Recent BCC Signals

Here are the recent Bear Catcher Combined signals as taken from GTR1 using GTR1 Helper 4.5. The complete set of signals may be found by running GTR1 with the BCC url: http://gtr1.net/2013/?!!QlpoMTFBWSZTWVb2ik4AAiLfgBAAIgd!2F8D…
Launch the url, take the option for Detailed Report and check the box for Signal Values. Finally, click “Run Backtest” and then download the report.

Larry

  Date    Signal   SMA    NH/NL  DBE
20220318    5      Bull   Bear   Bull
20211118    5      Bull   Bear   Bull
20211013    7      Bull   Bull   Bull
20211004    5      Bull   Bear   Bull
20210825    7      Bull   Bull   Bull
20210817    5      Bull   Bear   Bull
20210721    7      Bull   Bull   Bull
20210716    5      Bull   Bear   Bull
20201103    7      Bull   Bull   Bull
20201030    5      Bull   Bear   Bull
20200930    7      Bull   Bull   Bull
20200923    5      Bull   Bear   Bull
20200720    7      Bull   Bull   Bull
20200710    3      Bull   Bull   Bear
20200528    7      Bull   Bull   Bull
20200417    6      Bear   Bull   Bull
20200316    4      Bear   Bear   Bull
20200225    5      Bull   Bear   Bull
20200204    7      Bull   Bull   Bull
20200131    5      Bull   Bear   Bull
20191125    7      Bull   Bull   Bull
20191120    5      Bull   Bear   Bull
20191119    7      Bull   Bull   Bull
20191118    5      Bull   Bear   Bull
20191021    7      Bull   Bull   Bull
20190925    5      Bull   Bear   Bull
20190911    7      Bull   Bull   Bull
20190719    5      Bull   Bear   Bull
20190628    7      Bull   Bull   Bull
20190625    5      Bull   Bear   Bull

29 Likes

NH/NL is on track to go bullish on Friday March 25th. Possible short-term bottom March 14th. The market is only about 6% below the January high, and so DBE could easily reset in the next month. Alcoa kicks off earnings season on April 21.

7 Likes

This link is no longer being updated daily on most days. I try to rely on this for daily updates to NHNL by hitting ‘Run Screener’. Curious what others are using if NHNL daily updates are wanted. Thanks

1 Like

Perhaps you can use stockcharts.com. It uses a difference,
not the 9 day ratio set up in GTR1, but both usually trigger bull/bear signals the same day.

I use MACD to easily set up and see signal changes instead of setting up EMA(9) and a horizontal
line at 0. If you want that instead of MACD, the ‘invisible’ chart suppresses the main graph, making the
EMA easier to see. If you want the actual net differences as they change daily that can be read off the little table on the left side of the graph or the closing values at the top of the graph. Today it reads -48, so there are 48 more new lows than new highs today.

At least, I think this is correct.

https://schrts.co/gaKUetZM

rrjjgg

4 Likes

For March 22, gtr1 has 51 NH, 12 NL, 2303 total.
barchart reports 55 NH, 18 NL, 3452 total.
wsj reports 82 NH, 130 NL, 4994 total.

https://www.barchart.com/stocks/momentum reports
https://www.wsj.com/market-data/stocks/marketsdiary

The gtr1 code uses a lower total count (dropping ETFs, ADRs, LPs, IPOs, etc.):

step0: Nasdaq
step1: [Security Type] == 10,11,18,48
step2: [Mkt Days Since Security Opened] >= 252
step3: Only 1 share class for each company.

count of stocks passing each step:

step0  step1  step2  step3
4221   2643   2326   2302

Some data sources were discussed at https://discussion.fool.com/another-39simple-detector39-minor-bo…

5 Likes

stockcharts has 82 NH, 130 NL, 4994 total NASDAQ for March 22nd. Same as wsj, but a larger universe than what BCC gtr1 uses.

$NAHGH Nasdaq - New 52-Week Highs
$NAHL Nasdaq - New Highs-New Lows
Nasdaq Net New Highs as a percentage of Nasdaq total issues ($NAHL:$NATOT)
https://stockcharts.com/search/?q=%22High-Low%20Indicators%2…
https://school.stockcharts.com/doku.php?id=market_indicators…

4 Likes

GTR1 NHNL now Bull. BCC=7.

14 Likes

Really? Stockcharts standard version is not there yet. Raw number -78, EMA(9) -132.48.

https://schrts.co/hnupiiIF

3 Likes

There are various sources for Nasdaq NHNL data. Some sources include ETFs, and many bond ETFs are at new lows recently. GTR1 uses dividend adjusted prices, and this has the effect of lowering the 52-week high and 52-week low.

For March 28th, WSJ Markets Diary has 65 NH and 162 NL. This matches stockcharts $NAHL -97.
https://www.wsj.com/market-data/stocks/marketsdiary
https://schrts.co/gaKUetZM

Nasdaq reports different numbers:
Mar 25, 2022 04:30 PM : Market Closed Highs : 59 Lows : 116
Mar 28, 2022 04:30 PM : Market Closed Highs : 36 Lows : 88
https://www.nasdaq.com/market-activity/nasdaq-52-week-hi-low…

barchart excludes ETFs, and reported 35 NH and 75 NL. https://www.barchart.com/stocks/momentum

barchart has indexes that can be charted:
$MAHQ 52-Week Highs NASDAQ
$MALQ 52-Week Lows NASDAQ
$MADQ 52-Week Hi - Lo NASDAQ
https://www.barchart.com/stocks/quotes/$MADQ/interactive-cha…
(settings: bar type column APPLY.
+Study: moving average, 9 periods.)

I downloaded 2 years of barchart $MADQ price history, and found the signal dates when a 9 day simple moving average changed sign. The dates are close to the gtr1 [NHNLdiff] signal.

          gtr1   barchart     days
  Date    NH/NL    Date    difference
20211118  Bear   20211118      0
20211013  Bull   20211019      6
20211004  Bear   20210920      -14
20210825  Bull   20210830      5
20210817  Bear   20210816      -1
20210721  Bull   20210730      9
20210716  Bear   20210716      0
20201103  Bull   20201105      2
20201030  Bear   20201030      0
20200930  Bull   20201005      6
20200923  Bear   20200928      5
20200417  Bull   20200420      3
5 Likes