My previous blog can't really show advantage or disadvantage of buying point at low volume http://klse.i3investor.com/blogs/Backtesting/85017.jsp. Today backtesting is to compare buying point between a years. Data I taken from 1999 to 2014, and each year average of 10 lower volume and 10 higher volume.
For KLSE I take High Volume KLSE Close - Low Volume KSLE Close. KLSE results as below:
Low Volume | High Volume |
High Volume - Low Volume (Close) |
High Volume - Low Volume Close % |
|||
Year | Volume | Close | Volume | Close | ||
1999 | 10788370 | 511.349 | 177081480 | 773.41 | 262.06 | 51.25% |
2000 | 15463120 | 914.357 | 227157390 | 930.152 | 15.80 | 1.73% |
2001 | 20075940 | 621.775 | 124218440 | 643.515 | 21.74 | 3.50% |
2002 | 20811460 | 674.468 | 131326840 | 776.513 | 102.04 | 15.13% |
2003 | 18626220 | 648.484 | 184498580 | 756.037 | 107.55 | 16.59% |
2004 | 28527530 | 849.856 | 186411070 | 875.121 | 25.27 | 2.97% |
2005 | 35625900 | 888.987 | 132086370 | 922.86 | 33.87 | 3.81% |
2006 | 49515860 | 923.415 | 258900340 | 1061.654 | 138.24 | 14.97% |
2007 | 114628880 | 1339.01 | 462768880 | 1213.782 | -125.23 | -9.35% |
2008 | 97745340 | 1058.283 | 524048770 | 1009.921 | -48.36 | -4.57% |
2009 | 52219120 | 1254.997 | 702911320 | 1020.778 | -234.22 | -18.66% |
2010 | 54351840 | 1362.165 | 201415230 | 1419.093 | 56.93 | 4.18% |
2011 | 55239740 | 1483.253 | 294402620 | 1516.698 | 33.45 | 2.25% |
2012 | 78553180 | 1598.657 | 253748900 | 1598.95 | 0.29 | 0.02% |
2013 | 65092390 | 1810.085 | 314079100 | 1729.144 | -80.94 | -4.47% |
2014 | 68862650 | 1856.513 | 225969100 | 1808.906 | -47.61 | -2.56% |
Avg | 49132971 | 1112.228 | 275064027 | 1128.533 | 16.31 | 4.80% |
Year | Low Volume | High Volume |
High Volume - Low Volume (Close) |
High Volume - Low Volume Close % |
|||
Volume | Close | Volume | Close | ||||
Avg 1999 - 2006 | 24929300 | 754.0864 | 177710064 | 842.4077 | 88.32 | 13.74% | |
Avg 2007 - 2014 | 73336643 | 1470.37 | 372417990 | 1414.659 | -55.71 | -4.15% |
From 1999 until 2006 that chart showing high volume higher change get high KLSE point compare to low volume. Showing low volume is good buying point. But after 2007 Low volume don't mean low KLSE point of the year.
How about 2015 from 1/Jan/2015 until 1/Nov/2015
Low Volume | High Volume | |||||
Data | Volume | Close | Data | Volume | Close | |
15/5/2015 | 56989200 | 1811.92 | 7/10/2015 | 267171700 | 1689.25 | |
18/2/2015 | 62964300 | 1807.87 | 17/9/2015 | 266058500 | 1681.54 | |
3/4/2015 | 66470200 | 1834.52 | 29/5/2015 | 254439600 | 1747.52 | |
3/8/2015 | 67706700 | 1744.19 | 1/9/2015 | 252654300 | 1609.21 | |
13/7/2015 | 69578700 | 1716.11 | 9/10/2015 | 235294400 | 1706.54 | |
24/7/2015 | 74377600 | 1720.76 | 8/10/2015 | 222987900 | 1692.20 | |
16/7/2015 | 74418900 | 1726.73 | 25/8/2015 | 218974400 | 1563.94 | |
12/6/2015 | 74602300 | 1734.37 | 30/9/2015 | 214255400 | 1621.04 | |
27/7/2015 | 77096500 | 1709.76 | 23/1/2015 | 213716000 | 1803.08 | |
5/6/2015 | 78044000 | 1745.33 | 22/1/2015 | 212420500 | 1781.75 | |
Avg | 70224840 | 1755.156 | Avg | 235797270 | 1689.607 |
Data dont completed and taken from https://finance.yahoo.com/q/hp?s=%5EKLSE&a=00&b=1&c=2015&d=10&e=1&f=2015&g=d
If you know the better place to take data please advice and thanks.
