THE LIVE TRADING STARTS IN
Trade With Me Live For Three Straight Days As I Execute Scientifically Tested Trading Strategies In Front Of Your Eyes
Register Here
The 3 Day Event Starts 10th September - 12th September 2022 - 4.30 pm EST
A little while ago the following three data scientists tested two chart patterns.
Geoffrey C. Friesen
University of Nebraska-Lincoln
University of Nebraska-Lincoln
Paul Weller
University of Iowa
University of Iowa
Lee Dunham
Creighton University
Creighton University
They found that, on average when these two chart patterns form, price continues moving in that direction for 100 days.
However, even more remarkable is the discovery made by two data scientists from the University of Pittsburgh.
Dr. G. Caginalp and Dr. H. Laurent found that there are six entry methods that generate a return of “202% to 259% of the initial investment”.
By registering for this free live 3-day event, you’ll get access to all the scientific studies, the full strategy, and you get to watch as I execute them in front of your eyes.
However, even more remarkable is the discovery made by two data scientists from the University of Pittsburgh.
Dr. G. Caginalp and Dr. H. Laurent found that there are six entry methods that generate a return of “202% to 259% of the initial investment”.
By registering for this free live 3-day event, you’ll get access to all the scientific studies, the full strategy, and you get to watch as I execute them in front of your eyes.
From Monday-Wednesday (4.30 pm EST) I will go into the live markets and execute trades that you can copy
(fully interactive – ask me anything)
Here are your simple instructions:
- Register for free on this page – you’ll automatically be added to both live trading events.
- Turn up at 4.30 pm from Tuesday to Thursday.
- That’s it.
Why 4.30 pm EST?
The timeframes, the holding times, when to enter, when to exit, and everything else is based on the scientific evidence. According to researchers Gutierrez & Kelley (2008), and Friesen et al. (2009), the end of the day (New York) yields to biggest results over the long run.
To this day, in 2022, all the big mutual funds, hedge funds, and pension funds execute their trades around this time.
THE LIVE TRADING STARTS IN
Trade With Me Live For Three Straight Days As I Execute Scientifically Tested Trading Strategies In Front Of Your Eyes
Mark Shawzin
The Pattern Trader
Comments from the last 3-day live trading series
FAQ
#1. Who are you?
Hi, my name is Mark Shawzin and I’ve been trading for about 40 years. I started my career at Merrill Lynch in 1980. I have worked for about eight Wall Street firms over 23 years.
My history is full of ups and downs. When you register for this three-day event you’ll get a video that’ll explain my entire past. It is part of the free video training you get once you register.
#2. Why are you doing this?
That’s a very fair question. If I’m such a hotshot trader, why would I be teaching people, and selling services?
There is a very long answer to this, but the truth boils down to two things:
One – Trading is so second nature to me that it takes less than 10 minutes per day. This business gives me a challenge. Teaching people and passing on my knowledge fulfils me way more than trading does.
Two – Even though I practically give away more free stuff than anyone else on the internet, this business makes money and I like money. Running a successful business is fun, challenging, and rewarding.
It is probably the same reason why Jeff Bezos and Elon Musk still run companies. And those guys have a lot more money and success than I do.
#3. Why should I trust you?
You shouldn’t. I don’t want you to trust me until you’ve seen me in action and sat down with me live for three days.
Sure, I’ve got over 400 reviews on my website, thousands of positive emails and comments, but they aren’t nearly as valuable as seeing what I can do for free.
You can ask me any and all the questions you like. You’ll also hear from hundreds of other traders on the live sessions. Only then should you decide whether you want to trust me or not.
Hi, my name is Mark Shawzin and I’ve been trading for about 40 years. I started my career at Merrill Lynch in 1980. I have worked for about eight Wall Street firms over 23 years.
My history is full of ups and downs. When you register for this three-day event you’ll get a video that’ll explain my entire past. It is part of the free video training you get once you register.
#2. Why are you doing this?
That’s a very fair question. If I’m such a hotshot trader, why would I be teaching people, and selling services?
There is a very long answer to this, but the truth boils down to two things:
One – Trading is so second nature to me that it takes less than 10 minutes per day. This business gives me a challenge. Teaching people and passing on my knowledge fulfils me way more than trading does.
