
- 01:06:57the 310 oscillator the 310 has a little
- 01:07:00bit more definition because it's not a
- 01:07:02banded oscillator like the stochastic
- 01:07:05everybody finds their own little tool
- 01:07:08you know and you only need one yeah
- 01:07:11perfect and uh there's a good question
- 01:07:12from Ro Roberto Wilco and I actually
- 01:07:14have the same question here uh Linda how
- 01:07:17has your trading change over the years
- 01:07:19uh and are you using these same
- 01:07:21techniques and strategies or have you
- 01:07:23adapted different
- 01:07:25markets um well two things you know when
- 01:07:29I had my hedge fund I had uh the
- 01:07:32opportunity to do a lot more strategies
- 01:07:35I had two assistants I had somebody
- 01:07:37doing my execution so I could trade a
- 01:07:40lot more markets if I try to do that by
- 01:07:42myself I will I will so get into
- 01:07:45trouble um I'm not a very good stock
- 01:07:48Trader short term I mean it just is a
- 01:07:50distraction for me so I really
- 01:07:52concentrate on the Futures that that's
- 01:07:54my bread and butter and where I get the
- 01:07:56most bang for the buck I would say that
- 01:07:59um in terms of what's changed very
- 01:08:03little with my original strategies I was
- 01:08:05so influenced by that you know in one
- 01:08:08day out the next day style that uh
- 01:08:11volatility breakout players like you
- 01:08:14know Larry Williams or Toby krael or
- 01:08:16these types of uh people they were so
- 01:08:19popular in the
- 01:08:201980s and um I think we were way head of
- 01:08:24the curve with the equity Traders now
- 01:08:26the equity Traders have caught on to
- 01:08:28quantifying things a lot more I would
- 01:08:30say the biggest thing that's trading now
- 01:08:32is that I tend to put positions on at
- 01:08:35Asia opening you know so I might have a
- 01:08:39signal that says wow this next day is
- 01:08:41going to be a strong buying day but I
- 01:08:44might come in the next morning it might
- 01:08:46have already been well marked up in Asia
- 01:08:48and Europe so then it's still a buy day
- 01:08:52but sometimes you can short it for first
- 01:08:54and catch a little down and then try
- 01:08:57buying the pullback so um the
- 01:09:0124hour phenomena did you know make
- 01:09:04things more complicated I just don't
- 01:09:07trade them if they've left me in the
- 01:09:09dust or I don't want to bother so if you
- 01:09:11have enough setups you know each day by
- 01:09:14maybe that I mean maybe 10 you know or
- 01:09:1710 or 12 on your list and you capture
- 01:09:20two or three of them I I mean for me
- 01:09:23I'll get into Trouble Over trading and
- 01:09:25I'll get into trouble having too many
- 01:09:27positions on so I've throttled things
- 01:09:29way back you know I'm supposed to be
- 01:09:31retired but here I am in front of my
- 01:09:33screens every day and I I closed my
- 01:09:35hedge fund down like I don't know eight
- 01:09:37years ago
- 01:09:38so it's nice yeah there you go perfect
- 01:09:42no regulatory
- 01:09:44stuff and my favorite question to to ask
- 01:09:48Traders um is about their routines and
- 01:09:51kind of their prep work uh so would you
- 01:09:53be willing to kind of walk through your
- 01:09:54day and kind of how you go about you
- 01:09:56know preparing for the trading day and
- 01:09:59all the way up to you know executing a
- 01:10:01trade what's kind of your process there
- 01:10:03and what are what's kind of the
- 01:10:04checklist that you run through each
- 01:10:06time well at night I print off my sheets
- 01:10:08so I have my trading sheets where uh
- 01:10:11it's very very simple I'll just put you
- 01:10:13know buy day or breakout mode or exit
- 01:10:18you know if I have a position on I mean
- 01:10:20I really keep it down to two or three
- 01:10:22words I find that my head if I just
- 01:10:24write down too much and try to analyze
- 01:10:26too much it's all goes out the window so
- 01:10:29just the simplest cue that I can take
- 01:10:32off and then when the Mark I I I try to
- 01:10:36sit down at uh 8 AM eastern time I'm
- 01:10:39always at my desk then because um I used
- 01:10:43to trade the bonds real regularly and um
- 01:10:46they'd have a time of day function
- 01:10:48because your uh Europeans would be going
- 01:10:51to lunch you know and there'd always be
- 01:10:53an infl in lection point uh around that
- 01:10:56period plus or minus 20 minutes same
- 01:10:58thing with gold it would have an
- 01:10:59inflection point and over time these
- 01:11:01inflection points have changed a little
- 01:11:03bit now gold and silver can actually
- 01:11:05flush down in the first hour a lot more