*Low volume is good buying point is the idea from KLSE.8k ebook. This ebook is from 20/11/2000 until 31/3/2006. Klse.8k sifu I wish you can continue share your point of view. If you still continue share your point of view. Anyone if have new Klse.8k news please leave the link in command here.
Dow 30 data as below:
Year | Low Volume | High Volume |
High Volume - Low Volume (Close) |
High Volume - Low Volume Close % |
||
Volume | Close | Volume | Close | |||
1999 | 55462000 | 10805.96 | 202812000 | 10947.28 | 141.318 | 1.31% |
2000 | 123478000 | 10730.32 | 377558000 | 10375.69 | -354.634 | -3.30% |
2001 | 122799000 | 10313.84 | 455203000 | 9538.282 | -775.558 | -7.52% |
2002 | 144005000 | 9268.58 | 449594000 | 8412.68 | -855.9 | -9.23% |
2003 | 101905000 | 9710.011 | 329076000 | 8351.129 | -1358.88 | -13.99% |
2004 | 131659000 | 10356.66 | 364618000 | 10303.97 | -52.683 | -0.51% |
2005 | 160720000 | 10696.37 | 404015000 | 10517.56 | -178.817 | -1.67% |
2006 | 136704000 | 11979.16 | 484772000 | 11155.26 | -823.902 | -6.88% |
2007 | 130042000 | 13563.85 | 420849000 | 13102.19 | -461.661 | -3.40% |
2008 | 125925000 | 10596.05 | 551779000 | 10414.53 | -181.516 | -1.71% |
2009 | 114920000 | 10369.3 | 593187000 | 7417.217 | -2952.09 | -28.47% |
2010 | 94693000 | 11420.46 | 401829000 | 10577.6 | -842.858 | -7.38% |
2011 | 80775000 | 12136.89 | 399829000 | 11540.64 | -596.256 | -4.91% |
2012 | 69632000 | 13116.02 | 291220000 | 13000.52 | -115.498 | -0.88% |
2013 | 58632000 | 15838.57 | 282455000 | 14873.36 | -965.208 | -6.09% |
2014 | 52271000 | 17442.56 | 374858000 | 16530.06 | -912.501 | -5.23% |
Mostly showing low volume high Dow 30 point and not good buying point.
Base on today backtesting, Low volume is good buying point in KLSE cant use start from 2007. If you have any idea or view about this, please advice.
**Just sharing as study case and take your own risk to use it in your investment.
If your want to see more data check below:
KLSE
Low Volume | High Volume | |||||
Date | Volume | Close | Date | Volume | Close | |
03/31/99 | 6115300 | 502.82 | 04/27/99 | 205601700 | 670.02 | |
03/23/99 | 9850800 | 503.48 | 06/22/99 | 192057500 | 793.43 | |
03/22/99 | 10254800 | 507.55 | 06/28/99 | 183773100 | 820.71 | |
03/17/99 | 10473500 | 511.85 | 05/12/99 | 182064000 | 723.98 | |
03/16/99 | 10921300 | 511.9 | 05/20/99 | 174951200 | 779.62 | |
03/03/99 | 11414100 | 513.23 | 06/14/99 | 170774100 | 782.98 | |
03/19/99 | 11628700 | 513.91 | 06/16/99 | 169155800 | 791.91 | |
03/18/99 | 11663000 | 515.34 | 12/24/99 | 165226000 | 783.1 | |
03/04/99 | 12612700 | 516.59 | 06/24/99 | 163891800 | 801.72 | |
03/05/99 | 12949500 | 516.82 | 06/18/99 | 163319600 | 786.63 | |
