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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.44
Average ATR: 6.79
Keltner Channel Market Analysis
Initial State (20201005):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20201231):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 5 (8.06)
Consolidation Days: 57 (91.94)
Donchian Channel Market Analysis
Initial State (20201005):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20201231):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20201005 to 20201231
Initial State (20201005):
Price within Bollinger Bands NeutralRangebound Market
Final State (20201231):
Price above Bollinger Upper Band Strong Uptrend
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 1 (1.61)
Bearish Breakdown Days: 5 (8.06)
Rangebound Days: 56 (90.32)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From October 5, 2020, to December 31, 2020, the asset exhibited predominantly sideways, rangebound movement. ATR indicates normal volatility, currently at 5.44 compared to an average of 6.79. Keltner and Donchian Channels consistently show price consolidation throughout the period. While initially neutral, Bollinger Bands suggest a potential shift towards a strong uptrend as the price closed above the upper band.
The period saw minimal trending activity – 5 downtrend days (8.06%) and 1 bullish breakout day (1.61%), with the majority (90.32%) spent rangebound. Low volatility, indicated by tight Bollinger Bands, suggests a potential breakout is forthcoming. Mean reversion strategies may have been viable during this consolidation phase.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.43
Average ATR: 6.70
Keltner Channel Market Analysis
Initial State (20201103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Donchian Channel Market Analysis
Initial State (20201103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20201103 to 20210201
Initial State (20201103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 2 (3.28)
Bearish Breakdown Days: 1 (1.64)
Rangebound Days: 58 (95.08)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from November 3, 2020, to February 1, 2021, indicates a consistently rangebound market with normal volatility. ATR averaged 6.70 (latest 6.43). Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective boundaries throughout the 61 trading days analyzed. No discernible uptrend or downtrend was observed – 0% uptrend/downtrend days across all channel analyses. Bollinger Bands showed a slight preference for rangebound conditions (95.08% of days) with minimal bullish (3.28%) or bearish (1.64%) breakouts. The data suggests mean reversion strategies could be viable given the sideways market conditions.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.18
Average ATR: 5.87
Keltner Channel Market Analysis
Initial State (20201201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Donchian Channel Market Analysis
Initial State (20201201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20201201 to 20210301
Initial State (20201201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 3 (4.92)
Bearish Breakdown Days: 1 (1.64)
Rangebound Days: 57 (93.44)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from December 1, 2020, to March 1, 2021, indicates a predominantly sideways, rangebound market with low volatility. ATR shows normal volatility (latest 6.18, average 5.87). Keltner and Donchian Channels consistently show the price *inside* the channel, confirming consolidation throughout the 61 trading days analyzed – with zero uptrend or downtrend days. Bollinger Bands support this, with 93.44% of days rangebound, and a volatility assessment identifying a “squeeze” suggesting a potential future breakout. Trading strategy insights favor mean reversion tactics, specifically buying near the lower Bollinger Band and selling near the upper band, given the neutral market conditions. Bullish breakouts occurred on 4.92% of days, and bearish breakdowns on 1.64% of days.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.14
Average ATR: 5.97
Keltner Channel Market Analysis
Initial State (20210104):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210401):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 3 (4.84)
Downtrend Days: 0 (0.00)
Consolidation Days: 59 (95.16)
Donchian Channel Market Analysis
Initial State (20210104):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210401):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20210104 to 20210401
Initial State (20210104):
Price above Bollinger Upper Band Strong Uptrend
Final State (20210401):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 9 (14.52)
Bearish Breakdown Days: 1 (1.61)
Rangebound Days: 52 (83.87)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis of market behavior from January 4, 2021, to April 1, 2021, reveals a predominantly sideways, consolidation-bound market. Average True Range (ATR) remained within the normal range (6.14 latest, 5.97 average), indicating typical volatility. Keltner and Donchian Channels consistently showed prices *within* channels throughout the period, reinforcing the consolidation.
Bollinger Bands present a shift: starting with a strong uptrend (price above the upper band), the market transitioned to a neutral, rangebound state. Trend analysis confirms this, with 83.87% of days being rangebound, alongside 14.52% bullish breakout days and only 1.61% bearish breakdowns.
The data suggests potential effectiveness of mean reversion trading strategies, capitalizing on price fluctuations within the established range. Downtrend and Uptrend days are zero for Donchian Channel, indicating data error.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.20
Average ATR: 5.66
Keltner Channel Market Analysis
Initial State (20210201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210430):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 18 (28.57)
Downtrend Days: 0 (0.00)
Consolidation Days: 45 (71.43)
Donchian Channel Market Analysis
Initial State (20210201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210430):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210201 to 20210430
Initial State (20210201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210430):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 9 (14.29)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 54 (85.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from February 1st to April 30th, 2021, indicates a predominantly sideways, rangebound market. Average True Range (ATR) is normal at 6.20 (average 5.66), suggesting expected volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, characterizing consolidation.
Notably, there were zero downtrend days identified across all channel analyses. The mid-period trend summary reveals 71.43% consolidation days (Keltner), 100% (Donchian), and 85.71% rangebound days (Bollinger Bands). While bullish breakouts occurred on 14.29% of days (Bollinger), bearish breakdowns were absent.
The data supports employing mean reversion trading strategies, capitalizing on price fluctuations within the established range.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.62
Average ATR: 5.72
Keltner Channel Market Analysis
Initial State (20210303):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210601):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 18 (28.57)
Downtrend Days: 0 (0.00)
Consolidation Days: 45 (71.43)
Donchian Channel Market Analysis
Initial State (20210303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210303 to 20210601
Initial State (20210303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210601):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 8 (12.70)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 55 (87.30)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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## Financial Statement Review - Response 1
This analysis, covering March 3rd, 2021 to June 1st, 2021, indicates a predominantly **rangebound and consolidating market**. ATR shows normal volatility (5.62 latest, 5.72 average). Keltner and Donchian Channels consistently show price *within* the channels throughout the period, reinforcing the consolidation.
Trend analysis reveals a striking **lack of defined trend**: zero uptrend or downtrend days across Donchian Channel data, and minimal bullish breakouts (12.70%) within Bollinger Bands. A significant 71.43% of days per Keltner Channels and 87.30% per Bollinger Bands were rangebound.
Volatility is currently **low**, with Bollinger Bands tightening – suggesting a potential breakout. The report recommends **mean reversion strategies** given the sideways market, focusing on buying near lower bands and selling near upper bands.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.44
Average ATR: 5.59
Keltner Channel Market Analysis
Initial State (20210405):
Price above Keltner Upper Band Strong Uptrend
Final State (20210701):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 26 (41.27)
Downtrend Days: 0 (0.00)
Consolidation Days: 37 (58.73)
Donchian Channel Market Analysis
Initial State (20210405):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210701):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210405 to 20210701
Initial State (20210405):
Price above Bollinger Upper Band Strong Uptrend
Final State (20210701):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 6 (9.52)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 57 (90.48)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From April 5, 2021, to July 1, 2021, market analysis reveals a shift from initial strong uptrends to a consolidation phase. ATR shows normal volatility, with a latest reading of 6.44 against an average of 5.59. Initially, price action was above Keltner & Bollinger Upper Bands, indicating strong upward momentum. However, the market transitioned to price movement *within* these channels/bands, signaling a rangebound market.
Over 63 trading days, the market was predominantly consolidating (58.73% via Keltner, 100% via Donchian, 90.48% via Bollinger Bands), with minimal uptrend or downtrend activity. Donchian Channel data shows no trend, potentially indicating errors. High volatility is present, suggesting potential for mean reversion strategies – buying near lower bands, selling near upper bands – in this sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.01
Average ATR: 5.63
Keltner Channel Market Analysis
Initial State (20210503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210730):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 20 (31.75)
Downtrend Days: 0 (0.00)
Consolidation Days: 43 (68.25)
Donchian Channel Market Analysis
Initial State (20210503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210730):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210503 to 20210730
Initial State (20210503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210730):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 5 (7.94)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 58 (92.06)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from May 3, 2021, to July 30, 2021, indicates a predominantly sideways, low-volatility market. ATR shows normal volatility, with a latest reading of 5.01 against an average of 5.63. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show the price *inside* their respective channels throughout the period, confirming rangebound conditions.
Trend analysis reveals 68.25% consolidation based on Keltner Channels, and a full 100% consolidation using Donchian Channels. Bollinger Bands show 92.06% rangebound days with minimal bullish breakouts (7.94%). The assessment highlights a “squeeze” in Bollinger Bands, suggesting a potential breakout. Consequently, mean reversion strategies are recommended, capitalizing on price movements near band extremes. No uptrend or downtrend days were recorded across the analyzed channels.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.09
Average ATR: 5.29
Keltner Channel Market Analysis
Initial State (20210603):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210901):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 20 (31.25)
Downtrend Days: 0 (0.00)
Consolidation Days: 44 (68.75)
Donchian Channel Market Analysis
Initial State (20210603):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20210603 to 20210901
Initial State (20210603):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 6 (9.38)
Bearish Breakdown Days: 1 (1.56)
Rangebound Days: 57 (89.06)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of financial data from June 3, 2021, to September 1, 2021, reveals a predominantly sideways, rangebound market. ATR indicates normal volatility (latest: 5.09, average: 5.29). Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, signifying consolidation.
Trend analysis across 64 trading days shows a strong bias towards consolidation (68.75% via Keltner, 100% via Donchian, 89.06% via Bollinger Bands), with minimal uptrend or downtrend activity. Bollinger Bands suggest low volatility ("squeeze"), potentially foreshadowing a future breakout. Trading strategies should focus on mean reversion given the current market conditions, capitalizing on price fluctuations within the established range.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.82
Average ATR: 5.40
Keltner Channel Market Analysis
Initial State (20210706):
Price above Keltner Upper Band Strong Uptrend
Final State (20211001):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 9 (14.29)
Downtrend Days: 2 (3.17)
Consolidation Days: 52 (82.54)
Donchian Channel Market Analysis
Initial State (20210706):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211001):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210706 to 20211001
Initial State (20210706):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211001):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 1 (1.59)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 57 (90.48)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis of trading data from July 6, 2021, to October 1, 2021, indicates a transition from an initial strong uptrend to a predominantly consolidation-bound market. While average volatility (ATR 6.82 vs. 5.40) is currently normal, the period saw overwhelmingly rangebound price action across all indicators – Keltner Channels, Donchian Channels, and Bollinger Bands.
Specifically, 82.54% of days showed consolidation per Keltner Channels, and 100% per Donchian Channels. Bollinger Bands confirm this with 90.48% rangebound days. There were minimal uptrend or downtrend days observed. The data suggests a sideways market, potentially favoring mean reversion trading strategies, though a slight bearish bias is indicated by 7.94% bearish breakdown days. High volatility, signaled by wide bands, suggests potential for price swings within the consolidation range.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 8.02
Average ATR: 6.12
Keltner Channel Market Analysis
Initial State (20210803):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211101):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 5 (7.81)
Downtrend Days: 3 (4.69)
Consolidation Days: 56 (87.50)
Donchian Channel Market Analysis
Initial State (20210803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20210803 to 20211101
Initial State (20210803):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 3 (4.69)
Bearish Breakdown Days: 6 (9.38)
Rangebound Days: 55 (85.94)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from August 3rd to November 1st, 2021 indicates a predominantly sideways, consolidation-bound market. ATR shows normal volatility, with a latest reading of 8.02 against an average of 6.12. Keltner and Donchian Channels consistently show price action *within* the channels throughout the period, reinforcing the rangebound nature. Bollinger Bands confirm this, with 85.94% of days being rangebound, though exhibiting high volatility due to wide band fluctuations.
Trend analysis reveals minimal directional movement – only 5 uptrend and 3 downtrend days via Keltner Channels, and no trend days via Donchian Channels. There were 3 bullish breakout and 6 bearish breakdown days. Given the consistent consolidation and volatility, mean reversion strategies utilizing Bollinger Bands may be suitable.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 10.04
Average ATR: 7.18
Keltner Channel Market Analysis
Initial State (20210902):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 5 (7.94)
Downtrend Days: 3 (4.76)
Consolidation Days: 55 (87.30)
Donchian Channel Market Analysis
Initial State (20210902):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210902 to 20211201
Initial State (20210902):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 56 (88.89)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From September 2nd to December 1st, 2021, analysis reveals a predominantly consolidation-bound market. ATR shows normal volatility, with a latest reading of 10.04 against an average of 7.18. Keltner Channels and Donchian Channels consistently indicate price action *within* channels throughout the period, reinforcing the rangebound nature. Bollinger Bands confirm this, with 88.89% of days being rangebound, though showing 7.94% bearish breakdown days.
Volatility is currently low ("squeeze"), suggesting a potential breakout. Given the sideways market, mean reversion strategies are suggested, capitalizing on price movements near Bollinger Band extremes. Uptrends and downtrends were minimal (7.94% and 0% respectively), highlighting the sustained consolidation.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.43
Average ATR: 8.30
Keltner Channel Market Analysis
Initial State (20211004):
Price below Keltner Lower Band Strong Downtrend
Final State (20211231):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 5 (7.94)
Downtrend Days: 1 (1.59)
Consolidation Days: 57 (90.48)
Donchian Channel Market Analysis
Initial State (20211004):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211231):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20211004 to 20211231
Initial State (20211004):
Price below Bollinger Lower Band Strong Downtrend
Final State (20211231):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 1 (1.59)
Rangebound Days: 60 (95.24)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From October 4, 2021, to December 31, 2021, analysis reveals a transition from a strong downtrend to a consolidation phase. ATR decreased from 8.30 to 6.43, indicating decreasing volatility. Initially, price action started below Keltner and Bollinger Lower Bands, signaling a downtrend, but ended within both channels, suggesting a neutral, rangebound market.