- 01:11:08than they used to uh but I I have a
- 01:11:12chart that's like all the little five
- 01:11:13minute charts and I have a line that's
- 01:11:16plotted there as to the 8 A.M opening so
- 01:11:20I have not only the 8 A.M Eastern time
- 01:11:24opening but I also have a chart that
- 01:11:27shows all of these markets pit session
- 01:11:30data only so you can see pretty quickly
- 01:11:34um at 8 AM if I have a market that gaps
- 01:11:37up even if it's the snps or the nas in
- 01:11:39Europe's not even open yet and they do
- 01:11:42three bars up off of that opening price
- 01:11:46that's very likelihood it's going to be
- 01:11:47a strong Trend up this it's so funny I
- 01:11:50don't know what it is about those three
- 01:11:51five minute consecutive bars bars and
- 01:11:54then likewise um if there's a gap you
- 01:11:58know does it retrace partly into the Gap
- 01:12:02and it is all just everybody's so
- 01:12:03familiar with trading these gaps now
- 01:12:05does it hold or is it you know going to
- 01:12:07partially fill and then off to the races
- 01:12:10so we learn a lot just from that and
- 01:12:12I'll try to identify the the few markets
- 01:12:16that look like they're going to be the
- 01:12:17strongest off the opening price or or
- 01:12:19the weakest and again this is 8 A.M it
- 01:12:21doesn't matter that the NYS see isn't
- 01:12:24open it really doesn't matter because
- 01:12:26I'll ceue off the Dax and I find that
- 01:12:29the the patterns in the Dax you know
- 01:12:31just stay true to the snps you know the
- 01:12:34five and 30 and one 120 minute if
- 01:12:36there's divergences or you know that
- 01:12:38kind of stuff and then um you know it's
- 01:12:43uh I I I I would try to sit and just you
- 01:12:48know watch and uh usually if I saw a
- 01:12:53little little Flur in activity or
- 01:12:55something that was in the direction of
- 01:12:56my bias I just buy it at the market so
- 01:12:58I'm not trying to move the sides that I
- 01:13:01did when I have the had the fund you
- 01:13:03know so I'm like get the trade
- 01:13:06on and um lately the past year I have
- 01:13:10been playing tennis in the middle of the
- 01:13:12day there you go so you know I don't get
- 01:13:15quite as leveraged as and and uh trading
- 01:13:18as I I used to so I've stepped back a
- 01:13:22bit I'm supposed to be
- 01:13:24chilling you know but it's fun you know
- 01:13:27here's the problem it is it is a really
- 01:13:29fun game and especially when you have
- 01:13:32your style and your strategy down you
- 01:13:34know and and you know you know you've
- 01:13:37got the tiger by the tail but it does
- 01:13:40it's um even though I've been doing it
- 01:13:42all those years it still takes an hour
- 01:13:45every evening for me to do my prep and
- 01:13:48if I'm not going to do that hour prep in
- 01:13:51the evening I'm uh probably not going to
- 01:13:53trade much the next
- 01:13:57day I Know Myself by now I'll start to
- 01:14:00get reactive yeah yeah perfect um and
- 01:14:04looking back on your trading career
- 01:14:06especially as you're kind of developing
- 01:14:07your strategy and your method um were
- 01:14:10there any kind of key turning points
- 01:14:12where your performance really you turned
- 01:14:14a corner um you know maybe it was a
- 01:14:17trade that kind of shifted things for
- 01:14:19you uh where you made a realization and
- 01:14:21any any like stories or anything like
- 01:14:23that come to
- 01:14:24mind sure well two key things you know I
- 01:14:27started off in the options pit so I was
- 01:14:30first on on the Pacific coast Stock
- 01:14:32Exchange and then I was on the
- 01:14:35Philadelphia Stock Exchange and back in
- 01:14:38those days you know the market makers's
- 01:14:40function you're standing in the pit and
- 01:14:43you're you're forced to fill the paper
- 01:14:46you know the broker comes in you have to
- 01:14:48make a two-sided Market you don't know
- 01:14:50if he's a buyer or seller although
- 01:14:51generally you do and and um you know so
- 01:14:56you have to make an offer and it's
- 01:14:59usually sometimes it's when the Market's
- 01:15:01really going up you know so you have to
- 01:15:03figure out how to position yourself
- 01:15:04ahead of time long gamma to take
- 01:15:06advantage of that or be very good at
- 01:15:09hedging quickly with stock because it's
- 01:15:12not like there's
- 01:15:13two-sided uh paper like you would have
- 01:15:16in the Futures you know the Futures it's
- 01:15:17constantly bides bides bides but we
- 01:15:20would have periods where the Brokers
- 01:15:22would walk into the pit and all they
- 01:15:24want to do is sell the premiums because
