Post #5034 by zeelotes on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Larry wrote: I would greatly appreciate any help that anyone might suggest.

What you need to provide is the raw underlying data. That is:

1. The COUNT of New Highs in the Nasdaq Exchange
2. The COUNT of the New Lows in the Nasdaq Exchange

Daily.

With this it is relatively easy to do the rest. Your values are so far off that you are most likely not obtaining the underlying data correctly.

Let me illustrate from a point last year near to the peak. See how quickly the number of New Lows overwhelmed New Highs?

           ND                  OCO       
Date       NH   NL    NH-NL    NH   NL   NH-NL
1/27/2025  97   100   39.56    46   68   -6.38
1/28/2025  115  129   32.07    60   92   -9.73
1/29/2025  112  115   25.2     51   82   -13.96
1/30/2025  158  106   29.24    80   74   -10.69
1/31/2025  138  84    32.36    62   56   -8.4
2/3/2025   46   200   -6.67    24   149  -32.47
2/4/2025   105  105   -9.42    63   75   -30.49
2/5/2025   161  88    4.24     90   64   -20.51
2/6/2025   171  81    20.18    98   62   -9.49
2/7/2025   149  141   19.67    77   111  -13
2/10/2025  144  168   12.51    70   130  -21.44
2/11/2025  90   198   -11.22   51   159  -38.87
2/12/2025  99   196   -30.42   52   158  -54.18
2/13/2025  192  96    -7.71    94   72   -41.4
2/14/2025  233  72    27.07    88   50   -25.78
2/18/2025  226  96    48.64    92   67   -16.38
2/19/2025  155  106   51.13    77   81   -13.6
2/20/2025  109  131   39.96    46   96   -19.36
2/21/2025  121  136   32.67    57   110  -23.8
2/24/2025  57   220   -3.71    24   173  -47.02
2/25/2025  83   287   -45.2    33   221  -76.07
2/26/2025  89   189   -63.76   30   141  -87.93
2/27/2025  77   265   -99.84   32   198  -110.69
2/28/2025  86   340   -142.82  30   252  -140.47
3/3/2025   109  427   -189.38  42   336  -178.87
3/4/2025   79   575   -261.58  25   442  -234.78
3/5/2025   77   150   -237.07  27   120  -216.71
3/6/2025   50   143   -215.42  15   110  -198.09
3/7/2025   51   151   -193.44  12   124  -181.93
3/10/2025  51   275   -197.67  20   199  -180
3/11/2025  45   344   -216.44  12   268  -193.67
3/12/2025  28   198   -205     10   171  -185.11
3/13/2025  33   314   -216.16  10   251  -192.67
3/14/2025  44   158   -193.31  14   117  -172.2
3/17/2025  80   99    -156     22   69   -144.78
3/18/2025  54   135   -141.69  18   105  -133.58
3/19/2025  70   104   -117.8   20   80   -117.11
3/20/2025  58   98    -96.42   17   74   -100.82
3/21/2025  51   164   -90.98   15   134  -98.16
3/24/2025  47   84    -72.8    24   63   -80.82
3/25/2025  42   149   -74.44   23   113  -78.51
3/26/2025  43   197   -86.89   23   143  -83.78
3/27/2025  49   192   -99.96   20   137  -91.13
3/28/2025  65   344   -139.58  15   246  -120.98
3/31/2025  70   568   -217.22  23   413  -178.53
4/1/2025   63   411   -255.6   18   312  -210.16
4/2/2025   49   289   -265.4   18   221  -218.38
4/3/2025   87   669   -339.16  23   493  -276.76
4/4/2025   72   1156  -502.89  10   766  -384.53
4/7/2025   24   1249  -671.56  1    742  -473.38
4/8/2025   20   637   -693.78  7    395  -477.16

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