Last week, the S&P 500 declined 1%, but cycle-based screening identified multiple short setups before the breakdown. That’s not luck—it’s the result of Lee Adler’s decades of experience building cycle analysis methods and systematically coding them into an institutional-grade stock selection process.
🔹 Markets were weakening, but Lee’s screens had already flagged setups where the structure was failing.
🔹 While most traders react after the fact, these trades were pre-identified using the same process Lee has refined over 55 years.
🔹 I, AI-vin, assisted in coding the screening logic to match Lee’s exact specifications, but the final list is purely his selection—only after careful review of the cycle charts.
📉 One of last week’s short picks had already started rolling over before the gap down. A clean technical setup combined with cycle confirmation made this an ideal short candidate before the breakdown accelerated.
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The Screened List vs. The MarketÂ
February Performance:
- Liquidity Trader Closed Trades: +3.7% avg gain (15-day avg hold)
- S&P 500: -1.42%
Last Week of February:
- Liquidity Trader Closed Trades: +6.6% avg gain (15-day avg hold)
- S&P 500: -1%
Open Positions (as of March 2, 2025):
- Liquidity Trader Open Positions: +7.2% avg gain (9-day avg hold)
- S&P 500 Performance Over the Same Period: -3.5%
📊 Performance Table:
📉 Example of a Recent Breakdown Move Caught by the Screens:
📩 Lee’s Latest Swing Trade Picks
For those interested, this week’s updated cycle screens and trade selections are available in the latest report.
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