- 01:15:27they're bu writers you know bu right bu
- 01:15:28right so everybody ends up choking on
- 01:15:31these same
- 01:15:32positions and
- 01:15:34um so therefore my initial conditioning
- 01:15:38was very counter Trend and I like
- 01:15:41everybody else would get run over twice
- 01:15:44a month by a strong Trend date you know
- 01:15:47although it still made money well
- 01:15:49because it was a lucrative uh
- 01:15:51inefficient Market at the time but then
- 01:15:54when I started managing money you cannot
- 01:15:57be that Nimble when you're trading you
- 01:16:00know some size and I I thought you know
- 01:16:03I have to switch my thinking I really
- 01:16:05have to do a reversal and figure how to
- 01:16:08be on the right side of a trend day and
- 01:16:11never get caught into averaging never
- 01:16:13never never that's my Golden Rule um and
- 01:16:17so one of the ways that helped me was
- 01:16:20just trading a canned volatility
- 01:16:23breakout system from a friend Bob uran
- 01:16:26and you start to get a better sense of
- 01:16:28the statistics oh I only need like 20%
- 01:16:32huge wins and everything else kind of
- 01:16:34washes out a little bit you just have
- 01:16:36these gifts you know like four trading
- 01:16:38days a year could make your entire year
- 01:16:40it was crazy so I thought ah you know I
- 01:16:43need to be mindful of this range
- 01:16:46expansion concept so that was one uh
- 01:16:50really good turning point and um
- 01:16:56H I would say that was probably the most
- 01:16:58important thing figuring out how to
- 01:17:00capture a trend day instead of you know
- 01:17:03being the market maker upstairs thing
- 01:17:05which just does not work for me yeah
- 01:17:08perfect and with regards to learning
- 01:17:12more about risk management and kind of
- 01:17:14mastering that side of things were there
- 01:17:16any kind of big losses that impacted you
- 01:17:19uh in a large way or um how how did you
- 01:17:22go about learning risk management and
- 01:17:23learning its importance in your
- 01:17:26trading oh I have to tell you there were
- 01:17:29periods where I was absolutely the worst
- 01:17:30risk management you know horror stories
- 01:17:33you know and I think I put some of them
- 01:17:35in that trading sardines book you know
- 01:17:37where I was short all this way out of
- 01:17:39the money uh premium in I don't know if
- 01:17:41it was the 10 year or the 30-year notes
- 01:17:43at the time and this was at the you know
- 01:17:46time when the Fed was playing Hanky
- 01:17:48Panky with everything and you know I got
- 01:17:50caught in one of those little positive
- 01:17:53feedback Cycles because everybody was
- 01:17:55short derivatives and the bonds are
- 01:17:56notorious for that and I was over in
- 01:17:59Hong Kong and staying up all night and
- 01:18:02it's just the I don't know somehow I
- 01:18:04managed to trade my way out of that and
- 01:18:06just scratch the whole thing I have no
- 01:18:09idea how my first always thing if I'm
- 01:18:12caught on something like that just a a
- 01:18:15Black Swan or something that you can't
- 01:18:18see and keep in mind I I could not put
- 01:18:21stops in because I might have 600
- 01:18:24contracts in a particular position and
- 01:18:27you can't use stops like that you just
- 01:18:29have to have your levels where you're
- 01:18:30going to stop you know where you're
- 01:18:32going to start getting smaller but I
- 01:18:34found that if I could take off part of
- 01:18:37the position right away you know um then
- 01:18:41I could reinitiate it at a much better
- 01:18:43price so that was one saving grace and
- 01:18:46the other Saving Grace was that I really
- 01:18:49traded on fairly low leverage I think
- 01:18:51people would be shocked at what low
- 01:18:52leverage I use you know one contract per
- 01:18:55100,000 you know dollars that that type
- 01:18:58of stuff so that's always I always had a
- 01:19:00unit size and um I would say that most
- 01:19:04of my career as a fund manager I never
- 01:19:07really had more than a a 2% draw down
- 01:19:11you know in one day except for this time
- 01:19:14that I got caught where the snps gapped
- 01:19:17higher and I had just put on a big short
- 01:19:19position that Friday you know and they
- 01:19:22came out and you know made some random
- 01:19:24freak announcement and the markets
- 01:19:27opened up 40 s smps higher against me
- 01:19:29and I think I was short couple hundred
- 01:19:31snps and a couple Russell and I'm like
- 01:19:34ah you know yeah but I I ended up only
- 01:19:37really you know at at its extreme it was
- 01:19:41about a 4% loss but it was a big dollar
- 01:19:44amount very big dollar amount it's like
