QplusT.com - Stock Trading Strategy, Trading Tips

The major purpose of this website is to share all the stock winning strategies of the members in order to outperform the equity funds. Therefore, we can invest DIY by using the minimum discount brokerage rate. QplusT Limited shares its Q+T stock trading strategy to all the members. This trading strategy is an AI computerised model, which combines the quantitative and technical analysis technique for each individual stock.

For example,

Hong Kong HKEX (00388) has 15979% re-invested return, 96% profitable ratio within 25 simulated transactions from July 1997 to December 2011.

Click the image to enlarge the graph

1. If a market is exploding in a certain direction, don't position yourself against it until there is strong evidence that a turn has already occurred ............

Buy when everyone else is selling and hold until everyone is buying.

Though the stock market in the recent past made desperate attempts to move up, the movements were always restricted within a range..............

1. The market has three movements. (1) The "main movement", primary movement or major trend (2) The "medium swing", secondary reaction or intermediate reaction (3) The "short swing" or minor movement ...........

In Elliott's model, market prices alternate between an impulsive, or motive phase, and a corrective phase on all time scales of trend............

It is one of the simplest of all trend-following methods. That is, buy when the current price high rises above the previous period's price high by the minimum unit of price measurement. And, sell when the current price low falls below the previous period's price low by the minimum unit of price measurement.

A strategy that seeks to combine in a portfolio assets with returns that are less than perfectly positively correlated, in an effort to lower portfolio risk (variance) without sacrificing return.

Most markets spend most of their time going sideways in narrow, non-trending, trading ranges known as congestion phases.............

Smith theorized that there must be a ten-year, or 120-month, cycle. This would result from ten 12-month, annual cycles and three 40-month cycles coinciding every 10 years ..............

Aggregates and individual stocks tend to run one-half, two-thirds, three-fourths of previous moves. First in relation to the next preceding move which was made. Then in relation to the move preceding that. The action-reaction process would continue until the high or low of the next preceding swing was broken.

1. Risk Definition

2. Systematic Risk

3. Unsystematic Risk