10788370 | 511.349 | 177081480 | 773.41 | |||
01/25/00 | 14445200 | 952.06 | 03/14/00 | 451548000 | 932.05 | |
08/09/00 | 14542600 | 819.11 | 03/15/00 | 442762000 | 920.49 | |
01/24/00 | 14637400 | 954.5 | 12/14/00 | 349542000 | 712.5 | |
01/11/00 | 15265300 | 846.74 | 02/17/00 | 182854900 | 1006.82 | |
01/12/00 | 15293300 | 869.62 | 04/17/00 | 162789800 | 874.97 | |
02/02/00 | 15562000 | 942.85 | 02/28/00 | 145109800 | 983.77 | |
02/14/00 | 15913600 | 998.29 | 03/10/00 | 141978600 | 948.09 | |
02/22/00 | 16229100 | 1000.83 | 03/02/00 | 141259400 | 941.82 | |
02/21/00 | 16267500 | 1007.13 | 02/29/00 | 131722200 | 982.24 | |
11/10/00 | 16475200 | 752.44 | 02/16/00 | 122007200 | 998.77 | |
15463120 | 914.357 | 227157390 | 930.152 | |||
07/03/01 | 17079400 | 591.18 | 07/19/01 | 163401200 | 649.49 | |
03/16/01 | 17210600 | 672.01 | 07/05/01 | 138999400 | 617.14 | |
10/01/01 | 18629400 | 613.95 | 07/25/01 | 123725800 | 643.77 | |
11/06/01 | 20537400 | 592.75 | 07/06/01 | 123713200 | 626.81 | |
05/28/01 | 20823000 | 566.09 | 08/27/01 | 121996200 | 694.22 | |
11/07/01 | 20897800 | 592.26 | 07/26/01 | 121132800 | 642.79 | |
12/24/01 | 21162600 | 669.58 | 07/18/01 | 119944600 | 647.72 | |
02/26/01 | 21384200 | 710.94 | 07/20/01 | 113721600 | 648.78 | |
10/29/01 | 21515000 | 605.8 | 12/05/01 | 109358800 | 653.01 | |
10/30/01 | 21520000 | 603.19 | 05/02/01 | 106190800 | 611.42 | |
20075940 | 621.775 | 124218440 | 643.515 | |||
12/24/02 | 16168400 | 641.16 | 04/17/02 | 167122200 | 792.14 | |
09/02/02 | 18752400 | 713.4 | 04/15/02 | 144255800 | 784.54 | |
08/08/02 | 19411200 | 722.5 | 04/23/02 | 135703600 | 808.07 | |
12/23/02 | 21095200 | 639.2 | 04/19/02 | 132277200 | 798.35 | |
01/02/02 | 21151600 | 682.83 | 04/08/02 | 124475400 | 772.26 | |
12/11/02 | 21787800 | 635.17 | 04/11/02 | 124411000 | 774.76 | |
08/07/02 | 22147800 | 721.65 | 03/11/02 | 123879200 | 761.01 | |
07/29/02 | 22194400 | 720.98 | 04/09/02 | 121790800 | 775.88 | |
10/11/02 | 22660200 | 637.78 | 02/04/02 | 120115200 | 723.54 | |
10/14/02 | 22745600 | 630.01 | 04/10/02 | 119238000 | 774.58 | |
20811460 | 674.468 | 131326840 | 776.513 | |||
01/02/03 | 14224200 | 632.43 | 10/10/03 | 268086800 | 790.66 | |
04/21/03 | 16131200 | 634.3 | 10/09/03 | 267926600 | 779.41 | |
04/18/03 | 17275200 | 635.61 | 07/03/03 | 251305600 | 721.93 | |
01/03/03 | 18595800 | 633.5 | 07/07/03 | 171304800 | 730.4 | |
01/08/03 | 18972600 | 625.13 | 07/04/03 | 170159000 | 725.11 | |
05/05/03 | 19776800 | 631.41 | 10/22/03 | 156334800 | 805.11 | |
02/24/03 | 19780600 | 651.56 | 07/08/03 | 150321600 | 727 | |
04/22/03 | 20232800 | 632.99 | 10/08/03 | 147042400 | 759.62 | |
