Quantifiable Edges
@quantifiableedges.bsky.social
Assessing Market Action Through Indicators & History
Final reminder that the Quantifiable Edges Black Friday -> Cyber Monday sale ends in a few hours. Last chance to save until next Thanksgiving! quantifiableedges.com/subscribers/...
December 1, 2025 at 9:16 PM
Final reminder that the Quantifiable Edges Black Friday -> Cyber Monday sale ends in a few hours. Last chance to save until next Thanksgiving! quantifiableedges.com/subscribers/...
The Quantifiable Edges 2025 Black Friday sale was extended through Monday. Save on subscriptions and courses at the only sale of the year: quantifiableedges.com/subscribers/...
December 1, 2025 at 12:09 AM
The Quantifiable Edges 2025 Black Friday sale was extended through Monday. Save on subscriptions and courses at the only sale of the year: quantifiableedges.com/subscribers/...
$SPX trying hard to close over 6840.20 and finish the month positive. Let's see...
November 28, 2025 at 3:48 PM
$SPX trying hard to close over 6840.20 and finish the month positive. Let's see...
Quantifiable Edges Black Friday sale is live: quantifiableedges.com/subscribers/... It's the only sale we've had since last Black Friday...so don't miss out!
November 28, 2025 at 1:46 PM
Quantifiable Edges Black Friday sale is live: quantifiableedges.com/subscribers/... It's the only sale we've had since last Black Friday...so don't miss out!
If Mon & Tues close higher does that kill the Wed-Fri Thanksgiving bullish edge? Nope. I'll be discussing this study and more in tonight's letter. Also...Black Friday sale coming later this week so it might be a good time to take a free trial: quantifiableedges.com/subscribers/... $SPY $SPX
November 25, 2025 at 8:22 PM
If Mon & Tues close higher does that kill the Wed-Fri Thanksgiving bullish edge? Nope. I'll be discussing this study and more in tonight's letter. Also...Black Friday sale coming later this week so it might be a good time to take a free trial: quantifiableedges.com/subscribers/... $SPY $SPX
Yesterday I posted Thanksgiving week stats.Wed-Fri both have bullish tendencies. This is NOT a secret. In fact, it is an edge that is often front-run on Tuesday afternoon...I say this because 9 of last 10 Thanksgiving-week Tuesdays saw $SPY close in the top 1/2 of its intraday range. $SPX $STUDY
November 25, 2025 at 2:43 PM
Yesterday I posted Thanksgiving week stats.Wed-Fri both have bullish tendencies. This is NOT a secret. In fact, it is an edge that is often front-run on Tuesday afternoon...I say this because 9 of last 10 Thanksgiving-week Tuesdays saw $SPY close in the top 1/2 of its intraday range. $SPX $STUDY
An updated look at Thanksgiving week stats: quantifiableedges.com/an-updated-l... $SPX $SPY $STUDY
November 24, 2025 at 2:37 PM
An updated look at Thanksgiving week stats: quantifiableedges.com/an-updated-l... $SPX $SPY $STUDY
Previous research of mine has shown 1) Friday is the least likely day of the week to see a bounce from an intermediate-term low, BUT 2) If $SPX does bounce, Friday is the most likely day to see short-term follow-through. $SPY
November 20, 2025 at 8:47 PM
Previous research of mine has shown 1) Friday is the least likely day of the week to see a bounce from an intermediate-term low, BUT 2) If $SPX does bounce, Friday is the most likely day to see short-term follow-through. $SPY
If the market closed right now, the Quantifiable Edges Capitulative Breadth Indicator (CBI) would finish at 7. Perking up, but not yet at the 10+ level I look for as a strong indication of a bounce. Lots of CBI research here: quantifiableedges.com/category/cbi/ $SPX $SPY #CBI
November 20, 2025 at 7:08 PM
If the market closed right now, the Quantifiable Edges Capitulative Breadth Indicator (CBI) would finish at 7. Perking up, but not yet at the 10+ level I look for as a strong indication of a bounce. Lots of CBI research here: quantifiableedges.com/category/cbi/ $SPX $SPY #CBI
Looking forward to joining Simon on the Algo Advantage podcast www.algoadvantage.io/podcast/ in the next week or so! Let @algo_advantage know if there is anything you want to hear us talk about.
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"The Algorithmic Advantage" is the podcast and research newsletter of Algo Advantage. Check us out on YouTube!
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November 14, 2025 at 5:50 PM
Looking forward to joining Simon on the Algo Advantage podcast www.algoadvantage.io/podcast/ in the next week or so! Let @algo_advantage know if there is anything you want to hear us talk about.
Despite spike in $VIX the Nov-Dec futures are still slightly in contango. And rest of term structure looks orderly. Selloff not creating panic yet.
November 13, 2025 at 8:45 PM
Despite spike in $VIX the Nov-Dec futures are still slightly in contango. And rest of term structure looks orderly. Selloff not creating panic yet.
$NYSE volume is very light today. That is normal on days the stock market is open an the bond market is closed (Veteran's Day, Columbus Day). Don't make the mistake of reading into the low volume and thinking it is an indication of something more.
November 11, 2025 at 6:29 PM
$NYSE volume is very light today. That is normal on days the stock market is open an the bond market is closed (Veteran's Day, Columbus Day). Don't make the mistake of reading into the low volume and thinking it is an indication of something more.
This is the 3rd day in a row that we are seeing $VIX and $VX futures rise along with $SPX. Unusual action.
