Quantifiable Edges

Assessing Market Action with Indicators and History

[Quantifiable Edges @QuantifiablEdgs]

Memorial Week History And The One Day That's Been Consistent

https://t.co/WA6YMiAB63

$SPX $SPY

[Quantifiable Edges @QuantifiablEdgs]

Inspired by @bespoke https://t.co/5cN2U3aT6Y I examined # days $SPX direction diverged from SPX adv/decl for every rolling 100-day period 1957-now. Yesterday 5/18/26 was the 32nd day in last 100 that breadth diverged. (15 days up on bad breadth, 17 down on good breadth). Highest reading ever.

[Bespoke @bespokeinvest]

S&P 500 breadth and price are on pace to move in opposite directions on 79 trading days this year, which would easily be a record since 19990. $SPY

[NAAIM @NAAIM_Official]

The 2026 NAAIM Founders Award papers are now posted!

Search the full library (2009–2026): https://t.co/DmgBGFt9Hr

#NAAIM #FoundersAward #InvestmentResearch #ActiveManagement

[Quantifiable Edges @QuantifiablEdgs]

A Historical Look at the Top 20 6-week $SPX Rallies Since 1950

https://t.co/AAY1TwEkWl

$SPX $SPY

[Be Happy Be Wealthy @behabewe]

@QuantifiablEdgs @NAAIM_Official https://t.co/V68tEE4RYE

[Quantifiable Edges @QuantifiablEdgs]

Modeling with the NAAIM Exposure Index

https://t.co/AAtUg1XvhS

$SPX $SPY @NAAIM_official

[Quantifiable Edges @QuantifiablEdgs]

A Strong Start to May Has Often Been Followed by a Short-Term Dip

https://t.co/0IOlFACFWe

$SPX $SPY

[Quantifiable Edges @QuantifiablEdgs]

I'll be going on the NAAIM Confidential podcast in about 30 minutes to discuss a model I built based on the NAAIM Survey, as well as the recent "Scranton Party" Market Rally. Join me here: https://t.co/eOJod3UBgy... @NAAIM_Official

[Quantifiable Edges @QuantifiablEdgs]

$SPX and $NDX have both gone from a 100-day low to a 200-day closing high in 11 days. $SPX has never done it that fast before. (12 days 10/31/2014 was the closest). $NDX did it once (1/31/1985). So...wow.

[Quantifiable Edges @QuantifiablEdgs]

A Historical Look At $SPX on Tax Day: https://t.co/MjTULk0KY4 $SPY $QUANT $STUDY #seasonality

[Quantifiable Edges @QuantifiablEdgs]

@LindenJohan I've used it for a few years now. It is not appropriate (yet) if you are looking at day-trading strategies. But for me...it's easy it's fast, it's powerful. And since it takes command-line orders it now is easy to run through AI.

[Quantifiable Edges @QuantifiablEdgs]

Marsten Parker gave a presentation to the Australian Technical Analysts Association a couple of days ago showing how Claude Code can be used in conjunction with Realtest. Exciting possibilities for research! https://t.co/RSeARm6Ekg

[Quantifiable Edges @QuantifiablEdgs]

A 2nd impressive day for the indices $SPX $COMP $NDX, but like yesterday, breadth is only moderately strong. At this point NYSE Up Issues % is 72% and the Up Volume % is just 61%.

[Quantifiable Edges @QuantifiablEdgs]

5yr bond rates closed Feb at the lowest level since Oct of 2024. They are now at the highest level since July of 2025. When rates move that quickly, it makes for a tough market environment.

[Quantifiable Edges @QuantifiablEdgs]

Massive $VIX option trades occurred at 10:11am this morning 100k May 47.5 strike calls and 100k Aug 55 strikes. Most likely a spread trade. For perspective, there was less than 13k Aug 55s open interest before trade went off. Someone making big volatility bets.

[Quantifiable Edges @QuantifiablEdgs]

$SPX and $NDX just slightly above their 200-day moving averages. $NASDAQ Composite is just below it.

[Quantifiable Edges @QuantifiablEdgs]

$VIX reached 28.57 earlier - a little below October high of 28.99. Still no 29+ since April tariff tantrum.

[Quantifiable Edges @QuantifiablEdgs]

@JKavla @SubuTrade I show 1/30 and 2/5