Donchian Channels consistently showed consolidation throughout the 63 trading days analyzed. The mid-period trend summary highlights a predominantly sideways market: 90.48% consolidation (Keltner), 100% (Donchian), and 95.24% rangebound (Bollinger Bands).
Low volatility, indicated by tight Bollinger Bands, suggests a potential breakout. Mean reversion strategies are recommended for this sideways market. Uptrend and downtrend days were minimal (Keltner: 7.94% & 1.59%; Bollinger: 3.17% & 1.59%).
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 11.33
Average ATR: 8.79
Keltner Channel Market Analysis
Initial State (20211103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 13 (20.97)
Consolidation Days: 49 (79.03)
Donchian Channel Market Analysis
Initial State (20211103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20211103 to 20220201
Initial State (20211103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 7 (11.29)
Rangebound Days: 55 (88.71)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of 62 trading days (20211103-20220201) indicates a predominantly consolidation-bound market. All trend analyses – Keltner Channels, Donchian Channels, and Bollinger Bands – confirm price action remained within established channels throughout the period. While ATR shows normal volatility (latest: 11.33, average: 8.79), the market exhibited a slight bearish tendency with 11.29% of days showing bearish breakdowns within Bollinger Bands and 20.97% downtrend days per Keltner Channels. Notably, no uptrend or bullish breakout days were recorded. The consistent presence within bands/channels suggests a sideways market, potentially favoring mean reversion trading strategies. Bollinger Bands indicate high volatility despite the rangebound nature.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 9.70
Average ATR: 9.63
Keltner Channel Market Analysis
Initial State (20211201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 13 (20.97)
Consolidation Days: 49 (79.03)
Donchian Channel Market Analysis
Initial State (20211201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20211201 to 20220301
Initial State (20211201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 7 (11.29)
Rangebound Days: 55 (88.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from December 1, 2021, to March 1, 2022, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) remained normal, with a latest value of 9.70 against an average of 9.63, suggesting typical volatility. Keltner Channels and Donchian Channels consistently showed prices *inside* the channels, reinforcing the consolidation.
Trend analysis reveals 0 uptrend days across all indicators. Downtrend days were 13 (20.97%) via ATR, and 7 (11.29%) via Bollinger Bands. The majority of trading days – 79.03% (ATR), 100% (Donchian), and 88.71% (Bollinger) – were consolidation/rangebound.
The data suggests potential effectiveness of mean reversion trading strategies, capitalizing on price movements within the established range.
|
ATR (Average True Range) Analysis
Low Volatility: ATR is significantly below average.
Latest ATR: 6.25
Average ATR: 9.51
Keltner Channel Market Analysis
Initial State (20220103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220401):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 13 (20.63)
Consolidation Days: 50 (79.37)
Donchian Channel Market Analysis
Initial State (20220103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220401):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220103 to 20220401
Initial State (20220103):
Price below Bollinger Lower Band Strong Downtrend
Final State (20220401):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 9 (14.29)
Rangebound Days: 54 (85.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from January 3, 2022, to April 1, 2022, indicates a predominantly sideways, low-volatility market. ATR is below average (6.25 vs. 9.51), suggesting reduced price swings. Keltner and Donchian Channels confirm consistent consolidation throughout the period. While Bollinger Bands initially signaled a strong downtrend, the price later moved within bands, indicating a shift to a neutral state.
There were 13 downtrend days and 9 bearish breakdowns, but overwhelmingly, the market was rangebound (79.37% consolidation via ATR, 100% via Donchian, 85.71% via Bollinger Bands). A mean reversion strategy is suggested, capitalizing on price movements near Bollinger Band extremes.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.73
Average ATR: 8.77
Keltner Channel Market Analysis
Initial State (20220131):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220429):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Donchian Channel Market Analysis
Initial State (20220131):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220429):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220131 to 20220429
Initial State (20220131):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220429):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 4 (6.35)
Rangebound Days: 59 (93.65)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of data from January 31, 2022, to April 29, 2022, indicates a consistently **rangebound and consolidating market**. ATR shows normal volatility (latest 7.73, average 8.77). Keltner and Donchian Channels confirm price remained within channels throughout the period, with **no identified uptrends or downtrends** (0.00% of trading days). Bollinger Bands support this, showing 93.65% rangebound days and only 4 bearish breakdown days.
The market exhibited **normal volatility** overall. A **mean reversion strategy** is suggested, capitalizing on price movements within the established range – buying near lower bands and selling near upper bands – given the lack of trending behavior.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 9.46
Average ATR: 8.46
Keltner Channel Market Analysis
Initial State (20220303):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220601):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 4 (6.35)
Consolidation Days: 59 (93.65)
Donchian Channel Market Analysis
Initial State (20220303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220303 to 20220601
Initial State (20220303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220601):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 7 (11.11)
Rangebound Days: 56 (88.89)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from March 3, 2022, to June 1, 2022, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) remained within the expected range, with a latest value of 9.46 against an average of 8.46, suggesting normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently showed the price *inside* their respective channels throughout the period, reinforcing the rangebound characteristic.
Trend analysis reveals a complete absence of uptrend days across all indicators. Downtrend days were minimal (6.35% via ATR, 11.11% via Bollinger Bands), while consolidation/rangebound days dominated (93.65% - ATR, 100% - Donchian, 88.89% - Bollinger). This suggests potential effectiveness of mean reversion trading strategies.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.45
Average ATR: 8.57
Keltner Channel Market Analysis
Initial State (20220404):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220701):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 8 (12.90)
Consolidation Days: 54 (87.10)
Donchian Channel Market Analysis
Initial State (20220404):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220701):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20220404 to 20220701
Initial State (20220404):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220701):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 8 (12.90)
Rangebound Days: 54 (87.10)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of trading data from April 4, 2022, to July 1, 2022, indicates a predominantly sideways, rangebound market. Average True Range (ATR) remained within normal volatility (latest: 7.45, average: 8.57). Keltner Channels, Donchian Channels, and Bollinger Bands consistently show price action *within* their respective channels, reinforcing the consolidation.
Notably, there were zero uptrend days across all analyses. Downtrend days accounted for 12.90% of the 62 trading days (8 days), primarily identified through bearish breakdowns in Bollinger Bands. The vast majority – 87.10% – were consolidation/rangebound days. This environment suggests potential effectiveness for mean reversion trading strategies.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.38
Average ATR: 8.70
Keltner Channel Market Analysis
Initial State (20220503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220801):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 4 (6.45)
Downtrend Days: 7 (11.29)
Consolidation Days: 51 (82.26)
Donchian Channel Market Analysis
Initial State (20220503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220801):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20220503 to 20220801
Initial State (20220503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220801):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 3 (4.84)
Bearish Breakdown Days: 5 (8.06)
Rangebound Days: 54 (87.10)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From May 3rd, 2022 to August 1st, 2022, the market initially exhibited a consolidation phase, transitioning to a strong uptrend as indicated by the Keltner Channel analysis—price moved above the upper band. However, Donchian Channels and Bollinger Bands suggest the market largely remained rangebound throughout the period.
Average True Range (ATR) was within the normal range (latest: 7.38, average: 8.70), indicating typical volatility. The majority of trading days (82-87%) were characterized by consolidation or rangebound movement, with limited uptrend (6.45%) or downtrend (0-11.29%) activity.
Given the prevailing sideways market, mean reversion strategies are suggested as potentially effective. Bullish and bearish breakouts were minimal (4.84% and 8.06% respectively).
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.32
Average ATR: 7.45
Keltner Channel Market Analysis
Initial State (20220603):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220901):
Price below Keltner Lower Band Strong Downtrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 9 (14.29)
Downtrend Days: 8 (12.70)
Consolidation Days: 46 (73.02)
Donchian Channel Market Analysis
Initial State (20220603):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220603 to 20220901
Initial State (20220603):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 3 (4.76)
Bearish Breakdown Days: 6 (9.52)
Rangebound Days: 54 (85.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From June 3rd to September 1st, 2022, analysis reveals a predominantly sideways market. While the Average True Range (ATR) of 6.32 is within the normal range (average 7.45), the period experienced 73% consolidation based on Keltner Channels, indicating limited directional movement. Donchian Channels confirm this with 100% consolidation days.
Bollinger Bands show 85.71% rangebound activity, with slightly more bearish breakdowns (9.52%) than bullish breakouts (4.76%). Keltner Channels indicate a shift to a strong downtrend by September 1st, despite the overall consolidation. This suggests potential for mean reversion strategies, capitalizing on price fluctuations within established bands.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.74
Average ATR: 6.87
Keltner Channel Market Analysis
Initial State (20220705):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220930):
Price below Keltner Lower Band Strong Downtrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 9 (14.29)
Downtrend Days: 14 (22.22)
Consolidation Days: 40 (63.49)
Donchian Channel Market Analysis
Initial State (20220705):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220930):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220705 to 20220930
Initial State (20220705):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220930):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 3 (4.76)
Bearish Breakdown Days: 8 (12.70)
Rangebound Days: 52 (82.54)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From July 5, 2022, to September 30, 2022, the market transitioned from initial consolidation to a strong downtrend, indicated by price movement below the Keltner Lower Band. ATR shows normal volatility, with a latest reading of 7.74 (average 6.87). Donchian Channels consistently showed price within the channel, indicating prolonged consolidation – all 63 days were consolidation-bound, potentially an error as uptrend/downtrend days are zero. Bollinger Bands confirm a largely rangebound market (82.54% of days), with more bearish breakdowns (12.70%) than bullish breakouts (4.76%). High volatility is present. Given the sideways trend, mean reversion strategies are suggested, capitalizing on price swings within the bands.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 9.26
Average ATR: 7.41
Keltner Channel Market Analysis
Initial State (20220803):
Price above Keltner Upper Band Strong Uptrend
Final State (20221101):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 5 (7.81)
Downtrend Days: 20 (31.25)
Consolidation Days: 39 (60.94)
Donchian Channel Market Analysis
Initial State (20220803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20220803 to 20221101
Initial State (20220803):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 1 (1.56)
Bearish Breakdown Days: 8 (12.50)
Rangebound Days: 55 (85.94)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From August 3, 2022, to November 1, 2022, market analysis reveals a shift from an initial strong uptrend (indicated by price above the Keltner Upper Band) to a predominantly consolidation-rangebound market. ATR shows normal volatility, with a latest reading of 9.26 against an average of 7.41. Keltner Channels indicate 7.81% of days were in an uptrend, while 31.25% were downtrends, and 60.94% consolidation.
Donchian Channels show *all* days in consolidation – this data is likely erroneous and excluded from trend assessment. Bollinger Bands confirm the rangebound nature, with 85.94% of days remaining rangebound and 12.50% experiencing bearish breakdowns. The analysis suggests mean reversion strategies may be suitable given the sideways market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 9.34
Average ATR: 8.41
Keltner Channel Market Analysis
Initial State (20220902):
Price below Keltner Lower Band Strong Downtrend
Final State (20221201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 5 (7.94)
Downtrend Days: 16 (25.40)
Consolidation Days: 42 (66.67)
Donchian Channel Market Analysis
Initial State (20220902):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220902 to 20221201
Initial State (20220902):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 3 (4.76)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 55 (87.30)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From September 2nd to December 1st, 2022, market analysis indicates a transition from a strong downtrend to a consolidation phase. ATR shows normal volatility, with a latest reading of 9.34 against an average of 8.41. Keltner Channels confirm this shift, moving from price below the lower band to within the channel. Donchian Channels consistently show price within the channel, indicating prolonged consolidation – all 63 trading days were consolidation days. Bollinger Bands also support this, with 87.30% of days being rangebound. Uptrend days were minimal (7.94%), while downtrends comprised 25.40% of the period. Bearish breakdowns (7.94%) slightly exceeded bullish breakouts (4.76%). The prevailing market condition suggests potential effectiveness of mean reversion trading strategies.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.70
Average ATR: 8.55
Keltner Channel Market Analysis
Initial State (20221003):
Price below Keltner Lower Band Strong Downtrend
Final State (20221230):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 5 (7.94)
Downtrend Days: 6 (9.52)
Consolidation Days: 52 (82.54)
Donchian Channel Market Analysis
Initial State (20221003):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221230):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20221003 to 20221230
Initial State (20221003):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221230):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 3 (4.76)
Bearish Breakdown Days: 3 (4.76)
Rangebound Days: 57 (90.48)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From October 3, 2022, to December 30, 2022, the market exhibited primarily consolidation. ATR indicates normal volatility, with a latest reading of 7.70 against an average of 8.55. Initially, price started below the Keltner Lower Band, suggesting a strong downtrend, but transitioned to trading within the Keltner Channel by period end. Donchian Channels consistently showed price within the channel throughout the 63 trading days, indicating a purely consolidation-bound market. Bollinger Bands also confirmed a neutral, rangebound market.
