1000 TICKs Oscillator

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I’ve been working on an overhaul of our equities model which I hope to debut this month. Part of this research involves testing some of my favorite indicators to see how well they work together and if they can be improved. This led to a refresh of my 1000 TICKs Oscillator, which has been reconfigured to reflect bullish conditions above the zero level and bearish conditions below zero (download recent data on this indicator via the data tab on the website.) I’ve also put together a simple but effective model utilizing the new 1000 TICKs Oscillator. This model stays long stocks until there is evidence of convincing selling pressure that sends the oscillator below the zero level. When that occurs, a short signal is triggered that’s typically in effect for a month or less. Once the oscillator recovers back above the zero level, the short is covered and longs re-established. My historical intraday TICK data goes back to 2014, and since then the model has returned +270% vs. +165% for buy & hold. That’s quite a bit better than even our swing model, making it an intriguing signal to watch and/or incorporate. This will be added to our models page to assist with monitoring.

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