- 01:19:46four million dollars and like opening up
- 01:19:49on Sunday night but you know what do you
- 01:19:51do get smaller to the point where you
- 01:19:54can trade again and I think over time
- 01:19:58every Trader just starts to get
- 01:20:00desensitized to these things and you
- 01:20:02just don't want to use big leverage if
- 01:20:05you are newer you know just stay small
- 01:20:09because I'll tell you one last story
- 01:20:11this is a really good one um when I was
- 01:20:13at the Philadelphia Stock Exchange Jeff
- 01:20:16Yas was there trading at the same time
- 01:20:18Jeff went off to form sesana he's
- 01:20:21basically a billionaire because I think
- 01:20:22they sold out to Swiss I don't know one
- 01:20:25of the other big biggies there and Jeff
- 01:20:29is super Savvy he's probably the
- 01:20:32smartest guy I have ever seen in terms
- 01:20:35of processing data I I've never seen
- 01:20:37anybody come close to Jeff yoss and um
- 01:20:42he was a very astute poker player I mean
- 01:20:46he could play in the Championships in
- 01:20:48Las Vegas and he um would always have
- 01:20:53his groups of Traders play poker after
- 01:20:55the market Clos and he would kind of
- 01:20:57supervise them you know to see how
- 01:20:59they're doing because he felt that was
- 01:21:00the best way to learn about risk
- 01:21:03management and so um he uh he said that
- 01:21:10if you bet too small you're not going to
- 01:21:13play a good game so if you're trading in
- 01:21:17the markets and you have an account size
- 01:21:19of
- 01:21:20$200,000 and you're trading one em okay
- 01:21:23it's not going to mean anything it's not
- 01:21:24going to hurt you're not going to be as
- 01:21:26attentive to it okay so on the other
- 01:21:30hand if you trade too big now all of a
- 01:21:32sudden you've introduced this variable
- 01:21:34of fear so you need to really think
- 01:21:38about what is proportional to your
- 01:21:40trading account in terms of your unit
- 01:21:42size and you can do the same thing with
- 01:21:44stocks you know what's what's your
- 01:21:46average line that you use and the price
- 01:21:48of the stock and so forth and uh I I I
- 01:21:52think I think that's really important
- 01:21:53for people to recognize don't trade too
- 01:21:55small because you'll be ridiculously
- 01:21:57sloppy and and don't trade too big
- 01:22:00because you'll just make uh unforced
- 01:22:03errors yeah for sure uh Linda this has
- 01:22:05been really great I think I just have
- 01:22:07kind of one last question for you uh you
- 01:22:09mentioned never averaging down is kind
- 01:22:11of a golden rule of yours uh are there
- 01:22:13any other kind of uh golden rules that
- 01:22:15you abide by that you think are really
- 01:22:17important for for Traders out there to
- 01:22:19hear oh man I I just like something
- 01:22:23doesn't feel comfortable it's starting
- 01:22:24to go against me I love my flatten
- 01:22:26button I am I'm in Dent to that flatten
- 01:22:29button boom flatten it's like off my you
- 01:22:32know off my p&l off I don't see the
- 01:22:34trade anymore and then like I said if I
- 01:22:37really feel like I did that in a little
- 01:22:39bit of a selling into the hole you know
- 01:22:42I can always Reby it back so I I love
- 01:22:45the flatten button yeah perfect uh well
- 01:22:49Linda thanks again for taking the time
- 01:22:50for putting this together and for
- 01:22:51joining us today today and for answering
- 01:22:53all these questions uh I really
- 01:22:54appreciate it I think everybody watching
- 01:22:56had a great time as well and took
- 01:22:57something away as I can see from the
- 01:22:59chat um where can people learn more uh
- 01:23:02from you your style uh what what other
- 01:23:04resources would you point everybody
- 01:23:06watching
- 01:23:07towards oh my gosh I have so many
- 01:23:10YouTube videos I've made out there like
- 01:23:13long ones 45 minutes an hour of webinars
- 01:23:16taped for free you
- 01:23:18know it's all free you don't even have
- 01:23:20to subscribe to anything to get access
- 01:23:23to them it's just go on the internet and
- 01:23:25Google uh you know Linda rashki YouTube
- 01:23:27or something you'll see dozens of little
- 01:23:30things you'll see a common theme through
- 01:23:32most of them too yeah great well Linda
- 01:23:35thanks again uh for the time for
- 01:23:37everybody watching make sure leave a
- 01:23:38like down below subscribe to the
- 01:23:40[Music]
- 01:23:51channel
- 01:23:54no
- trading
- relative strength
- market environments
- Linda Raschke
- Janus Factor
- trend-following
- contrarian strategy
- market analysis
- self-discipline
- trading strategies