Trend analysis reveals 90.48% rangebound days, with minimal bullish (4.76%) or bearish (4.76%) breakouts. Uptrend and downtrend days were limited to 7.94% and 9.52% respectively based on Keltner Channels. The analysis suggests mean reversion strategies could be effective given the sideways market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.10
Average ATR: 8.38
Keltner Channel Market Analysis
Initial State (20221103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 12 (19.67)
Downtrend Days: 0 (0.00)
Consolidation Days: 49 (80.33)
Donchian Channel Market Analysis
Initial State (20221103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20221103 to 20230201
Initial State (20221103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 5 (8.20)
Bearish Breakdown Days: 3 (4.92)
Rangebound Days: 53 (86.89)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From November 3, 2022, to February 1, 2023, analysis reveals a predominantly consolidation-bound market. The Average True Range (ATR) is 7.10, below the average of 8.38, indicating normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all initially and finally show the price *inside* their respective channels, confirming a rangebound state.
Trend analysis across 61 trading days shows 19.67% uptrend days (Keltner) and no downtrend days (Keltner & Donchian). Bollinger Bands indicate 86.89% rangebound days, with minor bullish (8.20%) and bearish (4.92%) breakouts. Donchian Channels show 100% consolidation.
The overall assessment points to normal volatility and suggests mean reversion strategies may be suitable for this sideways market.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.18
Average ATR: 7.69
Keltner Channel Market Analysis
Initial State (20221201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 8 (13.11)
Downtrend Days: 1 (1.64)
Consolidation Days: 52 (85.25)
Donchian Channel Market Analysis
Initial State (20221201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20221201 to 20230301
Initial State (20221201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 3 (4.92)
Bearish Breakdown Days: 4 (6.56)
Rangebound Days: 54 (88.52)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from December 1, 2022, to March 1, 2023, indicates a predominantly sideways, rangebound market with normal volatility (ATR 6.18, average 7.69). Keltner Channels, Donchian Channels, and Bollinger Bands consistently show price action *within* their respective channels, reinforcing this consolidation.
Trend analysis reveals minimal directional movement: 8 uptrend days (13.11%) and only 1 downtrend day (1.64%) across 61 trading days. Donchian Channels show *no* trending days, while Bollinger Bands indicate a slight bearish bias with 4 breakdown days versus 3 bullish breakouts.
**Key Takeaway:** A mean reversion strategy is suggested, capitalizing on price fluctuations within the established range. The market lacks strong directional momentum, favoring strategies that profit from oscillations rather than sustained trends.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.83
Average ATR: 7.61
Keltner Channel Market Analysis
Initial State (20230103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230331):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 8 (12.90)
Downtrend Days: 1 (1.61)
Consolidation Days: 53 (85.48)
Donchian Channel Market Analysis
Initial State (20230103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230331):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20230103 to 20230331
Initial State (20230103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230331):
Price above Bollinger Upper Band Strong Uptrend
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 4 (6.45)
Bearish Breakdown Days: 1 (1.61)
Rangebound Days: 57 (91.94)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from January 3, 2023, to March 31, 2023, indicates a predominantly consolidation-bound market. ATR shows normal volatility with a latest reading of 6.83 against an average of 7.61. Keltner and Donchian Channels consistently show price within channels, confirming consolidation.
Bollinger Bands reveal a shift from a neutral start to a strong uptrend by the period’s end, evidenced by the price moving above the upper band. While rangebound days dominate (91.94% via Bollinger Bands, 85.48% via ATR, 100% via Donchian), there were 4 bullish breakout days.
Low volatility, indicated by tight Bollinger Bands, suggests a potential breakout. Mean reversion strategies are suggested for the sideways market, focusing on buying near lower bands and selling near upper bands. Donchian Channel data appears consistently at zero and is excluded.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.21
Average ATR: 6.88
Keltner Channel Market Analysis
Initial State (20230131):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230501):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 1 (1.59)
Downtrend Days: 1 (1.59)
Consolidation Days: 61 (96.83)
Donchian Channel Market Analysis
Initial State (20230131):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230501):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230131 to 20230501
Initial State (20230131):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230501):
Price above Bollinger Upper Band Strong Uptrend
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 1 (1.59)
Rangebound Days: 58 (92.06)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from January 31, 2023, to May 1, 2023, indicates a predominantly consolidation-bound market. Average True Range (ATR) is currently 5.21, below the average of 6.88, suggesting normal volatility. Keltner and Donchian Channels consistently show the price *inside* the channels throughout the period, reinforcing the rangebound characteristic.
Bollinger Bands initially confirmed a neutral, rangebound market, but concluded with the price *above* the upper band, signaling a potential strong uptrend – evidenced by 4 bullish breakout days. Overall, 92.06% of trading days were rangebound.
Volatility is currently assessed as low (“squeeze”), hinting at a possible future breakout. Mean reversion strategies are suggested for the sideways market, focusing on buying near lower bands and selling near upper bands.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.43
Average ATR: 6.11
Keltner Channel Market Analysis
Initial State (20230303):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230601):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 2 (3.17)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (96.83)
Donchian Channel Market Analysis
Initial State (20230303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230303 to 20230601
Initial State (20230303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230601):
Price above Bollinger Upper Band Strong Uptrend
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 6 (9.52)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 57 (90.48)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From March 3, 2023, to June 1, 2023, the market transitioned from consolidation to a strong uptrend, evidenced by price movement above the Keltner and Bollinger Upper Bands. ATR remained within the normal range (latest: 5.43, average: 6.11), indicating consistent volatility.
Donchian Channels suggest the market remained largely in consolidation throughout the period. While Bollinger Bands registered 6 bullish breakout days (9.52% of the 63 trading days analyzed), the majority (90.48%) were rangebound. Keltner Channels showed minimal trend, with only 2 uptrend days (3.17%) against 61 consolidation days (96.83%).
The analysis suggests a potential sideways market, favoring mean reversion strategies, despite the final state indicating a strong uptrend.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.51
Average ATR: 5.50
Keltner Channel Market Analysis
Initial State (20230403):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230630):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 13 (20.97)
Downtrend Days: 0 (0.00)
Consolidation Days: 49 (79.03)
Donchian Channel Market Analysis
Initial State (20230403):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230630):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20230403 to 20230630
Initial State (20230403):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230630):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 9 (14.52)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 53 (85.48)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From April 3rd to June 30th, 2023, analysis reveals a shift from initial consolidation to a strong uptrend, indicated by price movement above the Keltner Upper Band. ATR remained consistent at approximately 5.50, suggesting normal volatility. However, Donchian Channels show continued consolidation throughout the period, with 100% consolidation days. Bollinger Bands also largely confirm a rangebound market, with 85.48% rangebound days and 14.52% bullish breakouts.
Notably, there were 13 uptrend days (20.97%) within the Keltner Channel analysis, contrasting with zero uptrend/downtrend days in Donchian Channels. This suggests potential discrepancies or data variations. The analysis recommends mean reversion strategies given the prevailing sideways market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.40
Average ATR: 5.45
Keltner Channel Market Analysis
Initial State (20230503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230801):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 19 (30.65)
Downtrend Days: 0 (0.00)
Consolidation Days: 43 (69.35)
Donchian Channel Market Analysis
Initial State (20230503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230801):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20230503 to 20230801
Initial State (20230503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230801):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 9 (14.52)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 53 (85.48)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from May 3rd to August 1st indicates a predominantly sideways, rangebound market with normal volatility (ATR of 5.40, average 5.45). All channel analyses – Keltner, Donchian, and Bollinger Bands – confirm price action remained within their respective boundaries throughout the period.
Notably, there were zero downtrend days identified across all trend analyses. The mid-period trend summary reveals 69.35% consolidation based on ATR, and 85.48% rangebound days per Bollinger Bands, highlighting market stagnation. While minor bullish breakouts (14.52%) occurred, bearish breakdowns were absent.
The data suggests mean reversion strategies could be viable, capitalizing on price fluctuations within the established range. The consistency of “price inside channel/bands” across the timeframe reinforces this assessment.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.22
Average ATR: 5.62
Keltner Channel Market Analysis
Initial State (20230605):
Price above Keltner Upper Band Strong Uptrend
Final State (20230901):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 16 (25.40)
Downtrend Days: 3 (4.76)
Consolidation Days: 44 (69.84)
Donchian Channel Market Analysis
Initial State (20230605):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230605 to 20230901
Initial State (20230605):
Price above Bollinger Upper Band Strong Uptrend
Final State (20230901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 6 (9.52)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 57 (90.48)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of financial data from June 5, 2023, to September 1, 2023, reveals a shift from an initial strong uptrend to a predominantly consolidation-bound market. Average True Range (ATR) indicates normal volatility (5.22 latest, 5.62 average). Initially, price action started above Keltner and Bollinger Upper Bands, signaling strength, but concluded within these channels, indicating neutrality.
Notably, Donchian Channels show *complete* consolidation throughout the period – a potential data anomaly. Overall, the market spent approximately 90% of the 63 trading days in a rangebound state, with minimal uptrend or downtrend activity. Current low volatility, indicated by tight Bollinger Bands, suggests a potential breakout is forthcoming. Mean reversion strategies may be suitable given the sideways market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.14
Average ATR: 5.45
Keltner Channel Market Analysis
Initial State (20230703):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230929):
Price below Keltner Lower Band Strong Downtrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 7 (11.11)
Downtrend Days: 10 (15.87)
Consolidation Days: 46 (73.02)
Donchian Channel Market Analysis
Initial State (20230703):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230929):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230703 to 20230929
Initial State (20230703):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230929):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 54 (85.71)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from July 3rd to September 29th indicates a shift from initial consolidation to a strong downtrend, evidenced by the price moving below the Keltner Lower Band. ATR shows normal volatility, with a latest reading of 6.14 against an average of 5.45. Donchian Channels suggest persistent consolidation throughout the period – all 63 days were rangebound, potentially indicating data errors as uptrend/downtrend days are zero. Bollinger Bands confirm a largely rangebound market (85.71% of days), with slightly more bearish breakdowns (7.94%) than bullish breakouts (6.35%). Overall, the market is characterized by high volatility and a sideways trend, suggesting potential effectiveness for mean reversion trading strategies.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.71
Average ATR: 5.90
Keltner Channel Market Analysis
Initial State (20230803):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20231101):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 1 (1.56)
Downtrend Days: 11 (17.19)
Consolidation Days: 52 (81.25)
Donchian Channel Market Analysis
Initial State (20230803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20231101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20230803 to 20231101
Initial State (20230803):
Price within Bollinger Bands NeutralRangebound Market
Final State (20231101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 1 (1.56)
Bearish Breakdown Days: 6 (9.38)
Rangebound Days: 57 (89.06)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from August 3rd to November 1st indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) is currently 7.71, above the average of 5.90, suggesting slightly increased, but still normal, volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, reinforcing the rangebound characteristic.
Trend analysis reveals 89.06% of trading days were rangebound, with a slight bias towards bearish breakdowns (9.38%). Uptrend and downtrend days were minimal. The data suggests mean reversion strategies could be effective, capitalizing on price fluctuations within the established range. Donchian Channel data shows no trend, indicating potential data issues and is therefore less reliable.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 4.95
Average ATR: 6.20
Keltner Channel Market Analysis
Initial State (20230905):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20231201):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 18 (28.57)
Downtrend Days: 8 (12.70)
Consolidation Days: 37 (58.73)
Donchian Channel Market Analysis
Initial State (20230905):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20231201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230905 to 20231201
Initial State (20230905):
Price within Bollinger Bands NeutralRangebound Market
Final State (20231201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 6 (9.52)
Rangebound Days: 55 (87.30)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From September 5, 2023, to December 1, 2023, market analysis reveals a shift from initial consolidation to a strong uptrend, evidenced by price movement above the Keltner Upper Band. ATR indicates normal volatility, with a latest reading of 4.95 against an average of 6.20. While Keltner Channels show 18 uptrend days (28.57%) and 8 downtrend days (12.70%) within a 63-day period, Donchian Channels indicate consistent consolidation (100% consolidation days). Bollinger Bands confirm a largely rangebound market with 55 rangebound days (87.30%), alongside minor bearish breakdown activity (9.52%). The analysis suggests potential effectiveness of mean reversion strategies given the prevailing sideways market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.33
Average ATR: 7.23
Keltner Channel Market Analysis
Initial State (20201005):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20201231):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 14 (22.58)
Downtrend Days: 0 (0.00)
Consolidation Days: 48 (77.42)
Donchian Channel Market Analysis
Initial State (20201005):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20201231):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20201005 to 20201231
Initial State (20201005):
Price within Bollinger Bands NeutralRangebound Market
Final State (20201231):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 5 (8.06)
Bearish Breakdown Days: 2 (3.23)
Rangebound Days: 55 (88.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From October 5, 2020, to December 31, 2020, market analysis indicates a predominantly sideways, rangebound market. ATR shows normal volatility, with a latest reading of 6.33 against an average of 7.23. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, signifying consolidation.
Trend analysis reveals a significant lack of sustained directional movement: uptrend and downtrend days are negligible across all indicators. Bollinger Bands show 88.71% rangebound days, with minor bullish (8.06%) and bearish (3.23%) breakouts.
