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What do these terms mean?
Swing high / low — a weekly peak or dip that price turned away from. Rising peaks and dips = uptrend.
Break of structure — a week closes beyond the last peak or dip, so the trend continues or changes.
Demand / supply zone (also called an "order block") — the area where a strong move started. Big buyers (demand) or sellers (supply) often defend it again.
Most-traded price (POC) and busy range (value area) — where most shares changed hands over the past year. Price is often pulled back toward it.
Average buyer cost (anchored VWAP) — the average price paid by everyone who bought since a major low. Above it, those buyers are in profit and tend to defend it.
Pullback levels (Fibonacci 38/50/62%) — common places for a pullback to stop inside a bigger move.
Change the assumptions
What does this mean?
Two simple safety rules decide the size. The tool uses whichever gives the smaller number.
Rule 1 — Is the bet worth it? (Kelly). A formula that weighs your chance of being right against how much you could gain vs. lose. Big upside + small downside = bigger position. If the downside is bigger than the upside, it says 0%. We only use half of what it suggests, because the chance of being right is an estimate and can be wrong.
Rule 2 — Can I sleep at night? (volatility limit). Wild assets get smaller positions, calm ones get bigger, so a normal bad month in this one holding costs you no more than your risk budget (sidebar).
Then the result is cut by the signal: Accumulate 100%, Hold 50%, Reduce 0% — and never above your "max in one holding".
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| Ticker | Signal | Score | Trend | vs Fair value | Buy zone A | Target 1 | Alloc | Data |
|---|---|---|---|---|---|---|---|---|
| Run “Scan entire watchlist” or open tickers to populate. | ||||||||
Data. Daily OHLCV (5Y) and dividends from Yahoo Finance's chart endpoint; financial statements (EPS, equity, shares, net income) from Yahoo's fundamentals time-series endpoint — both through your own proxy (browsers block direct requests). Twelve Data is an optional price-only alternative. If no live source works, the built-in watchlist falls back to a clearly flagged SIMULATED series; unknown tickers are never simulated. SET index history is not published by Yahoo, so its structure is read from THD (iShares MSCI Thailand) rescaled to the SET's live level.
Price structure. Weekly swing highs/lows (3 bars each side) define trend (higher highs + higher lows = uptrend); a weekly close beyond the last swing = break of structure. Supply/demand zones (“order blocks”) = last opposite candle before a ≥1.5× weekly-ATR displacement, kept only while unmitigated. Volume profile (12 months, 40 bins): POC and 70% value area. Anchored VWAP from the 52-week and 2-year lows. Fibonacci 38.2/50/61.8% of the 2-year range. 200-week SMA.
Entry/exit. All support levels below price are clustered (tolerance ≈ 0.6× weekly ATR); clusters where ≥2 independent levels agree become Buy zones A and B. Resistance levels above are clustered into Targets 1 and 2 (measured-move projection if price is at highs). Invalidation = a weekly close below the next structural level under zone B.
Fair value. Equities: justified P/B (ROE − g) ÷ (COE − g) × book value and Gordon dividend discount DPS × (1 + g) ÷ (COE − g), g = ROE × retention (capped 6%), with a Graham-number cross-check. COE defaults: Thai 9.5%; US = 10-year yield + 5% equity risk premium. Indices: consensus EPS × P/E band. ETFs: NAV (trade at NAV) plus yield vs. the 10-year. Gold: positioning band (2-year anchored VWAP ↔ 12-month volume POC), because the real-yield model has broken down since 2022. All inputs are editable.
Macro regime. Growth = SPY above its 200-EMA with positive 6-month momentum. Inflation = 63-day change in the TIP/IEF ratio (breakeven proxy, ≈14 bp per 1%). Real-yield proxy = Δ10Y nominal − Δbreakeven. Each asset class (Equity, High-Yield/Income ETF, Gold/Commodity, EM Index) receives a regime alignment base score, adjusted for rate and real-yield trends.
Volatility channel (chart). 200-EMA ± 1.5× the 14-month ATR on monthly bars — the swing a 6-month+ holder lives through. Used as the fallback zone when no confluence exists and for volatility-parity sizing.
Risk. VaR = 5th percentile of rolling 21-day returns (3Y window). MDD over full history. Sharpe/Sortino annualized vs. the risk-free input.
Sizing. Win probability p is mapped from the composite score (35–72%); payoff b = reward ÷ risk. Kelly f* = p − (1−p)/b, halved. Vol-parity = Budget ÷ monthly ATR%. Final = min(Half-Kelly, Vol-parity, Cap) × signal multiplier (Strong 1.0, Neutral 0.5, Trim 0).
Disclaimer. Educational quantitative model. Not financial advice. Past volatility and drawdowns do not guarantee future outcomes.