Trading insights, market analysis, and swing trading strategies.
A practical comparison of episodic pivots versus earnings gaps to see which indicator leads — clarify what each measures, how timing and reliability differ, where false signals come from, and how to apply trade rules by horizon and market regime.
A clear comparison of William O’Neil’s CAN SLIM approach vs classic momentum trading for small accounts—fit-by-personality, entry/exit and risk rules, market-regime edge, and the real-world frictions of costs, time, and account constraints.
A practical troubleshooter for why episodic pivot entries break after earnings gaps—identify failure symptoms, isolate root causes, run a fast diagnosis flow, and rebuild levels/entry logic with risk sizing and prevention protocols.
A clear explainer of Mark Minervini’s swing-trading approach—use the market-first lens, the VCP (Volatility Contraction Pattern), relative strength selection, asymmetric entries with tight risk, and sell rules that cut losses fast while letting leaders run.
A focused case study of Quallamaggie-style breakout trades that tests a 25-trade sample—setup rules, win-rate by regime/strength, R-multiple expectancy, and drawdown/risk realities so you can decide if the edge is viable and repeatable.
A data-driven case study of William O’Neil-style breakouts across 20 real trades—test setup and risk model, regime/volatility impacts, win rate vs drawdowns, and the specific pattern/volume/timing filters and rule tweaks that moved results.