The key insight is the market’s stability, suggesting mean reversion strategies could be viable, capitalizing on price fluctuations within the established range.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 9.26
Average ATR: 7.60
Keltner Channel Market Analysis
Initial State (20201103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 12 (19.67)
Downtrend Days: 0 (0.00)
Consolidation Days: 49 (80.33)
Donchian Channel Market Analysis
Initial State (20201103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20201103 to 20210201
Initial State (20201103):
Price below Bollinger Lower Band Strong Downtrend
Final State (20210201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 4 (6.56)
Bearish Breakdown Days: 1 (1.64)
Rangebound Days: 56 (91.80)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from November 3, 2020, to February 1, 2021, reveals a predominantly sideways, rangebound market. ATR indicates normal volatility, with a latest reading of 9.26 against an average of 7.60. Keltner and Donchian Channels consistently show price consolidation throughout the period. Bollinger Bands initially signaled a strong downtrend, shifting to a neutral state by the end, with 91.80% of days rangebound.
Notably, there were zero uptrend or downtrend days identified by Donchian Channels, suggesting prolonged consolidation. While minor bullish (6.56%) and bearish (1.64%) breakouts occurred, the market largely remained within established bands. Mean reversion strategies are suggested given the prevailing conditions.
|
ATR (Average True Range) Analysis
High Volatility: ATR is significantly above average.
Latest ATR: 12.95
Average ATR: 8.46
Keltner Channel Market Analysis
Initial State (20201201):
Price above Keltner Upper Band Strong Uptrend
Final State (20210301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 19 (31.15)
Downtrend Days: 0 (0.00)
Consolidation Days: 42 (68.85)
Donchian Channel Market Analysis
Initial State (20201201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20201201 to 20210301
Initial State (20201201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 8 (13.11)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 53 (86.89)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from December 1, 2020, to March 1, 2021, indicates a shift from an initial strong uptrend to a consolidation phase. ATR shows high volatility, with a latest reading of 12.95 compared to an average of 8.46. Keltner Channels confirm this transition, moving from price above the upper band to within the channel.
Donchian Channels consistently show a rangebound market with 100% consolidation over the 61 trading days analyzed. Bollinger Bands also support this, with 86.89% rangebound days and 13.11% bullish breakouts. Overall, the market is characterized by consolidation, with no observed downtrend days across any analysis.
Given the sideways market, mean reversion strategies are suggested.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 8.30
Average ATR: 10.54
Keltner Channel Market Analysis
Initial State (20210104):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210401):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 9 (14.52)
Downtrend Days: 1 (1.61)
Consolidation Days: 52 (83.87)
Donchian Channel Market Analysis
Initial State (20210104):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210401):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20210104 to 20210401
Initial State (20210104):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210401):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 6 (9.68)
Bearish Breakdown Days: 2 (3.23)
Rangebound Days: 54 (87.10)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis of trading data from January 4, 2021, to April 1, 2021, indicates a predominantly sideways, consolidation-bound market. The Average True Range (ATR) is currently 8.30, below the average of 10.54, suggesting decreasing volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, reinforcing the rangebound assessment.
Trend analysis reveals minimal directional movement: 9 uptrend days (14.52%), 1 downtrend day (1.61%), and a dominant 83.87% in consolidation per ATR. Bollinger Bands show 87.10% rangebound days with low volatility ("squeeze"), hinting at a potential future breakout. Mean reversion strategies are suggested for this market condition. Donchian Channel data shows zero uptrend/downtrend days, potentially indicating data errors and is excluded from key findings.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.78
Average ATR: 10.57
Keltner Channel Market Analysis
Initial State (20210201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210430):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 14 (22.22)
Downtrend Days: 1 (1.59)
Consolidation Days: 48 (76.19)
Donchian Channel Market Analysis
Initial State (20210201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210430):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210201 to 20210430
Initial State (20210201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210430):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 9 (14.29)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 52 (82.54)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis of trading data from February 1st to April 30th, 2021, reveals a predominantly consolidation-bound market. Average True Range (ATR) at 7.78 is below the average of 10.57, indicating decreasing volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show price action *within* their respective channels throughout the period, reinforcing the rangebound characteristic.
Trend analysis confirms this, with 76.19% of days exhibiting consolidation per Keltner Channels and 100% per Donchian Channels. Bollinger Bands show 82.54% rangebound days. While minor bullish (14.29%) and bearish (3.17%) breakouts occurred, they were infrequent. Current low volatility, signaled by tight Bollinger Bands, suggests a potential breakout is forthcoming, making mean reversion strategies potentially viable.
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ATR (Average True Range) Analysis
Low Volatility: ATR is significantly below average.
Latest ATR: 6.23
Average ATR: 9.53
Keltner Channel Market Analysis
Initial State (20210303):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210601):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 5 (7.94)
Downtrend Days: 1 (1.59)
Consolidation Days: 57 (90.48)
Donchian Channel Market Analysis
Initial State (20210303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210303 to 20210601
Initial State (20210303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210601):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 54 (85.71)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis of financial data from March 3, 2021, to June 1, 2021, reveals a predominantly consolidation-bound market. Average True Range (ATR) at 6.23 is significantly below the 9.53 average, indicating low volatility. Keltner, Donchian, and Bollinger Bands consistently show price action *within* their channels, reinforcing the rangebound characteristic.
Trend analysis confirms this, with 90.48% of trading days exhibiting consolidation per ATR, and 100% per Donchian Channels. While Bollinger Bands show slight bearish breakdown (7.94%) and bullish breakout (6.35%) days, rangebound days dominate at 85.71%.
Current low volatility, signaled by tight Bollinger Bands, suggests a potential breakout is forthcoming. Mean reversion strategies may be suitable given the sideways market conditions.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.46
Average ATR: 7.34
Keltner Channel Market Analysis
Initial State (20210405):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210701):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 17 (26.98)
Downtrend Days: 0 (0.00)
Consolidation Days: 46 (73.02)
Donchian Channel Market Analysis
Initial State (20210405):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210701):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210405 to 20210701
Initial State (20210405):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210701):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 9 (14.29)
Bearish Breakdown Days: 3 (4.76)
Rangebound Days: 51 (80.95)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From April 5, 2021, to July 1, 2021, market analysis reveals a predominantly consolidation-bound period across multiple indicators. Average True Range (ATR) showed normal volatility, with a latest value of 6.46 against an average of 7.34. Keltner Channels, Donchian Channels, and Bollinger Bands all initially and finally indicated prices *within* their respective channels, signifying rangebound conditions.
Trend analysis over 63 trading days showed a strong bias towards consolidation: 73.02% (ATR), 100% (Donchian), and 80.95% (Bollinger Bands). Uptrend and downtrend days were minimal (ATR: 26.98% uptrend, Bollinger: 14.29% bullish breakout, 4.76% bearish breakdown). The data suggests a sideways market, potentially favoring mean reversion trading strategies.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.62
Average ATR: 6.79
Keltner Channel Market Analysis
Initial State (20210503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210730):
Price below Keltner Lower Band Strong Downtrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 17 (26.98)
Downtrend Days: 1 (1.59)
Consolidation Days: 45 (71.43)
Donchian Channel Market Analysis
Initial State (20210503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210730):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210503 to 20210730
Initial State (20210503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210730):
Price below Bollinger Lower Band Strong Downtrend
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 6 (9.52)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 52 (82.54)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis of trading data from May 3rd to July 30th, 2021, reveals a shift from initial consolidation to a developing downtrend. While average volatility (ATR 6.79, latest 7.62) remained within the expected range, price action transitioned from within Keltner and Donchian Channels to below the Keltner lower band, signaling a strong downtrend. Bollinger Bands confirm this, with the price ending below the lower band.
The period was overwhelmingly characterized by consolidation (71.43% via Keltner, 100% via Donchian, 82.54% via Bollinger Bands), with limited uptrend activity (26.98% Keltner). Mean reversion strategies are suggested given the prevalent sideways market conditions. Bearish breakdowns outnumbered bullish breakouts (7.94% vs 9.52%).
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.57
Average ATR: 6.08
Keltner Channel Market Analysis
Initial State (20210603):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210901):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 17 (26.56)
Downtrend Days: 3 (4.69)
Consolidation Days: 44 (68.75)
Donchian Channel Market Analysis
Initial State (20210603):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20210603 to 20210901
Initial State (20210603):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 8 (12.50)
Bearish Breakdown Days: 4 (6.25)
Rangebound Days: 52 (81.25)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From June 3, 2021, to September 1, 2021, market analysis indicates a predominantly consolidation-bound period. ATR shows normal volatility, with a latest reading of 5.57 against an average of 6.08. Keltner Channels, Donchian Channels, and Bollinger Bands all began and ended with the price *inside* their respective channels, reinforcing the rangebound characteristic.
Trend analysis across 64 trading days reveals 17 uptrend days (26.56%), a minimal 3 downtrend days (4.69%), and a significant 44 consolidation days (68.75%) via Keltner Channels. Donchian Channels show *only* consolidation (100%). Bollinger Bands confirm this with 52 rangebound days (81.25%).
Volatility is currently low, with tight Bollinger Bands suggesting a potential breakout. Mean reversion strategies are suggested for this sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 6.42
Average ATR: 6.22
Keltner Channel Market Analysis
Initial State (20210706):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211001):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 5 (7.94)
Downtrend Days: 6 (9.52)
Consolidation Days: 52 (82.54)
Donchian Channel Market Analysis
Initial State (20210706):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211001):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210706 to 20211001
Initial State (20210706):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211001):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 7 (11.11)
Rangebound Days: 52 (82.54)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From July 6, 2021, to October 1, 2021, analysis reveals a predominantly sideways, rangebound market. ATR indicates normal volatility, averaging 6.22 with a latest reading of 6.42. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show the price *within* their respective channels, reinforcing the consolidation.
Trend analysis across 63 trading days highlights significant consolidation (82.54% via Keltner & Bollinger, 100% via Donchian). Uptrends and downtrends are minimal (7.94% & 9.52% respectively via Keltner). Bollinger Bands show 6.35% bullish breakout days and 11.11% bearish breakdown days.
The data suggests mean reversion strategies could be viable given the market’s neutral and rangebound characteristics. Donchian Channel trend data appears erroneous (all zero values) and is excluded.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 8.95
Average ATR: 6.76
Keltner Channel Market Analysis
Initial State (20210803):
Price below Keltner Lower Band Strong Downtrend
Final State (20211101):
Price below Keltner Lower Band Strong Downtrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 10 (15.62)
Consolidation Days: 54 (84.38)
Donchian Channel Market Analysis
Initial State (20210803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20210803 to 20211101
Initial State (20210803):
Price below Bollinger Lower Band Strong Downtrend
Final State (20211101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 3 (4.69)
Bearish Breakdown Days: 7 (10.94)
Rangebound Days: 54 (84.38)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From August 3rd to November 1st, 2021, analysis reveals a predominantly sideways market. The Average True Range (ATR) at 8.95, exceeding the average of 6.76, indicates normal volatility with potential for price swings. Keltner Channels and Bollinger Bands initially showed a strong downtrend, with price below lower bands, but Bollinger Bands shifted to a neutral state by the period’s end. Donchian Channels consistently indicated a consolidation, rangebound market.
Trend analysis across 64 trading days shows zero uptrend days, 10 downtrend days, and a significant 84.38% consolidation. Bearish breakdowns occurred on 7 days, while bullish breakouts were limited to 3. This suggests potential effectiveness of mean reversion trading strategies.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.77
Average ATR: 7.51
Keltner Channel Market Analysis
Initial State (20210902):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211201):
Price below Keltner Lower Band Strong Downtrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 24 (38.10)
Consolidation Days: 39 (61.90)
Donchian Channel Market Analysis
Initial State (20210902):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210902 to 20211201
Initial State (20210902):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 1 (1.59)
Bearish Breakdown Days: 7 (11.11)
Rangebound Days: 55 (87.30)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From September 2, 2021, to December 1, 2021, market analysis reveals a predominantly sideways trend with increasing bearish pressure. Average True Range (ATR) remained within the normal range (7.77 latest, 7.51 average), indicating standard volatility.
Initially, price action across Keltner, Donchian, and Bollinger Bands suggested consolidation. However, the Keltner Channel shows a shift to a strong downtrend by the final date, while Donchian Channels remained in consolidation. Bollinger Bands indicated mostly rangebound behavior with a slight increase in bearish breakdowns (11.11%) compared to bullish breakouts (1.59%).
Overall, 63 trading days were analyzed, with zero uptrend days reported across all channels. Mean reversion strategies are suggested given the sideways market conditions.
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ATR (Average True Range) Analysis
Low Volatility: ATR is significantly below average.
Latest ATR: 5.00
Average ATR: 7.74
Keltner Channel Market Analysis
Initial State (20211004):
Price below Keltner Lower Band Strong Downtrend
Final State (20211231):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 21 (33.33)
Consolidation Days: 42 (66.67)
Donchian Channel Market Analysis
Initial State (20211004):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211231):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20211004 to 20211231
Initial State (20211004):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211231):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 4 (6.35)
Rangebound Days: 59 (93.65)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from October 4, 2021, to December 31, 2021, indicates a transition from a strong downtrend to a consolidation phase. ATR shows significantly low volatility (5.00 vs. average 7.74). Keltner Channels confirm this shift, moving from price below the lower band to within the channel. Donchian Channels consistently show price within the channel throughout the period, with 100% consolidation. Bollinger Bands support a rangebound market, with 93.65% rangebound days and a 6.35% bearish breakdown incidence.
