EdgeRater BLOG

Still flirting with the 61.8% Fib Retrace Level but lower Implied Volatilities This week in the SPY we saw a gain of 3.37%, bringing us back up to re-test the major 61.8% Fib retrace level. This new re-test is occurring as Implied Volatilities across the board are...

For the week ending May 1st 2020, here's a quick summary of the US Market Week SPY Unchanged from previous Friday BUT hit a major technical level during the week: The 61% Fib retracement. SPY hit its head on the 61.8% retracement level and started selling with...

Last week was a volatile one in the markets as the S&P500 index ETF (SPY) gapped down on Monday and continued to sell-off all week. The ETF hovered at the 30 day expected move lower band on Tuesday and Wednesday and then gapped down through it on Thursday and sold...

Update on $SNAP Last week I wrote a post describing the upcoming Expected Move in $SNAP based on the options 30 day Implied Volatility (IV) number. I will be following the stock for 30 days and providing weekly updates on both the stock and options price movement....

Last weekend I received an email from an EdgeRater user asking if it was possible to test a system that he had seen described in a YouTube video, the video was 10 years old and so I thought it would be interesting to see how it has performed since the video was made...

A few months ago, Yahoo was bought by Verizon and soon after their free end-of-day stock data service was cut-off (without warning). That action affected a lot of companies and customers including EdgeRater users who relied on the Yahoo data provider to fetch data...

When backtesting stocks you often find the need to include data fields from external sources. For example, you might want to test a system that buys stocks that cross above their 20 EMA providing that they have also scored highly on a completely separate test. One...