Ranging versus Trending

Sprout · May 25, 2025

panzerman said:
Identify trends is easy once you are in one. The real money is made by identifying when a trend starts and ends, in order to develop a positive expectancy method.

Lag (group delay is the technical term) is the reason so many indicators do not work. A number of people have developed low/zero lag indicators for trend or reversion trading. I like the work of John Ehlers.

Technical Papers
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I enjoy Ehler's DSP approach, nice set of resources, ty

Sekiyo · May 25, 2025

We were at -0.15% & 0.19% which are the 4th & 99th percentile.

SimpleMeLike · May 26, 2025

DarkerthanDarc said:
What's the generally accepted stat - the Market trends only 25% of the time.

Any of the Stat Whizkids here done the maths for what that percentage of time the SPX has been trending has been recently compared to historical. Gotta be alot more since Trump started causing all this Volatility.

(No BrownMark, this isn't another Trump thread, so don't go crying).
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Good Morning DarkerthanDarc,

What is a range and what is a trend?

Sekiyo · May 26, 2025

SimpleMeLike said:
Good Morning DarkerthanDarc,

What is a range and what is a trend?
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sridhga · May 26, 2025

Sprout said:
The 25% stat seems high

More a historial analysis, not including the Trump Effect
They Still Haven't Told You

View attachment 367268
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Why is China market behaving different from others?

Sekiyo · May 26, 2025

sridhga said:
Why is China market behaving different from others?
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FXI is a piece of shit.
Little asymmetric yearly returns.
Basically a range bound, mean reverting market.

HawaiianIceberg · May 29, 2025

Handle123 said:
Trend for me is 2 closes in a row beyond standard Bollingers.
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Aloha Handle123!
Thank you for the trend ID tip. Any hints on how you classify ranging?