The overall trend is sideways, characterized by low volatility and a “squeeze” suggesting a potential breakout. Mean reversion strategies are recommended, capitalizing on price movements near band extremes. No uptrend days were observed across any analysis.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 7.58
Average ATR: 7.41
Keltner Channel Market Analysis
Initial State (20211103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 19 (30.65)
Consolidation Days: 43 (69.35)
Donchian Channel Market Analysis
Initial State (20211103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20211103 to 20220201
Initial State (20211103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 8 (12.90)
Rangebound Days: 54 (87.10)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from November 3, 2021, to February 1, 2022, indicates a predominantly sideways, consolidation-bound market. ATR shows normal volatility, with a latest reading of 7.58 against an average of 7.41. Keltner Channels and Donchian Channels consistently show price action *within* the channels, reinforcing the rangebound characteristic. Bollinger Bands confirm this, with 87.1% of days being rangebound and 12.9% experiencing bearish breakdowns.
Notably, all trend analyses (ATR, Keltner, Donchian, Bollinger) report *zero* uptrend days, suggesting no sustained bullish momentum. Donchian Channels show 100% consolidation, potentially indicating data anomalies. The analysis suggests mean reversion strategies could be viable given the market conditions. Overall volatility is assessed as normal.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.41
Average ATR: 7.45
Keltner Channel Market Analysis
Initial State (20211201):
Price below Keltner Lower Band Strong Downtrend
Final State (20220301):
Price below Keltner Lower Band Strong Downtrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 24 (38.71)
Consolidation Days: 38 (61.29)
Donchian Channel Market Analysis
Initial State (20211201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20211201 to 20220301
Initial State (20211201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 10 (16.13)
Rangebound Days: 52 (83.87)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from December 1, 2021, to March 1, 2022, indicates a predominantly downtrending or rangebound market. ATR shows current volatility (5.41) below the average (7.45), suggesting decreased movement. Keltner Channels consistently positioned price below the lower band, reinforcing a strong downtrend throughout the period. Donchian Channels confirm a consistently consolidation-bound market (100% consolidation days). Bollinger Bands show 83.87% rangebound days with 16.13% bearish breakdowns.
Overall, the market exhibited low volatility and a lack of sustained upward momentum. A sideways market is identified, suggesting potential effectiveness of mean reversion trading strategies. No uptrend days were recorded across any analysis, and the data does not contain outliers or errors.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.00
Average ATR: 6.88
Keltner Channel Market Analysis
Initial State (20220103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220401):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 29 (46.03)
Consolidation Days: 34 (53.97)
Donchian Channel Market Analysis
Initial State (20220103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220401):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220103 to 20220401
Initial State (20220103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220401):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 1 (1.59)
Bearish Breakdown Days: 10 (15.87)
Rangebound Days: 52 (82.54)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from January 3, 2022, to April 1, 2022, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) is currently 5.00, below the average of 6.88, suggesting decreasing volatility, though still within the normal range. Keltner Channels and Donchian Channels consistently show the price *inside* the channels throughout the period, reinforcing the rangebound characteristic.
Trend analysis reveals a significant downtrend presence (46.03% of days per ATR), alongside substantial consolidation (53.97% per ATR). Bollinger Bands confirm this with 82.54% rangebound days and a higher incidence of bearish breakdowns (15.87%) than bullish breakouts (1.59%). The data supports employing mean reversion trading strategies.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 5.59
Average ATR: 6.29
Keltner Channel Market Analysis
Initial State (20220131):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220429):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 31 (49.21)
Consolidation Days: 32 (50.79)
Donchian Channel Market Analysis
Initial State (20220131):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220429):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220131 to 20220429
Initial State (20220131):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220429):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 1 (1.59)
Bearish Breakdown Days: 9 (14.29)
Rangebound Days: 53 (84.13)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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Analysis from January 31 to April 29, 2022, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) remained within the normal range (5.59 vs. 6.29 average), suggesting typical volatility. Keltner Channels and Donchian Channels consistently show price action *within* the channels, reinforcing the rangebound characteristic.
Bollinger Bands confirm this with 84.13% rangebound days and a slight bias towards bearish breakdowns (14.29%). Notably, there were *no* identified uptrend days across any analysis. This environment favors mean reversion trading strategies, capitalizing on price fluctuations within established boundaries. The data suggests limited directional momentum during this period.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 4.04
Average ATR: 5.17
Keltner Channel Market Analysis
Initial State (20220303):
Price below Keltner Lower Band Strong Downtrend
Final State (20220601):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 17 (26.98)
Consolidation Days: 46 (73.02)
Donchian Channel Market Analysis
Initial State (20220303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220303 to 20220601
Initial State (20220303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220601):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 1 (1.59)
Bearish Breakdown Days: 6 (9.52)
Rangebound Days: 56 (88.89)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From March 3, 2022, to June 1, 2022, market analysis reveals predominantly sideways and low-volatility conditions. ATR indicates normal volatility, currently at 4.04 compared to an average of 5.17. Initially, price action showed a strong downtrend relative to Keltner Channels, shifting to consolidation by the period’s end. Donchian Channels consistently indicated a rangebound, consolidated market throughout the 63 trading days analyzed.
Bollinger Bands confirm a largely neutral, rangebound market with 88.89% of days being rangebound, and a slight bearish bias (9.52% bearish breakdown days). A volatility squeeze is noted, suggesting a potential breakout. Consequently, mean reversion strategies are suggested for this sideways market, capitalizing on price movements near band extremes. Uptrend days were absent across all analyses.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 3.75
Average ATR: 4.66
Keltner Channel Market Analysis
Initial State (20220404):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220701):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 15 (24.19)
Consolidation Days: 47 (75.81)
Donchian Channel Market Analysis
Initial State (20220404):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220701):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20220404 to 20220701
Initial State (20220404):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220701):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 1 (1.61)
Bearish Breakdown Days: 8 (12.90)
Rangebound Days: 53 (85.48)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From April 4, 2022, to July 1, 2022, market analysis reveals a predominantly sideways, consolidation-bound period. ATR indicates normal volatility, with a latest reading of 3.75 against an average of 4.66. Keltner Channels and Donchian Channels consistently show the price *within* the channels, reinforcing the consolidation. Bollinger Bands confirm this, with 85.48% of days rangebound and a slight bearish bias (12.90% bearish breakdown days).
Notably, trend analysis across all channels shows a *lack* of sustained uptrends – Donchian Channels report zero uptrend days, suggesting potential data issues or a truly absent trend. The period included 62 trading days, with a dominance of consolidation (75.81% via Keltner Channels, 100% via Donchian Channels). The analysis suggests mean reversion strategies could be viable given the market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 4.10
Average ATR: 4.21
Keltner Channel Market Analysis
Initial State (20220503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220801):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 3 (4.84)
Downtrend Days: 8 (12.90)
Consolidation Days: 51 (82.26)
Donchian Channel Market Analysis
Initial State (20220503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220801):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20220503 to 20220801
Initial State (20220503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220801):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 5 (8.06)
Bearish Breakdown Days: 2 (3.23)
Rangebound Days: 55 (88.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From May 3, 2022, to August 1, 2022, the market exhibited primarily consolidation. ATR remained within the normal range (4.10 latest, 4.21 average), indicating typical volatility. Keltner Channels show a shift from initial consolidation to a strong uptrend by the period’s end, despite only 3 out of 62 days being in an uptrend. Donchian Channels consistently indicated consolidation throughout the entire period. Bollinger Bands largely confirmed a rangebound market with 5 bullish breakout and 2 bearish breakdown days out of 62, with 88.71% rangebound. The data suggests a sideways market, favoring mean reversion strategies.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 3.36
Average ATR: 3.84
Keltner Channel Market Analysis
Initial State (20220603):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220901):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 13 (20.63)
Downtrend Days: 3 (4.76)
Consolidation Days: 47 (74.60)
Donchian Channel Market Analysis
Initial State (20220603):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220603 to 20220901
Initial State (20220603):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 5 (7.94)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 56 (88.89)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From June 3, 2022, to September 1, 2022, market analysis reveals predominantly consolidation across multiple indicators. ATR shows normal volatility, with a latest reading of 3.36 against an average of 3.84. Keltner Channels, Donchian Channels, and Bollinger Bands all consistently indicate price action *within* their respective channels, characterizing a rangebound market.
Over 63 trading days, the mid-period trend analysis shows 74.60% consolidation days (Keltner), 100% (Donchian), and 88.89% rangebound days (Bollinger). Bollinger Bands suggest low volatility ("squeeze"), potentially signaling an upcoming breakout. Trading strategies should consider mean reversion given the sideways market, specifically buying near lower bands and selling near upper bands. Donchian Channel data appears unreliable due to zero uptrend/downtrend days.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 3.90
Average ATR: 3.68
Keltner Channel Market Analysis
Initial State (20220705):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220930):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 13 (20.63)
Downtrend Days: 1 (1.59)
Consolidation Days: 49 (77.78)
Donchian Channel Market Analysis
Initial State (20220705):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220930):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220705 to 20220930
Initial State (20220705):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220930):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 5 (7.94)
Bearish Breakdown Days: 3 (4.76)
Rangebound Days: 55 (87.30)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From July 5, 2022, to September 30, 2022, market analysis indicates a predominantly sideways, consolidation-bound trend. ATR remained within the normal range (latest: 3.90, average: 3.68), suggesting typical volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently showed prices *within* their respective channels, reinforcing the rangebound characteristic.
Trend analysis across 63 trading days revealed minimal directional movement: 13 uptrend days (20.63%), 1 downtrend day (1.59%), and a dominant 77.78% in consolidation (Keltner), while Donchian showed 100% consolidation. Bollinger Bands confirmed this with 87.30% rangebound days.
Given this environment, mean reversion strategies are suggested, capitalizing on price fluctuations within the established range. Bullish breakouts occurred on 7.94% of days, and bearish breakdowns on 4.76% of days.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 3.80
Average ATR: 3.84
Keltner Channel Market Analysis
Initial State (20220803):
Price above Keltner Upper Band Strong Uptrend
Final State (20221101):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 9 (14.06)
Downtrend Days: 1 (1.56)
Consolidation Days: 54 (84.38)
Donchian Channel Market Analysis
Initial State (20220803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20220803 to 20221101
Initial State (20220803):
Price above Bollinger Upper Band Strong Uptrend
Final State (20221101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 1 (1.56)
Bearish Breakdown Days: 3 (4.69)
Rangebound Days: 60 (93.75)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From August 3, 2022, to November 1, 2022, market analysis reveals a shift from initial strong uptrends (indicated by price above Keltner & Bollinger Upper Bands) to a predominantly consolidation/rangebound market. ATR shows normal volatility (3.80 latest, 3.84 average). Keltner Channels indicate a move *from* a strong uptrend *to* consolidation. Donchian Channels consistently show consolidation throughout the 64-day period. Bollinger Bands initially signaled an uptrend, ending in a neutral state.
Trend summaries highlight 84.38% consolidation (Keltner), 100% (Donchian), and 93.75% rangebound days (Bollinger). Uptrend and downtrend days are minimal. The data suggests a sideways market, favoring mean reversion trading strategies – buying near lower bands and selling near upper bands.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 3.43
Average ATR: 3.86
Keltner Channel Market Analysis
Initial State (20220902):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20221201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 3 (4.84)
Consolidation Days: 59 (95.16)
Donchian Channel Market Analysis
Initial State (20220902):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20220902 to 20221201
Initial State (20220902):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 5 (8.06)
Rangebound Days: 57 (91.94)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from September 2, 2022, to December 1, 2022, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) is currently 3.43, within the normal range of 3.86. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, characterizing a rangebound market.
Trend analysis reveals minimal directional movement: zero uptrend days across all indicators. Downtrend days were limited to 3 (4.84%) via ATR, and 5 (8.06%) via Bollinger Bands. The majority of trading days – 95.16% (ATR), 100% (Donchian), and 91.94% (Bollinger) – were spent in consolidation or neutral states.
The data suggests potential effectiveness of mean reversion trading strategies, capitalizing on price fluctuations within the established range.
|
ATR (Average True Range) Analysis
Low Volatility: ATR is significantly below average.
Latest ATR: 2.41
Average ATR: 3.65
Keltner Channel Market Analysis
Initial State (20221003):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20221230):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 8 (12.90)
Consolidation Days: 54 (87.10)
Donchian Channel Market Analysis
Initial State (20221003):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221230):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20221003 to 20221230
Initial State (20221003):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221230):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 2 (3.23)
Rangebound Days: 60 (96.77)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from October 3, 2022, to December 30, 2022, reveals a consistently rangebound market with exceptionally low volatility. ATR is significantly below its average (2.41 vs. 3.65), confirming a “squeeze” and potential for a future breakout. All channel analyses (Keltner, Donchian, Bollinger Bands) indicate price consistently remained within their respective boundaries throughout the period.
Notably, there were zero uptrend days across all trend analyses, with minimal downtrend activity (12.90% via Keltner Channels, 3.23% bearish breakdowns in Bollinger Bands). Rangebound/consolidation days dominated (87.10%-100%).
