Trading insights, market analysis, and swing trading strategies.
A clear comparison of Relative Strength in stocks—understand what percent-change RS and RS Rank actually measure, how each is calculated, where traders get misled, and when to use each for screening, validation, and sector rotation.
A data-backed case study on using Relative Strength (RS) in stock selection to trade faster without trading worse — RS vs RSI, a 90-day workflow experiment, setup rules and thresholds, time-saved and performance tables, and the hidden costs and behavioral traps of RS signals.
A hands-on troubleshooter for diagnosing why “institutional” breakouts fail—verify a real pivot, sanity-check volume vs context, avoid extended entries, demand leading relative strength, and screen base quality and liquidity traps before you buy.
A data-driven case study on whether “institutional” breakouts really follow through over 12 months—study setup and definitions, baseline hit-rate/drawdown expectations, bias-aware labeling and return math, and the ownership-intensity effects that separate noise from durable trends.
A clear comparison of institutional ownership vs price action for identifying institutional stocks—how to read ownership filings and revision cycles, spot “institutional footprints” in charts and volume, weigh pros/cons in a head-to-head table, and apply a hybrid framework with a practical checklist.
A practical checklist to cut a chaotic watchlist down to a tradable set—triage your overload, lock your universe, gate liquidity, set a price band, clamp volatility with ATR%, and align every candidate to your trend rules.