September 23, 2025 at 2:16 PM
This is the 3rd day in a row that we are seeing $VIX and $VX futures rise along with $SPX. Unusual action.
A bunch of Fed Day studies to help you prep for tomorrow... quantifiableedges.com/category/fed...
September 16, 2025 at 7:24 PM
A bunch of Fed Day studies to help you prep for tomorrow... quantifiableedges.com/category/fed...
Since the 9/11/2001 attacks and tragedy, September 11th has been a very strong day for the market. See study below, which will be included in tonight's subscriber letter. $SPX $SPY
September 11, 2025 at 1:46 AM
Since the 9/11/2001 attacks and tragedy, September 11th has been a very strong day for the market. See study below, which will be included in tonight's subscriber letter. $SPX $SPY
The Reversal Tendency of Labor Day Week: quantifiableedges.com/the-reversal... $SPX $SPY $QUANT $STUDY #seasonality
September 1, 2025 at 2:56 PM
The Reversal Tendency of Labor Day Week: quantifiableedges.com/the-reversal... $SPX $SPY $QUANT $STUDY #seasonality
First trading day of the month has generally been strong...except August: quantifiableedges.com/first-tradin... $SPX $SPY #seasonality $QUANT $STUDY
First trading day of the month has generally been strong…except August. | Quantifiable Edges
quantifiableedges.com
July 31, 2025 at 7:38 PM
First trading day of the month has generally been strong...except August: quantifiableedges.com/first-tradin... $SPX $SPY #seasonality $QUANT $STUDY
$SPX 21-day realized vol closing at lowest level (6.24) since July 2024. $VIX may seem low at 15, but it is almost 9 points above realized. Opportunities for real vol this week with earnings, $FED and jobs report. But if realized stays low through this, $VIX could be a good bit lower next week.
July 28, 2025 at 8:01 PM
$SPX 21-day realized vol closing at lowest level (6.24) since July 2024. $VIX may seem low at 15, but it is almost 9 points above realized. Opportunities for real vol this week with earnings, $FED and jobs report. But if realized stays low through this, $VIX could be a good bit lower next week.
$FED Day coming Wednesday. A few notes about Wed odds for you to prep as we approach... edge has been stronger with selling ahead of announcement. 3 examples: quantifiableedges.com/action-mon-t... and quantifiableedges.com/why-a-new-hi... and quantifiableedges.com/strong-selli...
July 28, 2025 at 12:52 AM
$FED Day coming Wednesday. A few notes about Wed odds for you to prep as we approach... edge has been stronger with selling ahead of announcement. 3 examples: quantifiableedges.com/action-mon-t... and quantifiableedges.com/why-a-new-hi... and quantifiableedges.com/strong-selli...
I really liked this recent paper, by Tom Carlson. It presents a interesting approach to a Defense First strategy. papers.ssrn.com/sol3/papers.... $QUANT $STUDY
July 16, 2025 at 12:59 PM
I really liked this recent paper, by Tom Carlson. It presents a interesting approach to a Defense First strategy. papers.ssrn.com/sol3/papers.... $QUANT $STUDY
July has historically seen the best 1st day of any month. Performance from 1989 - 2024 can be seen in the attached chart. Note the last 14 years in a row have closed higher!
July 1, 2025 at 12:30 PM
July has historically seen the best 1st day of any month. Performance from 1989 - 2024 can be seen in the attached chart. Note the last 14 years in a row have closed higher!
$SPX is very close to a new all-time high. Interestingly, the 50ma is still below the 200ma (Death Cross formation). It takes a sharp rally to accomplish that. I looked back and found only 4 previous instances where $SPX closed at a new high while Death Cross was still in effect. $SPY $QUANT $STUDY
June 26, 2025 at 3:35 PM
$SPX is very close to a new all-time high. Interestingly, the 50ma is still below the 200ma (Death Cross formation). It takes a sharp rally to accomplish that. I looked back and found only 4 previous instances where $SPX closed at a new high while Death Cross was still in effect. $SPY $QUANT $STUDY
One interesting aspect of Monday's action was how large the rally was compared to the recent range. $SPX moved from a 10-day low close on Fri to closing > 10ma. Only 10th time since 1961. Previous 9 showed no short-term edge. (Basically coinflip next few days.) Still interesting to me. $SPY $STUDY
June 23, 2025 at 9:29 PM
One interesting aspect of Monday's action was how large the rally was compared to the recent range. $SPX moved from a 10-day low close on Fri to closing > 10ma. Only 10th time since 1961. Previous 9 showed no short-term edge. (Basically coinflip next few days.) Still interesting to me. $SPY $STUDY
Here's an interesting little study that popped up while I was doing my research this weekend... $SPY $SPX $QUANT $STUDY
June 15, 2025 at 4:06 PM
Here's an interesting little study that popped up while I was doing my research this weekend... $SPY $SPX $QUANT $STUDY
Interesting podcast conversation between @menlobear and @McClellanOsc this weekend: youtu.be/8uysmVS66zg?...
Current Bear Market Rally To Bring "More Pain This Year" | Tom McClellan
WORRIED ABOUT THE MARKET? SCHEDULE YOUR FREE PORTFOLIO REVIEW with Thoughtful Money's endorsed financial advisors at https://www.thoughtfulmoney.comWall Stre...
youtu.be
May 27, 2025 at 1:12 PM
Interesting podcast conversation between @menlobear and @McClellanOsc this weekend: youtu.be/8uysmVS66zg?...