Given this sideways market, mean reversion strategies utilizing Bollinger Bands—buying near the lower band and selling near the upper band—are suggested.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.60
Average ATR: 3.09
Keltner Channel Market Analysis
Initial State (20221103):
Price below Keltner Lower Band Strong Downtrend
Final State (20230201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 60
Uptrend Days: 0 (0.00)
Downtrend Days: 8 (13.33)
Consolidation Days: 52 (86.67)
Donchian Channel Market Analysis
Initial State (20221103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 60
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 60 (100.00)
Bollinger Bands Analysis from 20221103 to 20230201
Initial State (20221103):
Price below Bollinger Lower Band Strong Downtrend
Final State (20230201):
Price above Bollinger Upper Band Strong Uptrend
Trend Summary
Total Trading Days Analyzed: 60
Bullish Breakout Days: 2 (3.33)
Bearish Breakdown Days: 2 (3.33)
Rangebound Days: 56 (93.33)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from November 3, 2022, to February 1, 2023, reveals a market transitioning from a strong downtrend to potential breakout. Initial conditions showed price below Keltner & Bollinger lower bands, indicating a downtrend. However, the final state shows price *above* the Bollinger Upper Band, signaling a strong uptrend. ATR indicates normal volatility (2.60 vs. average 3.09).
Dominantly, the market experienced consolidation (86.67% via Keltner, 100% via Donchian). Bollinger Bands suggest low volatility with a “squeeze,” hinting at a possible future breakout. Given the largely rangebound nature (93.33% per Bollinger), mean reversion strategies may be considered, buying near lower bands and selling near upper bands.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.37
Average ATR: 2.77
Keltner Channel Market Analysis
Initial State (20221201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 1 (1.64)
Downtrend Days: 6 (9.84)
Consolidation Days: 54 (88.52)
Donchian Channel Market Analysis
Initial State (20221201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20221201 to 20230301
Initial State (20221201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 4 (6.56)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 57 (93.44)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from December 1, 2022, to March 1, 2023, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) is currently 2.37, within the normal range of 2.77, suggesting typical volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, reinforcing the rangebound characteristic.
Trend analysis reveals minimal directional movement: only 1 uptrend day and 6 downtrend days out of 61 trading days, with Donchian Channels showing *no* trending days. Bollinger Bands show a slight bullish bias with 4 breakout days, but 93.44% of days were rangebound.
**Key Insight:** Given the consistent consolidation, mean reversion strategies may be suitable, capitalizing on price fluctuations within established bands.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.22
Average ATR: 2.54
Keltner Channel Market Analysis
Initial State (20230103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230331):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 1 (1.61)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (98.39)
Donchian Channel Market Analysis
Initial State (20230103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230331):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20230103 to 20230331
Initial State (20230103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230331):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 4 (6.45)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 58 (93.55)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from January 3, 2023, to March 31, 2023, indicates a predominantly sideways, low-volatility market. Average True Range (ATR) is currently 2.22, below the average of 2.54, suggesting normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show the price *inside* their respective channels throughout the period, confirming consolidation.
Trend analysis reveals minimal directional movement: virtually no uptrend or downtrend days were recorded across all indicators. Bollinger Bands show a slight bullish breakout on 4 out of 62 days. The current “squeeze” in Bollinger Bands signals a potential breakout. A mean reversion strategy is suggested, capitalizing on price movements within the rangebound market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.88
Average ATR: 2.38
Keltner Channel Market Analysis
Initial State (20230131):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230501):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 1 (1.59)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (98.41)
Donchian Channel Market Analysis
Initial State (20230131):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230501):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230131 to 20230501
Initial State (20230131):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230501):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 1 (1.59)
Rangebound Days: 58 (92.06)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of 63 trading days (Jan 31 - May 1, 2023) reveals a predominantly sideways, consolidation-bound market. Average True Range (ATR) at 1.88 is below the average of 2.38, indicating decreasing volatility, though still within the normal range. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show the price *within* their respective channels throughout the period, reinforcing the rangebound characteristic.
Trend analysis confirms minimal trending; uptrend and downtrend days are negligible (0-1.59%). Rangebound days dominate (92-100% across analyses). Bullish breakouts occurred on 4 days, bearish breakdowns on 1. The data suggests mean reversion strategies could be viable, capitalizing on price movements within the established range.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.77
Average ATR: 2.18
Keltner Channel Market Analysis
Initial State (20230303):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230601):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 10 (15.87)
Consolidation Days: 53 (84.13)
Donchian Channel Market Analysis
Initial State (20230303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230303 to 20230601
Initial State (20230303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230601):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 1 (1.59)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 57 (90.48)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of market behavior from March 3, 2023, to June 1, 2023, indicates a predominantly consolidation-bound market. ATR shows current volatility (1.77) below the average (2.18), suggesting decreasing price movement. Keltner Channels and Donchian Channels consistently show price remaining *within* the channels throughout the period, reinforcing the range-bound characteristic. Bollinger Bands confirm this, with 90.48% of trading days remaining range-bound, alongside a slight bearish tendency (7.94% bearish breakdown days).
Despite “High Volatility” noted from Bollinger Bands, the overall trend analysis reveals a lack of sustained uptrends (0% across all analyses) and limited downtrends (15.87% via ATR). The data suggests potential effectiveness of mean reversion trading strategies given the sideways market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.79
Average ATR: 2.02
Keltner Channel Market Analysis
Initial State (20230403):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230630):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 1 (1.61)
Downtrend Days: 10 (16.13)
Consolidation Days: 51 (82.26)
Donchian Channel Market Analysis
Initial State (20230403):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230630):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20230403 to 20230630
Initial State (20230403):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230630):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 2 (3.23)
Bearish Breakdown Days: 5 (8.06)
Rangebound Days: 55 (88.71)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from April 3rd to June 30th, 2023, indicates a predominantly sideways, low-volatility market. ATR shows normal volatility (latest: 1.79, average: 2.02). Keltner Channels, Donchian Channels, and Bollinger Bands consistently show price action *within* their respective channels, confirming a consolidation/rangebound market.
Trend analysis reveals 82-89% consolidation across all indicators. While Bollinger Bands show minor bearish breakdown (8.06%), uptrend/downtrend days are minimal (Keltner: 1.61%/16.13%, Donchian: 0%).
Bollinger Band tightness suggests a potential breakout. The report recommends mean reversion strategies given the sideways market, focusing on buying near lower bands and selling near upper bands. Donchian Channel data appears consistently at zero, potentially indicating data errors.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.74
Average ATR: 1.95
Keltner Channel Market Analysis
Initial State (20230503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230801):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 7 (11.29)
Downtrend Days: 10 (16.13)
Consolidation Days: 45 (72.58)
Donchian Channel Market Analysis
Initial State (20230503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230801):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20230503 to 20230801
Initial State (20230503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230801):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 4 (6.45)
Bearish Breakdown Days: 4 (6.45)
Rangebound Days: 54 (87.10)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of financial data from May 3rd to August 1st indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) is currently 1.74, within the normal range of 1.95, suggesting typical volatility. All channel analyses (Keltner, Donchian, Bollinger Bands) confirm price action remained within established boundaries throughout the 62-day period.
Trend analysis reveals minimal directional movement: 7 uptrend days (11.29%), 10 downtrend days (16.13%), and a substantial 72.58% in consolidation. Bollinger Bands show 87.10% rangebound days with equal bullish (6.45%) and bearish (6.45%) breakouts.
Given this consistent consolidation, mean reversion strategies are potentially viable, capitalizing on price fluctuations within the established range. Overall, the market demonstrates stability with no significant trending behavior.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.54
Average ATR: 1.90
Keltner Channel Market Analysis
Initial State (20230605):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230901):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 7 (11.11)
Downtrend Days: 11 (17.46)
Consolidation Days: 45 (71.43)
Donchian Channel Market Analysis
Initial State (20230605):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230605 to 20230901
Initial State (20230605):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 57 (90.48)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from June 5th to September 1st indicates a predominantly sideways, low-volatility market. ATR shows current volatility (1.54) is below average (1.90). All channel analyses (Keltner, Donchian, Bollinger) confirm price consistently remained within their respective boundaries, signifying a consolidation/rangebound market.
Notably, Donchian Channels show *no* trending days – potentially data error, and is excluded from key takeaways. Bollinger Bands suggest a “squeeze,” hinting at a potential future breakout. With 90.48% rangebound days, mean reversion strategies within Bollinger Bands may be viable, capitalizing on price fluctuations between support and resistance. Overall, the period favored consolidation over clear trends.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.65
Average ATR: 1.82
Keltner Channel Market Analysis
Initial State (20230703):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230929):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 6 (9.52)
Downtrend Days: 14 (22.22)
Consolidation Days: 43 (68.25)
Donchian Channel Market Analysis
Initial State (20230703):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230929):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230703 to 20230929
Initial State (20230703):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230929):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 3 (4.76)
Bearish Breakdown Days: 4 (6.35)
Rangebound Days: 56 (88.89)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from July 3rd to September 29th indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) shows normal volatility (1.65 latest, 1.82 average). Keltner Channels and Donchian Channels consistently confirm price action *within* channels, reinforcing the rangebound nature. Bollinger Bands also support this, with 88.89% of days rangebound.
Trend analysis reveals minimal directional movement: 9.52% uptrend days, 22.22% downtrend days, and a dominant 68.25% consolidation per ATR data. Bullish/Bearish breakouts are limited (4.76%/6.35%).
**Key Takeaway:** Given the consistent consolidation, consider mean reversion strategies, capitalizing on price fluctuations within established bands. The market exhibits normal volatility, suitable for defined risk parameters.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.43
Average ATR: 1.75
Keltner Channel Market Analysis
Initial State (20230803):
Price below Keltner Lower Band Strong Downtrend
Final State (20231101):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 20 (31.25)
Consolidation Days: 44 (68.75)
Donchian Channel Market Analysis
Initial State (20230803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20231101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20230803 to 20231101
Initial State (20230803):
Price below Bollinger Lower Band Strong Downtrend
Final State (20231101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 10 (15.62)
Rangebound Days: 54 (84.38)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from August 3rd to November 1st indicates a shift from a strong downtrend to a consolidation phase. Initial conditions showed price below Keltner & Bollinger lower bands, signaling a downtrend. However, the market transitioned to price *within* these channels by November 1st, indicating rangebound behavior.
ATR shows normal volatility (1.43 current, 1.75 average). Donchian Channels consistently show consolidation throughout the period. Bollinger Bands confirm a move to a neutral, rangebound market with 15.62% bearish breakdowns and 84.38% rangebound days.
Key takeaway: a predominantly sideways market exists, favoring mean reversion strategies – buying near lower bands and selling near upper bands – despite some bearish pressure. The absence of uptrend days across all analyses suggests limited bullish momentum.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.58
Average ATR: 1.55
Keltner Channel Market Analysis
Initial State (20230905):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20231201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 9 (14.29)
Consolidation Days: 54 (85.71)
Donchian Channel Market Analysis
Initial State (20230905):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20231201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20230905 to 20231201
Initial State (20230905):
Price within Bollinger Bands NeutralRangebound Market
Final State (20231201):
Price above Bollinger Upper Band Strong Uptrend
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 8 (12.70)
Rangebound Days: 53 (84.13)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From September 5, 2023, to December 1, 2023, market analysis reveals predominantly consolidation and rangebound conditions. ATR indicates normal volatility, with a latest reading of 1.58 against an average of 1.55. Both Keltner and Donchian Channels confirm the price remained within their bands throughout the period, signifying continued consolidation.
Bollinger Bands initially showed a neutral, rangebound market, but concluded with the price *above* the upper band, suggesting a potential, though recent, strong uptrend – evidenced by 2 bullish breakout days. Downtrend days were minimal (8 days), while rangebound days dominated at 84.13%.
The analysis suggests mean reversion strategies could be effective given the sideways market, though a recent breakout is noted. Data regarding uptrend days in Donchian Channels appears erroneous (all zeros) and is excluded.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.13
Average ATR: 2.11
Keltner Channel Market Analysis
Initial State (20201005):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20201231):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 3 (4.84)
Downtrend Days: 2 (3.23)
Consolidation Days: 57 (91.94)
Donchian Channel Market Analysis
Initial State (20201005):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20201231):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20201005 to 20201231
Initial State (20201005):
Price within Bollinger Bands NeutralRangebound Market
Final State (20201231):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 3 (4.84)
Bearish Breakdown Days: 5 (8.06)
Rangebound Days: 54 (87.10)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from October 5, 2020, to December 31, 2020, indicates a predominantly sideways, low-volatility market. Average True Range (ATR) remained stable around 2.12, suggesting normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show the price *within* their respective channels, confirming a consolidation/rangebound market throughout the period.
Trend analysis reveals 92% consolidation days across all indicators, with minimal uptrend or downtrend activity. Bollinger Bands suggest a volatility squeeze, potentially signaling an upcoming breakout. Given the rangebound conditions, mean reversion trading strategies are suggested as potentially effective. Bearish breakdowns slightly outnumbered bullish breakouts (8.06% vs 4.84%).
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.88
Average ATR: 2.16
Keltner Channel Market Analysis
Initial State (20201103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 2 (3.28)
Downtrend Days: 1 (1.64)
Consolidation Days: 58 (95.08)
Donchian Channel Market Analysis
Initial State (20201103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20201103 to 20210201
Initial State (20201103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 1 (1.64)
Bearish Breakdown Days: 6 (9.84)
Rangebound Days: 54 (88.52)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From November 3, 2020, to February 1, 2021, analysis reveals a predominantly sideways, consolidation-bound market. ATR averaged 2.16 with a latest reading of 1.88, indicating normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show price action *within* their respective channels throughout the 61-day period, confirming rangebound behavior.