Two – Even though I practically give away more free stuff than anyone else on the internet, this business makes money and I like money. Running a successful business is fun, challenging, and rewarding.
It is probably the same reason why Jeff Bezos and Elon Musk still run companies. And those guys have a lot more money and success than I do.
#3. Why should I trust you?
You shouldn’t. I don’t want you to trust me until you’ve seen me in action and sat down with me live for three days.
Sure, I’ve got over 400 reviews on my website, thousands of positive emails and comments, but they aren’t nearly as valuable as seeing what I can do for free.
You can ask me any and all the questions you like. You’ll also hear from hundreds of other traders on the live sessions. Only then should you decide whether you want to trust me or not.
Trade With Me Live For Three Days As I Execute Scientifically Tested Trading Strategies In Front Of Your Eyes
References
ALTI, AYDOĞAN & TITMAN, SHERIDAN. (2019). A Dynamic Model of Characteristic‐Based Return Predictability. The Journal of Finance. 10.1111/jofi.12839.
Barber, B. M., Lee, Y., Liu, Y., & Odean, T. (2009). Just how much do individual investors lose by trading?
Billingsley, R.S. and Chance, D.M. (1996) Benefits and limitations of diversification among commodity trading advisors. Journal of Portfolio Management 23: 65–80.
Brasiano, Redik & Hanafi, Mamduh. (2017). Does Momentum a Domestic Phenomenon? A Case from Indonesian Capital Market.
Caginalp, G. and Laurent, H. (1998) The predictive power of price patterns. Applied Mathematical Finance 5: 181–
205. Vol. 5.1998, 3/4, p. 181-205. 1998
Chague, Fernando and De-Losso, Rodrigo and Giovannetti, Bruno, Day Trading for a Living? (November 21, 2019). Available at SSRN: https://ssrn.com/abstract=3423101
Cheung, Y.W. and Chinn, M.D. (2001) Currency traders and exchange rate dynamics: a survey of the US market. Journal of International Money and Finance 20: 439–471.
Cornell, W.B. and Dietrich, J.K. (1978) The efficiency of the market for foreign exchange under floating exchange rates. Review of Economics and Statistics 60: 111–120.
Dooley, M.P. and Shafer, J.R. (1983) Analysis of short-run exchange rate behavior: March 1973 to November 1981. In D. Bigman and T. Taya (eds) Exchange Rate and Trade Instability: Causes, Consequences, and Remedies (pp. 43–69). Cambridge, MA: Ballinger.
Fama, E.F. (1970) Efficient capital markets: a review of theory and empirical work. Journal of Finance 25: 383–417.
Fama, E.F. and Blume, M.E. (1966) Filter rules and stock market trading. Journal of Business 39: 226–241.
Federico Garzarelli, Matthieu Cristelli, Gabriele Pompa, Andrea Zaccaria & Luciano Pietronero, 2014, Memory effects in stock price dynamics: evidences of technical trading, Journal of Scientific Reports volume 4, Article number: 4487 (2014)
Foltice, B. & Langer, T. (2015) Profitable momentum trading strategies for individual investors. Financial Markets and Portfolio Management, 29(2), 85-113.
Friesen, Geoffrey C.; Weller, Paul; and Dunham, Lee, "Price Trends and Patterns in Technical Analysis: A
Theoretical and Empirical Examination" (2009). Finance Department Faculty Publications. 11
Gehrig, T. and Menkhoff, L. (2003) Technical analysis in foreign exchange – the workhorse gains further ground. Discussion paper, University of Hannover.
Grundy Bruce D. (2001) Understanding the nature and risks and the sources of rewards to momentum investing. Review of Financial Studies 14(1):29-78 · March 2001.
Gutierrez and Kelley, 2008 — R. Gutierrez Jr. and E. Kelley, The long-lasting momentum in weekly returns, Journal of Finance 63 (2008)
Hirshleifer, David & Daniel, Kent & Subrahmanyam, Avanidhar. (1998). Investor Psychology and Security Market Under- and Over-Reactions. Journal of Finance. 53. 1839-1885. 10.1111/0022-1082.00077.
Irwin, S.H. and Uhrig, J.W. (1984) Do technical analysts have holes in their shoes? Review of Research in Futures Markets 3: 264–277.
