Labs
Driving Innovation in Business Through Laboratory Insights
This article explores three essential strategies from the evergreen playbook, emphasizing data-driven approaches that withstand market fluctuations and provide a solid foundation for investment decisions.
Three Key Indicators of Historical Market Risk Phases
This article examines historical at-risk periods in financial markets, identifying key patterns in breadth, volatility, sector behavior, and credit shifts that often precede significant market drawdowns.
Momentum vs. Mean Reversion: Key Conditions Revealed by MarketVibe Data
This article analyzes MarketVibe data to discern the conditions under which momentum persists versus when mean reversion prevails, providing investors with actionable insights into market behavior.
Detecting Market Shifts: Five Key Inflection Points Identified Through Multi-Indicator Analysis
This article explores how to identify critical market inflection points by analyzing the confluence of multiple indicators, including breadth, volatility, credit spreads, and leadership dynamics.
Three Hidden Indicators of Market Strength Revealed by Sector Internals
This article explores how analyzing sector internals—such as median sector returns, participation rates, and dispersion—can uncover market strength that traditional price action may obscure.
Three Key Breadth Divergences You Should Not Overlook
This article analyzes various breadth divergences to identify which carry the most significant market signals, emphasizing the importance of distinguishing between reliable indicators and false positives.
ATR Spikes as Indicators of Volatility Clustering and Risk Windows
This article examines the implications of high Average True Range (ATR) environments, highlighting historical patterns of volatility clustering and their influence on market behavior during risk windows.
MarketVibe Transforms Raw Data into Actionable Dashboard Insights
This article explores the transformation of raw data into actionable insights at MarketVibe, detailing the processes of data quality checks, aggregation, and signal construction that ensure reliable market analysis.
Three Warning Signs of Market Fragility: Breadth and Volatility
This article explores how the combination of narrow market breadth and elevated volatility can signal fragile market conditions, prompting traders to adopt a more defensive posture.
What We Learned Backtesting % Above 50-DMA as a Market Risk Gauge
This analysis explores the effectiveness of using the percentage above the 50-day moving average (% Above 50-DMA) as a market risk gauge, highlighting its correlation with trend quality and drawdown risk based on backtesting results.
Inside the Crash Warning Index: What Goes Into an At-Risk Signal
Introduction The Crash Warning Index CWI is a pivotal tool in MarketVibe's suite of indicators, designed to provide early warnings about potential market risks. The question we so…
How MarketVibe Detected Breadth Deterioration Two Weeks Before the Drop
How MarketVibe Detected Breadth Deterioration Two Weeks Before the Drop 1. The Question – What Were We Trying to Find Out? In the world of trading, understanding market breadth is…