| Below - Illustration from Chapter 9: VPI or Volume Portion Index, is a momentum investing indicator that reached a peak on Thursday, December 31, 2009. |
 Summary of Recent Reports:Weekend Report Comments on Friday, December 25, 2009: Over the past 2 sessions (ending Thursday, December 24, 2009), the closing price has been lower than the previous day. The price of MVL rose by 0.26 % this week, but the volume declined, which is a caution sign. The Wilder RSI is moderately bearish, and going in the wrong direction. Since last week, there has been a slip toward the bear side. The Negative Volume Index Aggregate is near the middle of the range. It lost ground during the last week, but is still up for the month. The phase of the 200 day Simple Moving Average was hardly altered during the week. From the Update 12/31/2009 : The last candlestick is seen as a stepped up short body, following the Shadowed short body on the previous session. The stepped candle has a body that is shadowed at one end only. It can indicate an orderly progression of the market. VPI or Volume Portion Index, is a momentum investing indicator that reached a peak on Thursday, December 31, 2009. |
Table of Contents
Volume I: Traditional Analysis:
Chapter 1:
An introductory chapter looks at the price history of MVL by applying Classical Time Series Analysis. Some of the patterns seen here will prove to be important in further analysis. See MVL Classical Analysis.
Chapter 2:
Risks associated with short and long period price changes can be understood through Volatility Analysis. Here the impact of the Volatility Curve on the potential profitability positions across different time spans is shown. See MVL Volatility Risk.
Chapter 3:
Historical Volume Trends are analyzed here, revealing seasonal patterns and the influence of the Business Cycle. See MVL Historical Volume.
Chapter 4:
The Traditional Seasonal Analysis of Price Trends can still yield valuable predictive information. See MVL Calendar Year Trends.
Chapter 5:
Moving Averages of various flavours are popular indicators. Here we test the predictive ability of different averages as applied to prediction of Marvel Comics prices. See Average Indicators.
Volume II: Modern Technical Analysis:
Chapter 6:
Some say that modern analysis began with the successful identification of technical oscillators such as the highly effective Wilder RSI. See Technical Oscillators.
Chapter 7:
A different type of Seasonal Analysis is applied to MVL historical prices. Here the 24 month, November based Political Calendar is the basis for non-standard Seasonal Analysis. See Politics and Prices of MVL.
Chapter 8:
Volume Stratification Analysis tracks the volumes associated with price levels over the entire history of a stock. The resulting analysis yields a framework for understanding the mechanism behind support and resistance levels, and a scientific basis for predicting price behaviors due to those levels. See Volumetric Analysis.
Chapter 9:
A view of Momentum Analysis that takes Volume into account as well as Price. See Momentum Investing Indicators.
Chapter 10:
Technical Analysis discovers the range of moods of investors toward MVL. See Market Sentiment.
Section 11:
The chapter first converts the Price Line to several different mappings based on "Runs" or the number of consecutive price movements in a particular direction. A discussion of the "Monte Carlo Fallacy" and it's relevance to Stock Price Prediction leads to a revisionist method of Price Projection using the Bernoulli Analysis. See Bernoulli Run Analysis.
Chapter 12:
Japanese Candlesticks have a long history, but continue to be used because some of their best concepts are based on universal Investor Psychology. See Japanese Candlesticks.
Volume III: Advanced Visualization and Prediction:
Chapter 13:
Multi-spectral analysis reveals behavioral features of MVL prices that may not be apparent to ordinary analysis. See Support and Resistance.
Chapter 14:
Combining the historical behavior surfaces with the geometry of long standing periodic price oscillations yields a behavior surface of more than three dimensions which has an extremely low residual error compared to other methods of analysis. See Price Behavior Surfaces.
Chapter 15:
Frequency Analysis and Waveform Characterization are applied to the historical prices of Marvel Comics in this chapter. See Frequency and Waveform Analysis.
Chapter 16:
Forecasts are gathered from several sources to predict future price movements. See MVL Price Predictions.
Volume IV: Final Results and Trading Strategy:
Chapter 17:
The results of various trading strategies carried out over 10 years are evaluated here for MVL. The results of "buy and hold", "buy the dips", and other strategies are compared, as well as sliding stop settings. See Single Company Strategies.
Chapter 18:
The trading policies that work well when applied to speculation in any one companies stock may fall short when applied to the more usual situation where a person is speculating on a basket or portfolio of companies. Here we find the best muti-company portfolio trading policies. See MVL Multi-Company Strategies .
Appendix A:
The statistical abstract for Marvel Comics gathers the most relevant analysis into a single chapter. See MVL Final Results . |
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