Research method
Negative Volume Index
Negative Volume Index is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- OHLC price structure and chart scale
- Horizon
- From intraday to several weeks
- Best use
- Turn a repeatable chart condition into a falsifiable trade hypothesis.
- Input: OHLC price structure and chart scale.
- Output: signal.
- Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
On-balance volume5 readings
Read in the archive10 readings
1986Volume confirmation, the negative volume index, and divergence1990Constructing a signed-range negative volume line1990When quiet-day breadth fails a horizon test1994Stacking scored filters into a hierarchical stock outlook system1996Constructing volume-split and advance-decline breadth signals1996Constructing on-balance volume, volume-price analysis, and the negative volume index1996Constructing a price-volume percent-B disparity1996Constructing volume disparity from percent-b2001Constructing volume breadth with a negative volume index and up/down ratios2003Constructing a negative volume index as a moving-average regime test
This registry entry describes a research method. It is not investment advice and does not make a performance claim.