Mean Variance Skewness KurtosisMean Variance Skewness Kurtosis
Historic vs Implied vol.
`marktStructure Breaks, orderblocks
Variance
Introduction to Seasonality Trader - Part 2I introduce two oscillators that show:
Average (SMA or EMA) variance / standard deviation for the seasonality profile
Projected variance / standard deviation 1 year into the future
Average (SMA or EMA) performance for each day of the seasonality profile
Projected performance for each day of the seasonality profile
OHI PRICE FORECAST USING PAST CONVERGENCE PATTERNS & K-VARIANCE REFERENCE KEY:
Yellow Horizontal Lines = Key Support Intervals (K).
Orange slopes = Key Resistance Intervals based on convergence model.
White Regression trend represents a LOG/Linear slope equal to (((0.33X-1)T/V)^2)
Where,
0.33 = Series Conv {((Alternating Series Test),
If for all n, an is positive, non-increasing (i.e. 0 < an+1 <= an), and approaching zero, then the alternating series equals 1 },
T= Time-frame
V = %Change
X = Standard Div / Variance
Forecast Findings (95%):
This chart shows a mathematical and technical forecast for Omaha Healthcare Investors for the next 5 trading days.
Based on previous activity a sell-off of more than 5% yields a rapid rebound equal to previous support levels. Given that OHI saw a 6.11% correction, compounded regression show a standard procession of variance at $1.86 or 5.18% where in approximately 23 hours from the time of this writing the closing price will be equal to $38.33 on Wednesday Feb 13th. After the markets close. the buying activity will be followed by a convergence of sell-side activity reducing the daily price change from 1.86 to 1.13, the final percentage gain going into trading hours on Thursday will be %3.08 and the price at market open for OHI on Thursday Feb 14th will be $37.57.
Adjust your trades according to this forcast and use the model for future predictions and you will maximize your profits from trading OHI.
These variance metrics are extremely consistent and the convergence (K = 1+v^2) factorization almost never deviates outside of the provided Intervals.
FWYB,
DanOmun.
SP1! Rate of Change Particularly NarrowThere's such little variance there's been no >1std deviation moves since October 11th.