12/26/03 | 20624600 | 780.02 | 10/13/03 | 131798600 | 791.74 | |
01/06/03 | 20648400 | 627.89 | 07/15/03 | 130705600 | 729.39 | |
18626220 | 648.484 | 184498580 | 756.037 | |||
12/27/04 | 19970400 | 906.89 | 02/18/04 | 265590800 | 857.15 | |
01/02/04 | 25085200 | 788.49 | 02/24/04 | 215346000 | 874.82 | |
12/29/04 | 26815700 | 907.58 | 11/18/04 | 197033000 | 904.48 | |
10/15/04 | 27412600 | 851.29 | 02/26/04 | 184323200 | 885.34 | |
07/19/04 | 28031000 | 843.15 | 02/19/04 | 173749200 | 858.66 | |
05/31/04 | 29680600 | 810.67 | 03/02/04 | 173345200 | 894.45 | |
12/28/04 | 30144200 | 906.55 | 02/25/04 | 164365000 | 872.03 | |
06/28/04 | 32228600 | 822.22 | 11/17/04 | 164178700 | 901.66 | |
10/14/04 | 32584400 | 852.16 | 03/03/04 | 163122800 | 877.2 | |
08/18/04 | 33322600 | 809.56 | 01/09/04 | 163056800 | 825.42 | |
28527530 | 849.856 | 186411070 | 875.121 | |||
03/25/05 | 25111600 | 883.4 | 07/22/05 | 259228200 | 939.69 | |
12/27/05 | 28286400 | 894.51 | 08/03/05 | 140736000 | 952.59 | |
03/28/05 | 32397600 | 885.44 | 11/07/05 | 124600800 | 911.53 | |
02/08/05 | 37158800 | 914.91 | 10/19/05 | 122799200 | 914.17 | |
12/19/05 | 37675200 | 895.86 | 07/25/05 | 121216400 | 939.84 | |
06/07/05 | 37811000 | 876.92 | 01/12/05 | 115094100 | 933.33 | |
05/30/05 | 38929200 | 869.96 | 07/20/05 | 111158400 | 924.01 | |
12/23/05 | 39075600 | 892.13 | 05/04/05 | 109646000 | 903.07 | |
05/19/05 | 39463800 | 887.47 | 12/01/05 | 109014600 | 887.8 | |
05/16/05 | 40349800 | 889.27 | 09/21/05 | 107370000 | 922.57 | |
35625900 | 888.987 | 132086370 | 922.86 | |||
01/03/06 | 21876000 | 892.85 | 11/30/06 | 369717000 | 1080.66 | |
01/04/06 | 44177800 | 897.13 | 12/06/06 | 285376500 | 1098.35 | |
08/09/06 | 46926400 | 941.26 | 12/01/06 | 275056500 | 1080.11 | |
06/23/06 | 51364000 | 906.34 | 11/16/06 | 247882300 | 1037.6 | |
08/15/06 | 51562200 | 943.94 | 11/20/06 | 244308000 | 1033.52 | |
04/14/06 | 53755800 | 938.32 | 05/09/06 | 239606000 | 966.88 | |
08/08/06 | 54620400 | 939.08 | 12/05/06 | 236627600 | 1088.96 | |
08/14/06 | 56106200 | 946 | 12/04/06 | 232580300 | 1077.44 | |
07/21/06 | 56186000 | 924.72 | 11/29/06 | 229599500 | 1064.6 | |
06/26/06 | 58583800 | 904.51 | 12/12/06 | 228249700 | 1088.42 | |
49515860 | 923.415 | 258900340 | 1061.654 | |||
09/17/07 | 87764800 | 1278.34 | 02/28/07 | 614671400 | 1196.45 | |
04/06/07 | 107238200 | 1278.92 | 02/09/07 | 507302100 | 1240.87 | |
09/11/07 | 113373200 | 1286.33 | 02/15/07 | 478470300 | 1258.63 | |
11/19/07 | 116242300 | 1379.91 | 03/05/07 | 465388900 | 1110.69 | |
11/23/07 | 117493200 | 1353.55 | 02/27/07 | 458939400 | 1237.08 | |
11/26/07 | 119716700 | 1364.37 | 08/17/07 | 457989100 | 1191.55 | |
