ADR%: Examining Trend-Following vs. Range-Expansive Move Behavior I received an overwhelming response and numerous DMs (apologies if my replies are delayed, as I’m working to respond to each message constructively) across platforms, including LinkedIn and IG, about my recent post on the top 100 performing stocks (YTD basis), which included a breakdown of some simple key data. I also expanded the data for everyone's deep dive by sharing the full list of the top 100 % gainers from each year since 2018 without filter. I wish to use this post to clarify in case anyone misinterprets how to apply the ADR% filter in their screening criteria. x.com/jfsrevg/status… Here’s an overlay of the historical ADR% indicator highlighting two types of +70% upward moves within the same quarter. I’ve selected four stocks with varying prices, share structures, sector/group, floats, and trading volumes. $EAT $GEV shows a trend-following, yet volatility-compressive move (ADR% compression) during its +70% run, similar to $CAVA and $APP, which also demonstrated volatility compression. $EAT - Restaurants - Market Cap: $4.4B - Share Float: 43M - Average $ Volume (50D): $135M - Average Share Volume (50D): 1.3M - ADR%: 3.1% - Time to +70%: 45 trading days $GEV - Electronics Products - Market Cap: $83B - Share Float: 274M - Average $ Volume (50D): $843M - Average Share Volume (50D): 2.8M - ADR%: 2.99% - Time to +70%: 56 trading days $OKLO and $WULF exhibit a broad, range-expansive price movement, with high ADR% volatility throughout their upward trajectory. Very much like short term momentum burst advocated by @PradeepBonde $OKLO - Sector: Industrial Machinery - Market Cap: $2.6B - Share Float: 69M - Average $ Volume (50D): $276M - Average Share Volume (50D): 12M - ADR%: 18% - Time to +70%: 4 trading days $WULF - Sector: Data Processing Services - Market Cap: $2.3B - Share Float: 274M - Average $ Volume (50D): $138M - Average Share Volume (50D): 22M - ADR%: 10% - Time to +70%: 8-10 trading days This comparison could provide valuable insights into the type of trading you may want to prioritize, allowing you to optimize your screener to align better with your trading style. Additionally different execution parameters and rule, exit or profit-taking strategies may be necessary to adapt to the distinct price movement patterns shown here.
ADR%: Examining Trend-Following vs. Range-Expansive Move Behavior I received an overwhelming response and numerous DMs (apologies if my replies are delayed, as I’m working to respond to each message constructively) across platforms, including LinkedIn and IG, about my recent post on the top 100 performing stocks (YTD basis), which included a breakdown of some simple key data. I also expanded the data for everyone's deep dive by sharing the full list of the top 100 % gainers from each year since 2018 without filter. I wish to use this post to clarify in case anyone misinterprets how to apply the ADR% filter in their screening criteria. x.com/jfsrevg/status… Here’s an overlay of the historical ADR% indicator highlighting two types of +70% upward moves within the same quarter. I’ve selected four stocks with varying prices, share structures, sector/group, floats, and trading volumes. $EAT $GEV shows a trend-following, yet volatility-compressive move (ADR% compression) during its +70% run, similar to $CAVA and $APP, which also demonstrated volatility compression. $EAT - Restaurants - Market Cap: $4.4B - Share Float: 43M - Average $ Volume (50D): $135M - Average Share Volume (50D): 1.3M - ADR%: 3.1% - Time to +70%: 45 trading days $GEV - Electronics Products - Market Cap: $83B - Share Float: 274M - Average $ Volume (50D): $843M - Average Share Volume (50D): 2.8M - ADR%: 2.99% - Time to +70%: 56 trading days $OKLO and $WULF exhibit a broad, range-expansive price movement, with high ADR% volatility throughout their upward trajectory. Very much like short term momentum burst advocated by @PradeepBonde $OKLO - Sector: Industrial Machinery - Market Cap: $2.6B - Share Float: 69M - Average $ Volume (50D): $276M - Average Share Volume (50D): 12M - ADR%: 18% - Time to +70%: 4 trading days $WULF - Sector: Data Processing Services - Market Cap: $2.3B - Share Float: 274M - Average $ Volume (50D): $138M - Average Share Volume (50D): 22M - ADR%: 10% - Time to +70%: 8-10 trading days This comparison could provide valuable insights into the type of trading you may want to prioritize, allowing you to optimize your screener to align better with your trading style. Additionally different execution parameters and rule, exit or profit-taking strategies may be necessary to adapt to the distinct price movement patterns shown here.
@jfsrevg Trend following type stocks usually break out with no obvious vol push. Will you trade these stocks like range expansive stocks?
@jfsrevg How I see it. Declining ADR when institutions accumulate and support the stock. Increasing ADR when the trading is more leaned towards speculation, big options flow etc usually in less established companies. I trade both but think the decline is a sign of quality. Thoughts?
@jfsrevg Is that a moving average of ADR%? Because ADR is typically a bit choppier than that day to day. It's nice to see it smooth like that.
