High Volume Vs Low Volume (KLSE and Dow 30 / DJI)

Wah Lau

Publish date: Sun, 01 Nov 2015, 09:12 PM

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	High Volume - Low Volume (Close)	High Volume - Low 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 %
Year	Volume	Close	Volume	Close	High Volume - Low Volume (Close)	High Volume - Low 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

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