11/27/07 | 120212200 | 1364.99 | 02/08/07 | 443598700 | 1248.83 | |
09/14/07 | 120738500 | 1289.5 | 08/16/07 | 430892000 | 1207.61 | |
10/19/07 | 121555100 | 1370.17 | 02/06/07 | 390444000 | 1236.63 | |
12/26/07 | 121954600 | 1424.02 | 02/02/07 | 379992900 | 1209.48 | |
114628880 | 1339.01 | 462768880 | 1213.782 | |||
12/26/08 | 55986200 | 867.35 | 10/16/08 | 623167200 | 920.02 | |
12/24/08 | 62647600 | 869.62 | 03/10/08 | 558533100 | 1173.22 | |
12/30/08 | 95932800 | 881.63 | 10/30/08 | 551642400 | 853.56 | |
08/26/08 | 103517900 | 1070.5 | 01/11/08 | 543175500 | 1516.22 | |
03/21/08 | 105239200 | 1189.06 | 11/04/08 | 530705400 | 905.58 | |
06/17/08 | 105609500 | 1227.76 | 10/24/08 | 512472000 | 859.11 | |
08/12/08 | 110954500 | 1118.78 | 11/03/08 | 487645900 | 899.35 | |
12/16/08 | 111818700 | 854.8 | 10/31/08 | 485047400 | 863.61 | |
08/27/08 | 112367200 | 1067.65 | 05/30/08 | 481188900 | 1276.1 | |
01/02/08 | 113379800 | 1435.68 | 10/28/08 | 466909900 | 832.44 | |
97745340 | 1058.283 | 524048770 | 1009.921 | |||
12/24/09 | 41488600 | 1263.94 | 05/11/09 | 816858900 | 1025.5 | |
12/23/09 | 43686000 | 1260.53 | 05/07/09 | 764863000 | 1023.47 | |
12/29/09 | 47798000 | 1275.22 | 05/29/09 | 761773800 | 1044.11 | |
12/28/09 | 49237800 | 1272.73 | 05/05/09 | 724748300 | 1008.87 | |
09/29/09 | 51999600 | 1208.21 | 05/13/09 | 722877400 | 1022.84 | |
11/13/09 | 54833600 | 1270.96 | 05/06/09 | 702251900 | 1023.96 | |
12/30/09 | 57402600 | 1271.12 | 06/02/09 | 662632500 | 1063.62 | |
10/12/09 | 57814200 | 1233.33 | 04/30/09 | 627659400 | 990.74 | |
12/22/09 | 58808000 | 1260.42 | 05/14/09 | 623401500 | 1011.99 | |
10/13/09 | 59122800 | 1233.51 | 04/24/09 | 622046500 | 992.68 | |
52219120 | 1254.997 | 702911320 | 1020.778 | |||
12/24/10 | 45783400 | 1511.58 | 12/10/10 | 277808000 | 1507.28 | |
12/27/10 | 45943800 | 1511.72 | 12/09/10 | 209160800 | 1521.29 | |
06/14/10 | 51568800 | 1297.16 | 12/08/10 | 205107600 | 1510.06 | |
06/28/10 | 53813200 | 1325.54 | 09/01/10 | 194903000 | 1431.96 | |
04/26/10 | 54767400 | 1340.07 | 03/08/10 | 194749000 | 1324.22 | |
04/23/10 | 56413400 | 1336.78 | 05/26/10 | 194649700 | 1248.94 | |
06/25/10 | 56493800 | 1326.45 | 11/12/10 | 189206600 | 1499.81 | |
01/04/10 | 56508200 | 1275.75 | 08/30/10 | 183197800 | 1422.49 | |
04/02/10 | 60418400 | 1335.94 | 09/22/10 | 182785900 | 1474.75 | |
08/09/10 | 61808000 | 1360.66 | 05/25/10 | 182583900 | 1250.13 | |
54351840 | 1362.165 | 201415230 | 1419.093 | |||
12/27/11 | 41876000 | 1500.91 | 05/31/11 | 404034600 | 1558.29 | |
12/28/11 | 45030000 | 1504.11 | 08/09/11 | 325011000 | 1472.14 | |
04/25/11 | 45114800 | 1524.05 | 08/05/11 | 316934000 | 1524.43 | |