Trend analysis highlights 95.08% consolidation (Keltner), 100% (Donchian), and 88.52% rangebound days (Bollinger). Uptrend and downtrend days were minimal (3.28% & 1.64% respectively). A slight bearish bias is suggested by 9.84% bearish breakdown days versus 1.64% bullish breakouts. The data supports mean reversion trading strategies.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.99
Average ATR: 1.94
Keltner Channel Market Analysis
Initial State (20201201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 1 (1.64)
Consolidation Days: 60 (98.36)
Donchian Channel Market Analysis
Initial State (20201201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20201201 to 20210301
Initial State (20201201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 1 (1.64)
Bearish Breakdown Days: 6 (9.84)
Rangebound Days: 54 (88.52)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from December 1, 2020, to March 1, 2021, indicates a predominantly sideways, rangebound market with normal volatility (ATR of 1.99, average 1.94). Keltner and Donchian Channels consistently show the price *within* the channels, reinforcing consolidation. Bollinger Bands confirm this, with the price remaining within bands throughout the period.
Trend analysis reveals minimal directional movement: 0 uptrend days, 1 downtrend day (across all analyses), and overwhelmingly consolidation (98-100% depending on the channel). A slight bearish tendency is noted with 6 bearish breakdown days within Bollinger Bands.
The key insight is a stable, non-trending market suitable for mean reversion strategies, capitalizing on price fluctuations within established ranges.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.95
Average ATR: 2.05
Keltner Channel Market Analysis
Initial State (20210104):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210401):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 1 (1.61)
Consolidation Days: 61 (98.39)
Donchian Channel Market Analysis
Initial State (20210104):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210401):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20210104 to 20210401
Initial State (20210104):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210401):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 2 (3.23)
Bearish Breakdown Days: 3 (4.84)
Rangebound Days: 57 (91.94)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from January 4, 2021, to April 1, 2021, indicates a predominantly sideways, rangebound market. Average True Range (ATR) remained within the expected range, with a latest value of 1.95 against an average of 2.05, suggesting normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained consistently *within* their respective channels throughout the period.
Trend analysis reveals minimal directional movement: zero uptrend days across all indicators, and only one downtrend day via ATR. Consolidation/rangebound days dominated, accounting for 98.39% (ATR) to 100% (Donchian) of trading days. Bollinger Bands showed 91.94% rangebound days, with minor bearish breakdown activity (4.84%). The data suggests mean reversion strategies could be effective given the market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.55
Average ATR: 1.89
Keltner Channel Market Analysis
Initial State (20210201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210430):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Donchian Channel Market Analysis
Initial State (20210201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210430):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210201 to 20210430
Initial State (20210201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210430):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 61 (96.83)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from February 1st to April 30th, 2021, indicates a consistently rangebound market with low volatility. The Average True Range (ATR) is 1.55, below the average of 1.89, suggesting normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, characterizing a consolidation phase.
Trend analysis reveals 61 out of 63 trading days were rangebound, with minimal bullish breakout days (2, or 3.17%). Bollinger Bands show a “squeeze” – tight bands – potentially signaling an upcoming breakout. Consequently, mean reversion strategies are suggested as potentially effective within this sideways market, focusing on buying near lower bands and selling near upper bands.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.75
Average ATR: 1.89
Keltner Channel Market Analysis
Initial State (20210303):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210601):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Donchian Channel Market Analysis
Initial State (20210303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210303 to 20210601
Initial State (20210303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210601):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 3 (4.76)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 60 (95.24)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of market behavior from March 3, 2021, to June 1, 2021, reveals a predominantly sideways, rangebound market. ATR indicates normal volatility, with a latest reading of 1.75 against an average of 1.89. Keltner and Donchian Channels consistently show the price *inside* the channels throughout the period, confirming consolidation. Bollinger Bands support this, with 95.24% of trading days rangebound and only 4.76% exhibiting bullish breakouts.
Notably, there were zero uptrend or downtrend days identified by Keltner and Donchian Channel analyses. This suggests a lack of sustained directional movement. The data supports mean reversion trading strategies, capitalizing on price fluctuations within the established range.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.38
Average ATR: 1.55
Keltner Channel Market Analysis
Initial State (20210405):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210701):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 8 (12.70)
Downtrend Days: 0 (0.00)
Consolidation Days: 55 (87.30)
Donchian Channel Market Analysis
Initial State (20210405):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210701):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210405 to 20210701
Initial State (20210405):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210701):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 7 (11.11)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 56 (88.89)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From April 5, 2021, to July 1, 2021, market analysis reveals a transition from initial consolidation to a potential, though not fully confirmed, uptrend. Average True Range (ATR) indicates normal volatility (latest: 1.38, average: 1.55). Keltner Channels show the price moved *above* the upper band, suggesting a strong uptrend by the period’s end, with 12.70% of days exhibiting an uptrend.
Donchian Channels consistently indicated consolidation throughout the 63 trading days analyzed. Bollinger Bands show primarily rangebound movement (88.89% of days), with 11.11% experiencing bullish breakouts. High volatility is noted, suggesting potential for mean reversion strategies – buying near lower bands, selling near upper bands – within the largely sideways market. Downtrend and bearish breakdown days were zero across all analyses.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.97
Average ATR: 1.56
Keltner Channel Market Analysis
Initial State (20210503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210730):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 13 (20.63)
Downtrend Days: 0 (0.00)
Consolidation Days: 50 (79.37)
Donchian Channel Market Analysis
Initial State (20210503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210730):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210503 to 20210730
Initial State (20210503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210730):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 7 (11.11)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 56 (88.89)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of market behavior from May 3rd, 2021 to July 30th, 2021 indicates a predominantly sideways, rangebound market. Average True Range (ATR) is normal at 1.97 (average 1.56), suggesting expected volatility. Keltner Channels, Donchian Channels, and Bollinger Bands all confirm price action remained within their respective channels throughout the period, initially and finally.
Trend analysis reveals a significant lack of directional movement: zero uptrend or downtrend days across Donchian Channels, and minimal bullish breakouts (11.11%) within Bollinger Bands. Consolidation dominates, accounting for 79.37% of trading days per Keltner Channels and 100% per Donchian Channels.
The market’s consistent rangebound nature suggests potential effectiveness of mean reversion trading strategies. Overall volatility is assessed as normal.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.21
Average ATR: 1.41
Keltner Channel Market Analysis
Initial State (20210603):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20210901):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 13 (20.31)
Downtrend Days: 0 (0.00)
Consolidation Days: 51 (79.69)
Donchian Channel Market Analysis
Initial State (20210603):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20210901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20210603 to 20210901
Initial State (20210603):
Price within Bollinger Bands NeutralRangebound Market
Final State (20210901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 7 (10.94)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 57 (89.06)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From June 3rd to September 1st, 2021, analysis reveals a predominantly sideways, low-volatility market. The Average True Range (ATR) of 1.21 is within the expected range, compared to an average of 1.41. Keltner Channels, Donchian Channels, and Bollinger Bands consistently indicate price action remained within their respective channels, characterizing a consolidation/rangebound market.
Trend analysis across 64 trading days shows a significant 79.69% consolidation based on Keltner Channels, and 100% consolidation based on Donchian Channels. Bollinger Bands confirm 89.06% rangebound days with only 10.94% exhibiting bullish breakouts and no bearish breakdowns.
Low volatility, signaled by tight Bollinger Bands (“squeeze”), suggests a potential breakout is forthcoming. Mean reversion strategies are recommended given the prevailing sideways market conditions.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.94
Average ATR: 1.47
Keltner Channel Market Analysis
Initial State (20210706):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211001):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 5 (7.94)
Downtrend Days: 0 (0.00)
Consolidation Days: 58 (92.06)
Donchian Channel Market Analysis
Initial State (20210706):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211001):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210706 to 20211001
Initial State (20210706):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211001):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 5 (7.94)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 56 (88.89)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of market behavior from July 6, 2021, to October 1, 2021, reveals a predominantly sideways, rangebound market. Average True Range (ATR) remained within normal volatility (latest: 1.94, average: 1.47). Keltner Channels, Donchian Channels, and Bollinger Bands consistently indicated price action *within* their respective channels throughout the period, confirming consolidation.
Trend analysis shows minimal directional movement: 5 bullish breakout days and 2 bearish breakdown days out of 63 total, with approximately 89% of days being rangebound. Donchian Channels specifically show 100% consolidation.
Given this environment, the report suggests mean reversion strategies – buying near lower bands and selling near upper bands – could be effective. Volatility remained normal throughout the analyzed timeframe.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.50
Average ATR: 1.49
Keltner Channel Market Analysis
Initial State (20210803):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211101):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 10 (15.62)
Downtrend Days: 0 (0.00)
Consolidation Days: 54 (84.38)
Donchian Channel Market Analysis
Initial State (20210803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20210803 to 20211101
Initial State (20210803):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 7 (10.94)
Bearish Breakdown Days: 2 (3.12)
Rangebound Days: 55 (85.94)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from August 3rd to November 1st, 2021 indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) remained stable at approximately 1.50, suggesting normal volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show price action *within* their respective channels, reinforcing the rangebound characteristic.
Notably, there were zero downtrend days identified by Donchian Channels, which may indicate data error. Trend analysis reveals 85.94% rangebound days, with minor bullish (10.94%) and bearish (3.12%) breakouts. Bollinger Bands suggest high volatility despite the overall range. Consequently, mean reversion strategies are potentially viable, capitalizing on price fluctuations within the established range.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.17
Average ATR: 1.63
Keltner Channel Market Analysis
Initial State (20210902):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 14 (22.22)
Downtrend Days: 0 (0.00)
Consolidation Days: 49 (77.78)
Donchian Channel Market Analysis
Initial State (20210902):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20210902 to 20211201
Initial State (20210902):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211201):
Price below Bollinger Lower Band Strong Downtrend
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 5 (7.94)
Bearish Breakdown Days: 4 (6.35)
Rangebound Days: 54 (85.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from September 2, 2021, to December 1, 2021, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) is currently 2.17, against an average of 1.63, suggesting normal volatility. Keltner and Donchian Channels confirm price action remained within their bands throughout the period, reinforcing the consolidation.
Bollinger Bands initially showed a neutral stance, but concluded with the price falling *below* the lower band, signaling a potential, though late-period, downtrend. Trend analysis reveals 5 bullish breakout days and 4 bearish breakdown days, with a significant 85.71% of days remaining rangebound.
The data suggests mean reversion strategies could be considered, capitalizing on price movements near Bollinger Band extremes, despite the overall sideways trend.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.44
Average ATR: 2.05
Keltner Channel Market Analysis
Initial State (20211004):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20211231):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 13 (20.63)
Downtrend Days: 0 (0.00)
Consolidation Days: 50 (79.37)
Donchian Channel Market Analysis
Initial State (20211004):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20211231):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20211004 to 20211231
Initial State (20211004):
Price within Bollinger Bands NeutralRangebound Market
Final State (20211231):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 59 (93.65)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from October 4, 2021, to December 31, 2021, indicates a predominantly sideways, consolidation-bound market. Average True Range (ATR) remained within the normal range, with a latest value of 2.44 against an average of 2.05, suggesting stable volatility. Keltner Channels, Donchian Channels, and Bollinger Bands consistently show the price *within* their respective channels throughout the period, reinforcing the rangebound characteristic.
Notably, trend analysis reveals a complete absence of uptrend or downtrend days across Donchian Channels, and minimal bullish/bearish breakouts (3.17% each) within Bollinger Bands. Approximately 79-100% of trading days were characterized by consolidation. This environment favors mean reversion trading strategies, specifically buying near lower bands and selling near upper bands, as suggested.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.32
Average ATR: 2.26
Keltner Channel Market Analysis
Initial State (20211103):
Price above Keltner Upper Band Strong Uptrend
Final State (20220201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 3 (4.84)
Downtrend Days: 12 (19.35)
Consolidation Days: 47 (75.81)
Donchian Channel Market Analysis
Initial State (20211103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20211103 to 20220201
Initial State (20211103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 5 (8.06)
Rangebound Days: 57 (91.94)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis from November 3, 2021, to February 1, 2022, indicates a transition from an initial strong uptrend (based on Keltner Channels) to a predominantly consolidation-bound market. ATR shows normal volatility (2.32 latest, 2.26 average). Donchian Channels consistently show price within the channel throughout the period, with 100% consolidation days – this data appears unreliable and is likely an error. Bollinger Bands confirm a largely rangebound market (91.94% rangebound days, 8.06% bearish breakdowns). Overall, the market spent 75.81% of the analyzed 62 days in consolidation per Keltner Channels. Given the prevailing sideways trend, mean reversion strategies are suggested as potentially effective.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.20
Average ATR: 2.41
Keltner Channel Market Analysis
Initial State (20211201):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 12 (19.35)
Consolidation Days: 50 (80.65)
Donchian Channel Market Analysis
Initial State (20211201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20211201 to 20220301
Initial State (20211201):
Price below Bollinger Lower Band Strong Downtrend
Final State (20220301):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 6 (9.68)
Rangebound Days: 56 (90.32)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Analysis of trading data from December 1, 2021, to March 1, 2022, reveals a predominantly consolidation-bound market. Average True Range (ATR) remained within the expected range (2.20 latest, 2.41 average), indicating normal volatility. Keltner and Donchian Channels consistently showed prices *within* the channels throughout the period, reinforcing the rangebound characteristic.
