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HomeBlogMembershipGoldSilverSeasonality Calendars1-Week Free TrialSystems/CoursesETF Momentum Swing PortfolioDuration Rotation ModelQuantifiable Edges Swing Trading CourseMarket Timing CourseSystem 88ResearchCodeFree DownloadsAboutAbout RobContactPolicy and LegalTerms and ConditionsPrivacy PolicyLogintwitterfacebooklinkedinrssCheck out the new Seasonality Calendars!Quantifiable Edges OverviewQuantifiable Edges has been publishing quantitative research, systems, and trading ideas since 2008. We utilize technical analysis concepts and quantify them in a way that allows traders to determine the edge that was provided in the past. Breadth, volume, sentiment, volatility, Fed-induced liquidity, seasonality, and price action are all used to assess market conditions. Gold and Silver level subscribers are led through Rob Hanna’s interpretation of the data in a simple and complete manner via the nightly and weekly subscriber letters. Gold subscribers also have complete access to our subscriber area, which includes the Quantifinder, Seasonality Calendars, custom charts, trading systems (with code), special research, and more.Both private and institutional traders have taken advantage of the vast tools and studies that have been developed over the years. Some of the most popular indicators include the Quantifiable Edges Capitulative Breadth Indicator (CBI) and the Aggregator. Quantified research related to Fed policy and action around Fed Days is available. Subscribers also have access to the full archive of letters back to 2008, which include thousands of original studies.Additionally, Quantifiable Edges provides unique courses for longer-time market timing and quant-based swing trading. Both self-paced courses include detailed market research, and show traders how to take advantage of it. They also come with supporting software for those traders interested in furthering the research and ideas on their own.Beginner, advanced, and institutional traders have all taken advantage of the research, teachings, and tools provided by Quantifiable Edges since 2008. Free trials to the gold subscription service are offered with just name and email required. You may follow Quantifiable Edges on Twitter (@QuantifiablEdgs), Facebook, LinkedIn, or receive blog posts and updates from Quantifiable Edges directly to your email. Quantifiable Edges Recent PostsView AllSPX Performance Following Big Friday SelloffsPosted on April 25, 2022 by Rob HannaIn this weekend’s subscriber letter I showed several studies suggesting the Friday selling could be an overreaction and that a bounce early this week appears likely. I noted that Fridays are often viewed as the day most likely to have a downside overreaction. This is partly because people may be looking to bail out ahead of the weekend and avoid getting hurt by further bad news. This concept is something I have discussed in the past here on the blog, mostly recently last November.In recent years the bounce has not always occurred on Monday. Sometimes we saw more selling on Monday before the rebound started on “Turnaround” Tuesday. A couple of interesting charts from the letter are shown below. They look at performance following Fridays that close down over 2.5%. The 1st is a profit curve assuming a 1-day holding period. The 2nd chart assumes a 2-day holding period.So in recent years the bounce has not as reliably begun on Monday, but it almost always did by Tuesday afternoon. We’ll see if form holds this week and we get a bounce in the next few days.Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.Holy Bullish Thursday!!!!Posted on April 13, 2022 by Rob HannaStock market performance leading up to and around many holidays has often been bullish. This is something I have written about several times over the years. Holy Thursday is one such day that has done quite well. I have shown Holy Thursday stats a few times in the past. The chart and statistics below are all updated and zoomed in from previous studies to just show the last 24 years.Strong numbers and an impressive move from lower left to upper right suggests the market could have a seasonal wind at its back on Thursday.Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.A Simple Turnaround Tuesday StudyPosted on April 12, 2022 by Rob HannaAs I have documented numerous times, “Turnaround Tuesday” has generally been the best day of the week under many circumstances for the market to begin to mount a bounce. Below is a simple look at 2-day pullbacks when SPX is below the 200ma and we are heading into Tuesday.The numbers appear quite bullish and the curve has seen an upward acceleration. Turnaround Tuesday’s have provided many edges over the years. Traders may want to keep this in mind on Tuesday.Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.Yield Curve Inversions and SPX ReturnsPosted on March 30, 2022 by Rob HannaThere has been a lot of talk recently about yield curve inversions and whether that means a recession is on the way, and how soon? And if there is a recession, will there also be a bear market? I decided to forget about economic forecast and just look at how the SPX did after a curve inversion. I looked at both the 2yr/10yr and the 3mo/10yr combinations. For the study I used Norgate Data, and looked back as far as my database went, which was 1976 for the 2yr rate and 1981 for the 3mo. Results can be found below.Note that 21 trading days is approximately 1 month. So 42 days is two months, 126 days is 6 months, 252 days is a year…you get it.Not many instances to build out a case here. Some good and some bad numbers. More bullish than bearish. Overall, the initial inversion does not seem to be a great timing signal. Academics can argue and tv talking heads can blather about potential consequences, but traders should probably look to better timing devices to make their market judgements. I don’t see myself factoring this into any trading decisions.Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.Positive $SPX Seasonality After the 4th Friday in MarchPosted on March 28, 2022 by Rob HannaThere are some bullish forces kicking in the next few weeks. For one, the week after the 4th Friday in March has been a strong one over the last 24 years. (Not as much before that.) We can see this in the study below, which I showed in this weekend’s subscriber letter.That is an encouraging looking curve and bullish stats. Traders may want to keep this in mind as they formulate their market bias this week.Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.Tweets by @QuantifiablEdgsInformation contained on Quantifiable Edges is provided for education purposes only. Under no circumstances is it to be used or considered as an offer to sell, or a solicitation of any offer to buy securities. While information contained herein is believed to be accurate at the time of publication, we make no representation as to the accuracy or completeness of any data, statistics, studies, or opinions expressed and it should not be relied upon as such. Quantifiable Edges LLC, its employees, owners, and/or affiliates may have positions or other interests in securities (including derivatives) directly or indirectly which are the subject of information shown on Quantifiable Edges. Neither Quantifiable Edges, LLC nor any officer or employee of Quantifiable Edges, LLC accepts any liability whatsoever for any direct or consequential loss arising from any use of this website or its contents. It should not be assumed that the methods, techniques, or indicators presented here will be profitable or that they will not result in losses. Past results are not necessarily indicative of future results. There is a high degree of risk in trading. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.The principal publisher of Quantifiable Edges (QE), Mr. Robert Hanna, is separately affiliated with a registered investment adviser in the States of Washington, California, Colorado, Michigan, Texas, Massachusetts, and Louisiana, Eastsound Capital Advisors, LLC (ECA) d.b.a. Capital Advisors 360, LLC. ECA may not transact business in states where it is not appropriately registered, excluded or exempted from registration. 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