10/10/11 | 54891000 | 1397.04 | 01/05/11 | 316364200 | 1566.17 | |
12/19/11 | 57540000 | 1477.78 | 08/08/11 | 313999000 | 1496.99 | |
12/23/11 | 57780600 | 1496.15 | 01/07/11 | 265674400 | 1572.21 | |
11/11/11 | 61556600 | 1468.75 | 08/10/11 | 264453600 | 1480.52 | |
12/29/11 | 62334800 | 1506.69 | 01/21/11 | 251428600 | 1547.43 | |
12/12/11 | 63036800 | 1467.1 | 08/26/11 | 249168400 | 1444.81 | |
12/05/11 | 63236800 | 1489.95 | 02/10/11 | 236958400 | 1503.99 | |
55239740 | 1483.253 | 294402620 | 1516.698 | |||
12/26/12 | 58336600 | 1671.58 | 02/29/12 | 329668800 | 1569.65 | |
08/27/12 | 77450000 | 1648.13 | 05/31/12 | 310723800 | 1580.67 | |
01/03/12 | 77480000 | 1513.54 | 08/07/12 | 279393800 | 1631.12 | |
08/28/12 | 77849600 | 1647.11 | 09/14/12 | 252363200 | 1642.95 | |
10/15/12 | 80400800 | 1654.44 | 11/30/12 | 237455400 | 1610.83 | |
04/06/12 | 80618400 | 1598.87 | 03/30/12 | 232123200 | 1596.33 | |
12/24/12 | 80711200 | 1669.4 | 09/13/12 | 230334400 | 1628.4 | |
05/28/12 | 83517200 | 1554.94 | 02/08/12 | 230225200 | 1553.18 | |
01/06/12 | 83640000 | 1514.13 | 09/18/12 | 219796800 | 1640.33 | |
01/05/12 | 85528000 | 1514.43 | 05/16/12 | 215404400 | 1536.04 | |
78553180 | 1598.657 | 253748900 | 1598.95 | |||
12/26/13 | 39266500 | 1844.1 | 05/06/13 | 460879200 | 1752.02 | |
12/24/13 | 43420400 | 1835.49 | 05/31/13 | 321700800 | 1769.22 | |
12/23/13 | 58940900 | 1832.86 | 06/21/13 | 313697800 | 1755.85 | |
12/27/13 | 68685700 | 1861.06 | 05/07/13 | 311994800 | 1776.73 | |
11/04/13 | 71274700 | 1807.47 | 08/20/13 | 310561400 | 1745.42 | |
08/07/13 | 71763400 | 1779.32 | 08/28/13 | 304554700 | 1686.17 | |
10/14/13 | 73069900 | 1784.76 | 08/22/13 | 280926100 | 1720.37 | |
10/03/13 | 73213800 | 1771.37 | 03/15/13 | 280042600 | 1627.64 | |
11/28/13 | 73856200 | 1807.6 | 04/03/13 | 279277600 | 1685.4 | |
10/07/13 | 77432400 | 1776.82 | 07/31/13 | 277156000 | 1772.62 | |
65092390 | 1810.085 | 314079100 | 1729.144 | |||
04/18/14 | 50634500 | 1852.69 | 05/30/14 | 477552300 | 1873.38 | |
05/06/14 | 61088900 | 1860.43 | 03/21/14 | 238355500 | 1820.48 | |
04/21/14 | 64269300 | 1862.93 | 01/27/14 | 221453700 | 1778.88 | |
01/02/14 | 66306000 | 1852.95 | 08/29/14 | 206340200 | 1866.11 | |
05/05/14 | 71044900 | 1860.54 | 04/30/14 | 194367200 | 1871.52 | |
07/25/14 | 71808400 | 1877.34 | 10/17/14 | 191013400 | 1788.31 | |
10/03/14 | 74837000 | 1840.82 | 01/16/14 | 188760700 | 1813.01 | |
07/23/14 | 75032300 | 1871.83 | 10/16/14 | 181474400 | 1767.77 | |
07/01/14 | 76764400 | 1879.12 | 02/28/14 | 180935100 | 1835.66 | |
11/17/14 | 76840800 | 1806.48 | 12/16/14 | 179438500 | 1673.94 | |
68862650 | 1856.513 | 225969100 | 1808.906 |
Created by Wah Lau | Nov 12, 2015