While Bollinger Bands initially signaled a strong downtrend, the price moved to within the bands by the end of the period, suggesting a shift to neutral conditions. Notably, there were no uptrend days identified across any analysis, with a slight bias towards bearish breakdowns (9.68% of days) and overwhelmingly rangebound activity (90.32% via Bollinger Bands). Current low volatility, indicated by tight Bollinger Bands, suggests a potential breakout may occur. Mean reversion strategies could be considered.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.22
Average ATR: 2.23
Keltner Channel Market Analysis
Initial State (20220103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220401):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 8 (12.70)
Downtrend Days: 12 (19.05)
Consolidation Days: 43 (68.25)
Donchian Channel Market Analysis
Initial State (20220103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220401):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220103 to 20220401
Initial State (20220103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220401):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 7 (11.11)
Bearish Breakdown Days: 5 (7.94)
Rangebound Days: 51 (80.95)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
ATR: Normal volatility (2.22 latest, 2.23 average). Keltner Channel: Initial consolidation, final strong uptrend (63 days, 12.70% uptrend, 68.25% consolidation). Donchian Channel: Consistent consolidation (63 days, 100% consolidation). Bollinger Bands: Neutral rangebound market (63 days, 80.95% rangebound). Sideways market suggests mean reversion strategies (buying low, selling high) might be effective.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.38
Average ATR: 2.16
Keltner Channel Market Analysis
Initial State (20220131):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220429):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 12 (19.05)
Downtrend Days: 0 (0.00)
Consolidation Days: 51 (80.95)
Donchian Channel Market Analysis
Initial State (20220131):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220429):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220131 to 20220429
Initial State (20220131):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220429):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 7 (11.11)
Bearish Breakdown Days: 3 (4.76)
Rangebound Days: 53 (84.13)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From January 31, 2022 to April 29, 2022, the market exhibited a rangebound pattern, with prices consistently contained within technical indicators like Keltner, Donchian, and Bollinger Bands. Average True Range (ATR) was 2.38, within normal volatility. While a few bullish and bearish days occurred, a significant majority (84.13%) of trading days were rangebound. Mean reversion strategies, buying near lower bands and selling near upper bands, might be effective in this sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.58
Average ATR: 2.31
Keltner Channel Market Analysis
Initial State (20220303):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220601):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 12 (19.05)
Downtrend Days: 5 (7.94)
Consolidation Days: 46 (73.02)
Donchian Channel Market Analysis
Initial State (20220303):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220601):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220303 to 20220601
Initial State (20220303):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220601):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 7 (11.11)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 54 (85.71)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
ATR: Normal volatility, latest ATR 2.58, average ATR 2.31. Keltner, Donchian, and Bollinger Bands all show a consolidation/rangebound market from 20220303 to 20220601. 63 trading days analyzed; high percentage of consolidation days (73.02% Keltner, 100% Donchian). Low trend days across all channels. Bollinger Bands show 54 rangebound days (85.71%), with some bullish and bearish days. Sideways market suggests mean reversion strategies may be effective.
|
ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.46
Average ATR: 2.42
Keltner Channel Market Analysis
Initial State (20220404):
Price above Keltner Upper Band Strong Uptrend
Final State (20220701):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 4 (6.45)
Downtrend Days: 10 (16.13)
Consolidation Days: 48 (77.42)
Donchian Channel Market Analysis
Initial State (20220404):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220701):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20220404 to 20220701
Initial State (20220404):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220701):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 2 (3.23)
Rangebound Days: 60 (96.77)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
The market exhibited a rangebound trend from April 4, 2022 to July 1, 2022, with price action largely contained within technical indicators' channels (Keltner, Donchian, Bollinger). Average True Range (ATR) was within normal levels (2.46 latest, 2.42 average). Mean reversion strategies, buying near lower bands and selling near upper bands, might be suitable. Limited uptrend and downtrend days support a consolidation phase.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.24
Average ATR: 2.43
Keltner Channel Market Analysis
Initial State (20220503):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220801):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 4 (6.45)
Downtrend Days: 10 (16.13)
Consolidation Days: 48 (77.42)
Donchian Channel Market Analysis
Initial State (20220503):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220801):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20220503 to 20220801
Initial State (20220503):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220801):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 4 (6.45)
Bearish Breakdown Days: 1 (1.61)
Rangebound Days: 57 (91.94)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
ATR: Normal volatility, latest ATR 2.24, average ATR 2.43. Keltner Channel: Price inside channel (20220503) then above upper band (20220801) indicating a strong uptrend. Donchian Channel: Price remained inside channel, indicating consolidation. Bollinger Bands: Price remained within bands, neutral rangebound market. Overall, a rangebound market with some upward trend (4 uptrend days out of 62). Mean reversion strategies may be effective due to the sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.58
Average ATR: 2.07
Keltner Channel Market Analysis
Initial State (20220603):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220901):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 18 (28.57)
Downtrend Days: 5 (7.94)
Consolidation Days: 40 (63.49)
Donchian Channel Market Analysis
Initial State (20220603):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220901):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220603 to 20220901
Initial State (20220603):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220901):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 57 (90.48)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
The asset exhibited a rangebound market from June 3, 2022 to September 1, 2022, with normal volatility. Average True Range (ATR) was 2.07, latest 1.58. Price remained consistently inside Keltner, Donchian, and Bollinger Bands. A majority (90.5%) of trading days were rangebound, with only a minor bullish/bearish trend (6.35%/3.17%). Mean reversion strategies may be effective due to the sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.50
Average ATR: 1.97
Keltner Channel Market Analysis
Initial State (20220705):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20220930):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 18 (28.57)
Downtrend Days: 2 (3.17)
Consolidation Days: 43 (68.25)
Donchian Channel Market Analysis
Initial State (20220705):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20220930):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220705 to 20220930
Initial State (20220705):
Price within Bollinger Bands NeutralRangebound Market
Final State (20220930):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 4 (6.35)
Bearish Breakdown Days: 2 (3.17)
Rangebound Days: 57 (90.48)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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The asset exhibited a rangebound market from July 5, 2022, to September 30, 2022, across various technical indicators (ATR, Keltner, Donchian, Bollinger Bands). Average True Range (ATR) was 2.50, within normal volatility. Mean reversion strategies, such as buying near lower bands and selling near upper bands, might be effective in this sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.61
Average ATR: 2.13
Keltner Channel Market Analysis
Initial State (20220803):
Price above Keltner Upper Band Strong Uptrend
Final State (20221101):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 14 (21.88)
Downtrend Days: 2 (3.12)
Consolidation Days: 48 (75.00)
Donchian Channel Market Analysis
Initial State (20220803):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221101):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 64
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 64 (100.00)
Bollinger Bands Analysis from 20220803 to 20221101
Initial State (20220803):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221101):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 64
Bullish Breakout Days: 1 (1.56)
Bearish Breakdown Days: 2 (3.12)
Rangebound Days: 61 (95.31)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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From 2022-08-03 to 2022-11-01, the market exhibited a rangebound pattern. ATR was normal (2.61 latest, 2.13 average). Keltner Channel, Donchian Channel, and Bollinger Bands all indicated a consolidation/rangebound market. Slight uptrend (14 days) and downtrend (2 days) observed within Keltner Channel analysis. Mean reversion strategies may be effective due to sideways movement.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.89
Average ATR: 2.40
Keltner Channel Market Analysis
Initial State (20220902):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20221201):
Price above Keltner Upper Band Strong Uptrend
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 7 (11.11)
Downtrend Days: 2 (3.17)
Consolidation Days: 54 (85.71)
Donchian Channel Market Analysis
Initial State (20220902):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20220902 to 20221201
Initial State (20220902):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 61 (96.83)
Volatility Assessment
Normal Volatility: Market within expected range.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
From September 2nd, 2022 to December 1st, 2022, the market exhibited a rangebound trend across various technical indicators. Average True Range (ATR) was 1.89, within normal volatility (average ATR 2.40). Keltner Channel analysis showed a strong uptrend by December 1st, with price above the upper band. Donchian and Bollinger Bands analyses also confirmed a rangebound market. The market showed 61 rangebound days (96.83%) out of 63 total days analyzed, 2 bullish breakout days, and no bearish breakdown days. Mean reversion strategies might be effective due to the sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.62
Average ATR: 2.37
Keltner Channel Market Analysis
Initial State (20221003):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20221230):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 8 (12.70)
Downtrend Days: 0 (0.00)
Consolidation Days: 55 (87.30)
Donchian Channel Market Analysis
Initial State (20221003):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20221230):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 63
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 63 (100.00)
Bollinger Bands Analysis from 20221003 to 20221230
Initial State (20221003):
Price within Bollinger Bands NeutralRangebound Market
Final State (20221230):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 63
Bullish Breakout Days: 2 (3.17)
Bearish Breakdown Days: 0 (0.00)
Rangebound Days: 61 (96.83)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
The asset exhibited a rangebound market from October 3, 2022 to December 30, 2022, as evidenced by price containment within technical indicators (Keltner, Donchian, Bollinger Bands). Average True Range (ATR) was 2.62, within normal volatility (2.37). Low volatility (tight bands) suggests a potential breakout. Mean reversion strategies, buying near lower bands and selling near upper bands, may be suitable. The period saw minimal trending (8 uptrend days).
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.23
Average ATR: 2.32
Keltner Channel Market Analysis
Initial State (20221103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230201):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 7 (11.48)
Downtrend Days: 0 (0.00)
Consolidation Days: 54 (88.52)
Donchian Channel Market Analysis
Initial State (20221103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230201):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20221103 to 20230201
Initial State (20221103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230201):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 1 (1.64)
Bearish Breakdown Days: 2 (3.28)
Rangebound Days: 58 (95.08)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
Stock price is rangebound from 20221103 to 20230201, within various technical indicators' channels (Keltner, Donchian, Bollinger Bands). ATR is 2.23 (normal volatility), with an average of 2.32. Low volatility (tight bands) suggests a possible breakout. Mean reversion strategies (buying near lower band, selling near upper band) are potentially effective. Slight bullish and bearish activity (1 and 2 days respectively) exist.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 1.79
Average ATR: 2.17
Keltner Channel Market Analysis
Initial State (20221201):
Price above Keltner Upper Band Strong Uptrend
Final State (20230301):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 2 (3.28)
Downtrend Days: 0 (0.00)
Consolidation Days: 59 (96.72)
Donchian Channel Market Analysis
Initial State (20221201):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230301):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 61
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 61 (100.00)
Bollinger Bands Analysis from 20221201 to 20230301
Initial State (20221201):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230301):
Price below Bollinger Lower Band Strong Downtrend
Trend Summary
Total Trading Days Analyzed: 61
Bullish Breakout Days: 0 (0.00)
Bearish Breakdown Days: 3 (4.92)
Rangebound Days: 58 (95.08)
Volatility Assessment
Low Volatility (Squeeze): Bands are tight, indicating a possible breakout ahead.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
|
The asset exhibited a strong downtrend from a neutral rangebound market between December 2022 and March 2023, characterized by a low volatility squeeze within Bollinger Bands. The price is currently below the Bollinger Lower Band. Keltner and Donchian channels both indicate a consolidation/rangebound market. Mean reversion strategies, buying near the lower band and selling near the upper band, might be effective in this sideways market.
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ATR (Average True Range) Analysis
Normal Volatility: ATR is within the expected range.
Latest ATR: 2.49
Average ATR: 2.21
Keltner Channel Market Analysis
Initial State (20230103):
Price inside Keltner Channel ConsolidationRangebound Market
Final State (20230331):
Price inside Keltner Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 2 (3.23)
Downtrend Days: 0 (0.00)
Consolidation Days: 60 (96.77)
Donchian Channel Market Analysis
Initial State (20230103):
Price inside Donchian Channel ConsolidationRangebound Market
Final State (20230331):
Price inside Donchian Channel ConsolidationRangebound Market
MidPeriod Trend Summary:
Total Trading Days Analyzed: 62
Uptrend Days: 0 (0.00)
Downtrend Days: 0 (0.00)
Consolidation Days: 62 (100.00)
Bollinger Bands Analysis from 20230103 to 20230331
Initial State (20230103):
Price within Bollinger Bands NeutralRangebound Market
Final State (20230331):
Price within Bollinger Bands NeutralRangebound Market
Trend Summary
Total Trading Days Analyzed: 62
Bullish Breakout Days: 2 (3.23)
Bearish Breakdown Days: 4 (6.45)
Rangebound Days: 56 (90.32)
Volatility Assessment
High Volatility: Wide bands suggest strong price swings.
Trading Strategy Insights
Sideways Market: Mean Reversion strategies (buying near lower band, selling near upper band) may be effective.
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The asset exhibited a rangebound market from January 3, 2023, to March 31, 2023, as indicated by all technical indicators (ATR, Keltner, Donchian, Bollinger Bands). Average True Range (ATR) was 2.49 (within normal volatility range). Trading strategy insights suggest mean reversion strategies might be effective due to the sideways market. Slight bullish and bearish movements occurred but were minor (3.23% and 6.45% respectively).
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