Earlier today, I had the privilege of presenting my latest research to the CMT Association as part of their educational web series. The topic: how volume-based overlays and the principles of legendary investors can work together to produce more robust, risk-adjusted investment strategies.

Overview of the Presentation
My talk, titled "Volume Price Confirmation, Capital Weighted Volume and Famous Investor Strategies," focused on integrating tried-and-true stock selection models—like those of Warren Buffett, Benjamin Graham, Joel Greenblatt, and William O’Neil—with modern technical overlays, particularly capital-weighted volume and the Volume Price Confirmation Indicator (VPCI).

The goal? Improve risk-adjusted returns, lower volatility, and outperform traditional buy-and-hold strategies using a dynamic, data-driven approach.

Key Highlights:

• Capital-Weighted Volume Overlay: A risk-adjusted filter that validates bullish momentum and improves Sharpe and Sortino ratios.

• Volume Price Confirmation Indicator (VPCI): Filters out low-volume stocks and confirms momentum.

• Sell Rule Enhancements: A secondary layer that integrates momentum-based exit signals to reduce drawdowns.

• Historical Results: Since 1990, the refined methodology has shown exponential returns while maintaining controlled risk.

Watch the Presentation
You can view the full recorded session via the CMT Association here:
👉https://cmtassociation.org/video/volume-price-confirmation-capital-weighted-volume-and-famous-investor-strategies/

A Personal Note
I’ve been using Barchart.com since my days in the student-managed investment fund (SMIF) at Northern Michigan University. It’s exciting to now be in a position to contribute to the field and share these findings with the wider trading and investing community. Stay tuned—this work may soon find a home on platforms familiar to many active traders.

If you have any questions or would like to discuss the strategies further, feel free to reach out or connect with me on LinkedIn.

Thank you to the CMT Association for hosting me—and to all those who tuned in live!

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Tags: #CMT #FinanceResearch #TechnicalAnalysis #VolumeIndicators #VPCI #InvestmentStrategies #Trading #CapitalMarkets #QuantitativeFinance