Spydertrader's Jack Hershey Equities Journal

Discussion in 'Journals' started by Spydertrader, Sep 25, 2004.

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  1. My data source indicates JMDT experienced a volume yesterday of 244,305 shares. The Wealth-Lab.com Web Site Version shows JMDT with a volume of 249,405 shares. The difference in volume results from differences in the way the two data sources capture data for the day. Simple as that. Nothing of major concern here. Today, the difference was just enough to place JMDT "In Dry Up" using my data source (and maybe a few others), but not using the Wealth-Lab.com Web Site Version Data Source. Again, as long as you remain consistent in which data source you use, the differences equal out over time.

    - Spydertrader
     
    #1411     Jul 8, 2005
  2. Jack Hershey uses an 'eyeball method' for determining Dry Up Volume. He simply looks at a daily chart and calculates where he thinks Dry Up Volume levels should be based on several cycles of 20% more gains occurring over a period of six to eight days. Since Jack does these calculations in his head, I have held the belief for quite some time that I may have attempted to quantify that which remained unquantifiable. In other words, searching for an absolute value for Dry Up Volume, may not have fit the 'spirit' of Jack Hershey's Methods.

    Using probability and statistics as my guide, I decided to try using a 'multiplier' to capture a number of standard deviations from the mean. In our case, Average Dry Up being the mean, we look to capture all data points residing within three standard deviations from that mean. These calculations provide us with a Range of Dry Up Values - From Low Band to High band. Statistics tells us that we can expect 99.7% of all data points to fall within three standard deviations of that mean.

    By using the Low Band Dry Up Volume as our entry trigger, we experience a greater number of trade signals and as a result, capture the price moves earlier in their run.

    I hope you find the above information helpful.

    - Spydertrader
     
    #1412     Jul 8, 2005
  3. KevinK

    KevinK Guest

    So when using FRV based on the website chartscripts, do we use the one provided or adjust it to the low band?

    thanks
     
    #1413     Jul 8, 2005
  4. The ChartScripts automatically calculate FRV and print it to the commentary window (located below the chart). No adjustments needed.

    - Spydertrader
     
    #1414     Jul 8, 2005
  5. 2005-07-08, Friday - Update

    This morning, I monitored one list of stocks (5 total equities): Those equities from our daily Hot List and from our Final Universe List finding themselves "In Dry Up."

    Dry Up Stocks

    DCAI FORD JMDT JUPM TASR

    Our system generated four possible trade signals from the list of five Dry Up Stocks when actual volume exceeded calculated "Low Band" Dry Up Volume prior to 11:30 AM.

    Dry Up Stocks Triggering Signal

    JMDT DCAI FORD TASR

    Dry Up Stocks NOT Triggering Signal

    JUPM

    JMDT DID show price improvement ($28.35) at time of signal generation (9:55 AM). In addition, MACD Histogram showed a positive return (+.1653). Also, The Stochastic Indicator fell above desired levels (100.0000). However, due to the large gap up in price (my rules prevent me from chasing large gap opening stocks), I took no action with respect to trading JMDT. For those of you that did take the trade, congrats to you.

    DCAI DID show price improvement ($22.54) at time of signal generation (10:08 AM). In addition, MACD Histogram showed a positive return (+.0816). However, The Stochastic Indicator fell below desired levels (78.0101). As a result, I took no action with respect to trading DCAI.

    TASR DID show price improvement ($10.27) at time of signal generation (10:38 AM). In addition, MACD Histogram showed a positive return (+.0515). Also, The Stochastic Indicator fell above desired levels (88.6667). However, the local cable company performed maintenance on the lines during this time period completing their work several minutes after the time of signal generation. As a result, I was unable to receive the signal or enter into a trade. Therefore, I took no action with respect to trading TASR.

    FORD did not show price improvement ($19.35) at time of signal generation (11:05 AM). In addition, MACD Histogram showed a negative return (-.0518). Also, The Stochastic Indicator fell below desired levels (47.3789). As a result, I took no action with respect to trading FORD.

    I continue to hold all shares of MFLX.

    - Spydertrader
     
    #1415     Jul 8, 2005
  6. 2005-07-08, Friday - Update

    Stocks Exceeding FRV levels by EOD

    DCAI JMDT

    Stocks NOT Exceeding FRV levels by EOD

    FORD JUPM TASR

    MFLX has not yet reached Peak Volume Levels, nor has it hit out 10% Target. As a result, I continue to hold all shares of MFLX until at least Monday Morning. Current price of MFLX remains up $1.79 per share since entry.

    - Spydertrader
     
    #1416     Jul 8, 2005
  7. Enjoy the weekend, everybody.

    - Spydertrader
     
    #1417     Jul 8, 2005
  8. Excellent info Spyder......

    For the sake of redundancy, please define "Average Dry Up" in the form of an equation, if you will.

    Also, with regards to the term "price improvement" to you mean price improvement from the open, or price improvement from yesterday's close at the time of signal generation?

    Best Regards
    Oddi
     
    #1418     Jul 8, 2005
  9. All Hershey stocks cycle a minimum five times in a six month period.

    Where Dry Up Volume is the lowest Volume during any 20% cycle in price occurring over a period of six to eight days.

    Du1+Du2+Du3+Du4+Du5 / 5 = Average Dry Up

    The system requires price improvement from the previous day close at time of signal generation.

    - Spydertrader
     
    #1419     Jul 8, 2005
  10. KevinK

    KevinK Guest

    Was just reviewing the journal and came across this quote...
    I Can't AGREE MORE...
    It's weird buying a stock that is sometimes already up 10%.

    I would also like to thank Spydertrader for all the work he does in this journal in helping educate us on this system and answering all our silly questions. Thanks so much spyder.
     
    #1420     Jul 9, 2005
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