Sorry to hear that. Sounds like casinos barring profitable card counters from entering. Are you using Price TA on ETFs since ETFs are similar to mutual funds? I guess individual stocks are too different from mutual funds and may not be suitable for your style as a transition target. Nobody can bar you from trading ETFs. That would be a huge advantage over mutual fund timing.
1. Not the same as barring profitable card counters.... just a matter of logistic administration. Enough fund timers were moving money to cause the fund managers headaches, so they cut all of us off. (I had accounts at Charles Schwab. They had access to all of the mutual fund companies. Not all MF companies were big enough nor had enough variety for us to trade them, of course. So we traded the ones that were big enough and we liked. At some point the fund managers no longer wanted to put up with our trades, and banned us from future access. I was "kicked out" of more than 20 MF companies before we had to give it all up. My biggest successes had been at Oppenheimer, Financial Programs/Invesco, and Century.) 2. Yes, one could trade ETFs instead of mutual funds, but the funds had some significant advantages... many of which were custodial and administrative. The comparo is academic, of course, as the ETF business was just barely getting started back then. Compliance when managing OPM can be onerous. Mutual Funds had advantages over ETFs and individual stock portfolios. 3. The Price TA on individual stocks is exactly the same on ETFs and mutual funds... commodities, too.
the problem with 'track record' is this - say you start with 256 monkeys throwing random darts, 128 will outperform the first year, then 64 the 2 years in a row and so on, eventually you have a monkey that has outperformed 7 years in a row and then attracts a lot of money, then of course from year 8 onward he's just another random dart monkey. for the most part that's what happens in the investment world.
There's a difference in price TA between equities and commodity futures. Equities have finite volume while futures contracts do not have finite limit to the volume. No limit to how many contracts can be opened. I think that should interpret volume interpretation.
destriero, We are here to interact and discuss about trading money. You trade insults. You are not welcomed.
Oh please, let me give you a valuable clue. Whatever you've thought about "volume"... FUGGETABOUTIT! (I know that's not conventional wisdom and had to swallow... true, nonetheless.) I have 3 "pet peeves" about trading notions. Volume is one of them. VOLUME MEANS NOTHING... when it comes to deciding whether or not to make a play. Volume matters only as to "how big of a play you can make without impacting the market too much".... that is the "handle". There is ZERO diff in Price TA between any of the financial markets. Volatility is a separate consideration.