Irwin, S.H. and Uhrig, J.W. (1984) Do technical analysts have holes in their shoes? Review of Research in Futures Markets 3: 264–277.
Irwin, Scott & Park, Cheol-Ho. (2007). What do we know about profitability of technical analysis. Journal of Economic Surveys. 21. 786-826. 10.1111/j.1467-6419.2007.00519.x.
Jensen, M.C. and Benington, G.A. (1970) Random walks and technical theories: some additional evidence. Journal of Finance 25: 469–482.
Leuthold, R.M. (1972) Random walk and price trends: the live cattle futures market. Journal of Finance 27: 879 889.
Leuthold, R.M. (1972) Random walk and price trends: the live cattle futures market. Journal of Finance 27: 879–889.
Lo, Andrew W., Harry Mamaysky and Jiang Wang. "Foundations Of Technical Analysis: Computational Algorithms, Statistical Inference, And Empirical Implementation," Journal of Finance, 2000, v55(4,Aug), 1705-1765
Menkhoff, L. (1997) Examining the use of technical currency analysis. International Journal of Finance and Economics 2: 307–318.
Oberlechner, Thomas & Nimgade, Ashok. (2005). Work Stress and Performance Among Financial Traders. Stress and Health. 21. 285 - 293. 10.1002/smi.1063.
Park, C.-H. & Irwin, S. H. What Do We Know About the Profitability of Technical Analysis? J. Econ. Surv. 21, 786–826 (2007)
Shantha & Ram, Vedantam. (2019). Influence of news on rational decision making by financial market investors. Investment Management and Financial Innovations. 16. 142-156. 10.21511/imfi.16(3).2019.14.
Shiu, Y. and Lu, T., 2011. Pinpoint and synergistic trading strategies of candlesticks. International Journal of Economics and Finance, 3(1), pp.234-244.
Smidt, S. (1965a) A test of serial independence of price changes in soybean futures. Food Research Institute Studies 5: 117–136.
Stevenson, R.A. and Bear, R.M. (1970) Commodity futures: trends or random walks? Journal of Finance 25: 65 81.
Sweeny, R.J. (1986) Beating the foreign exchange market. Journal of Finance 41: 163–182.
Taylor, S.J. (1986) Modelling Financial Time Series. Chichester: Wiley.
Van Horne, J.C. and Parker, G.G.C. (1967) The random-walk theory: an empirical test. Financial Analysts Journal 23: 87–92.
Van Horne, J.C. and Parker, G.G.C. (1968) Technical trading rules: a comment. Financial Analysts Journal 24: 128–132.
Barber, B. M., Lee, Y., Liu, Y., & Odean, T. (2009). Just how much do individual investors lose by trading?
Billingsley, R.S. and Chance, D.M. (1996) Benefits and limitations of diversification among commodity trading advisors. Journal of Portfolio Management 23: 65–80.
Brasiano, Redik & Hanafi, Mamduh. (2017). Does Momentum a Domestic Phenomenon? A Case from Indonesian Capital Market.
Caginalp, G. and Laurent, H. (1998) The predictive power of price patterns. Applied Mathematical Finance 5: 181–
205. Vol. 5.1998, 3/4, p. 181-205. 1998
Chague, Fernando and De-Losso, Rodrigo and Giovannetti, Bruno, Day Trading for a Living? (November 21, 2019). Available at SSRN: https://ssrn.com/abstract=3423101
Cheung, Y.W. and Chinn, M.D. (2001) Currency traders and exchange rate dynamics: a survey of the US market. Journal of International Money and Finance 20: 439–471.
Cornell, W.B. and Dietrich, J.K. (1978) The efficiency of the market for foreign exchange under floating exchange rates. Review of Economics and Statistics 60: 111–120.
Dooley, M.P. and Shafer, J.R. (1983) Analysis of short-run exchange rate behavior: March 1973 to November 1981. In D. Bigman and T. Taya (eds) Exchange Rate and Trade Instability: Causes, Consequences, and Remedies (pp. 43–69). Cambridge, MA: Ballinger.
Fama, E.F. (1970) Efficient capital markets: a review of theory and empirical work. Journal of Finance 25: 383–417.
Fama, E.F. and Blume, M.E. (1966) Filter rules and stock market trading. Journal of Business 39: 226–241.
Federico Garzarelli, Matthieu Cristelli, Gabriele Pompa, Andrea Zaccaria & Luciano Pietronero, 2014, Memory effects in stock price dynamics: evidences of technical trading, Journal of Scientific Reports volume 4, Article number: 4487 (2014)
Foltice, B. & Langer, T. (2015) Profitable momentum trading strategies for individual investors. Financial Markets and Portfolio Management, 29(2), 85-113.
Friesen, Geoffrey C.; Weller, Paul; and Dunham, Lee, "Price Trends and Patterns in Technical Analysis: A
Theoretical and Empirical Examination" (2009). Finance Department Faculty Publications. 11
Gehrig, T. and Menkhoff, L. (2003) Technical analysis in foreign exchange – the workhorse gains further ground. Discussion paper, University of Hannover.
Grundy Bruce D. (2001) Understanding the nature and risks and the sources of rewards to momentum investing. Review of Financial Studies 14(1):29-78 · March 2001.
Gutierrez and Kelley, 2008 — R. Gutierrez Jr. and E. Kelley, The long-lasting momentum in weekly returns, Journal of Finance 63 (2008)
Hirshleifer, David & Daniel, Kent & Subrahmanyam, Avanidhar. (1998). Investor Psychology and Security Market Under- and Over-Reactions. Journal of Finance. 53. 1839-1885. 10.1111/0022-1082.00077.
Irwin, S.H. and Uhrig, J.W. (1984) Do technical analysts have holes in their shoes? Review of Research in Futures Markets 3: 264–277.
Irwin, S.H. and Uhrig, J.W. (1984) Do technical analysts have holes in their shoes? Review of Research in Futures Markets 3: 264–277.
Irwin, Scott & Park, Cheol-Ho. (2007). What do we know about profitability of technical analysis. Journal of Economic Surveys. 21. 786-826. 10.1111/j.1467-6419.2007.00519.x.
Jensen, M.C. and Benington, G.A. (1970) Random walks and technical theories: some additional evidence. Journal of Finance 25: 469–482.
Leuthold, R.M. (1972) Random walk and price trends: the live cattle futures market. Journal of Finance 27: 879 889.
Leuthold, R.M. (1972) Random walk and price trends: the live cattle futures market. Journal of Finance 27: 879–889.
Lo, Andrew W., Harry Mamaysky and Jiang Wang. "Foundations Of Technical Analysis: Computational Algorithms, Statistical Inference, And Empirical Implementation," Journal of Finance, 2000, v55(4,Aug), 1705-1765
Menkhoff, L. (1997) Examining the use of technical currency analysis. International Journal of Finance and Economics 2: 307–318.
Oberlechner, Thomas & Nimgade, Ashok. (2005). Work Stress and Performance Among Financial Traders. Stress and Health. 21. 285 - 293. 10.1002/smi.1063.
Park, C.-H. & Irwin, S. H. What Do We Know About the Profitability of Technical Analysis? J. Econ. Surv. 21, 786–826 (2007)
Shantha & Ram, Vedantam. (2019). Influence of news on rational decision making by financial market investors. Investment Management and Financial Innovations. 16. 142-156. 10.21511/imfi.16(3).2019.14.
Shiu, Y. and Lu, T., 2011. Pinpoint and synergistic trading strategies of candlesticks. International Journal of Economics and Finance, 3(1), pp.234-244.
Smidt, S. (1965a) A test of serial independence of price changes in soybean futures. Food Research Institute Studies 5: 117–136.
Stevenson, R.A. and Bear, R.M. (1970) Commodity futures: trends or random walks? Journal of Finance 25: 65 81.
Sweeny, R.J. (1986) Beating the foreign exchange market. Journal of Finance 41: 163–182.
Taylor, S.J. (1986) Modelling Financial Time Series. Chichester: Wiley.
Van Horne, J.C. and Parker, G.G.C. (1967) The random-walk theory: an empirical test. Financial Analysts Journal 23: 87–92.
Van Horne, J.C. and Parker, G.G.C. (1968) Technical trading rules: a comment. Financial Analysts Journal 24: 128–132.
