B-Wave Trade Checklist: 3 Conditions ASX Momentum Traders Need
- Christopher Hall
- Apr 19
- 20 min read
Written by Christopher Hall, AdvDipFP | Authorised Representative, AFSL 526688 | Updated April 2026 A B-wave trade is an early entry technique used in momentum trading, where a trader buys during the partial recovery phase of a three-wave ABC correction — before a full base has formed above the 50-day moving average. B-wave setups are high-risk unless three conditions align simultaneously: the stock demonstrates relative strength against the broader ASX, the bullish trend structure remains intact with the pullback sitting at or above the prior swing high, and the sector shows institutional support. Christopher Hall, AFSL-licensed trading educator at Finer Market Points (CAR 1304002, AFSL 526688), presents this 3-factor checklist — developed through the systematic review of real trade data by Gary Glover, Authorised Representative of Novus Capital Limited (AFSL 238 168) — as the framework that separates consistent B-wave outcomes from repeated and costly whipsaw losses.
What Is a B-Wave Trade in Momentum Trading?
A B-wave trade is an entry into the partial recovery phase of an ABC pullback within an established uptrend. It offers an earlier position than waiting for a full volatility contraction base to form above the 50-day moving average — and with that earlier entry comes both greater potential upside and meaningfully greater risk.
To understand where the B-wave sits, it helps to understand the ABC correction structure. After a strong advance, momentum stocks rarely reverse cleanly. Instead, they typically pull back in three identifiable phases: the A-wave is the initial decline from the recent high; the B-wave is the partial recovery — a bounce that retraces a portion of the A-wave but fails to reach the prior high; the C-wave is the final dip, often forming the lowest point of the correction before the stock resumes its uptrend.
Momentum traders who enter on the B-wave are attempting to buy during that partial recovery — ideally at a point where the stock has shown enough of a bounce to suggest that selling pressure is beginning to exhaust, but before the full base pattern has completed. Mark Minervini, in Trade Like a Stock Market Wizard (2013), notes that experienced momentum traders often wait two to three weeks after the initial thrust out of a low before committing fully to new positions, precisely because the early phase of a recovery is characterised by unreliable signal quality. The B-wave entry, by definition, operates in this zone.
The appeal is clear: if the trader is right, they enter before the majority of participants and capture the maximum portion of the next leg. The risk is equally clear: if the correction has not fully resolved, the stock will continue lower — stopping out the early entrant and then resuming its advance without them.
This tension between early entry and premature entry is at the heart of why B-wave trades fail so frequently in practice, and why three specific conditions must be confirmed before the trade is worth considering. For a deeper understanding of how B-wave structures sit within the broader VCP framework, and how they relate to the cup and handle pattern that forms in approximately 40% of ASX momentum leaders, the linked guides provide the full structural context.
Why Do B-Wave Trades Fail More Often Than Traders Expect?
B-wave trades fail primarily because traders apply them without the filters that distinguish a controlled consolidation in a strong stock from a deteriorating trend in a weakening one. In volatile market conditions, entering on the B-wave break — without first confirming relative strength and trend structure — produces a damaging and repeatable pattern: the setup triggers, the stock reverses, the trader is stopped out, the setup triggers again, and the trader re-enters. The result is burning brokerage twice for a trade that may ultimately work, or three times for one that does not.
Gary Glover, who analyses ASX momentum stocks weekly as part of the Finer Market Points research framework, confronted this directly after a period of drawdown in early 2026. His assessment was unsparing: he had expected his B-wave trades to be a dominant edge in his portfolio. When he went back and systematically reviewed his results — winners against losers, setups taken against setups that failed — the data told a different story. A large proportion of his B-wave entries were either failing outright or chopping him out before the move materialised, generating repeated small losses on setups that, in hindsight, he recognised as structurally weak.
The market context mattered. During the period analysed, approximately 45% of ASX stocks were trading above their 50-day moving average — a level that places the broader market squarely in middle-ground territory (Glover, FMP Momentum Profile, March 2026). With the market having snapped sharply higher from significant lows, momentum conditions were in rapid transition. In such an environment, B-wave signals are particularly vulnerable: stocks that appear to be recovering may simply be bouncing within a larger downtrend, and the speed of the market's reversal means that trend quality varies enormously across individual names.
The important insight from Gary's review was not that B-waves are a flawed technique. It was that he had been applying them without the three conditions that, in hindsight, were present in almost all of the successful trades and absent in most of the failures. Understanding why those conditions matter begins with understanding what a good trade review actually looks like — and why most traders' reviews are structurally incomplete.
How Do You Review the Trades You Didn't Take — and Why Does It Matter?
Reviewing only the trades you took creates survivorship bias — a well-documented cognitive error in which the visible sample (trades you entered) is systematically unrepresentative of all available setups. When traders look back at their results, they naturally focus on the positions they held: the winners feel like confirmation, the losers feel like lessons. What remains almost entirely invisible are the setups they watched, considered, and then passed on — including some of the best opportunities of the period.
Christopher Hall identifies this as one of the most underutilised practices in retail trading: systematically reviewing charts from both categories — positions taken and positions passed over. Gary Glover described the insight during a recorded analysis session: reviewing the trades you didn't take, particularly the ones you should have taken, is where some of the most important lessons about your own system are hidden.
The practical example that illustrated this most clearly in the March 2026 session was a stock that had advanced approximately 500% from its base and appeared, at the time of review, to be substantially extended (Glover, FMP Session, March 2026). On the surface, the argument for passing it over was straightforward: the stock had already made its move. But a disciplined review of the chart — with the timeline bar scrolled back to remove knowledge of subsequent price action — told a different story.
On the down days within the consolidation, volume dried up almost completely. Across two and then three consecutive down days, there was no evidence of meaningful selling. The stock was tightening in a narrow range, with a high of $0.91 and a low of $0.885 — a range of approximately $0.025, offering a stop placement at $0.875 and a risk width of less than 2% of the share price (Glover, FMP Session, March 2026). Even 500% above its base, no participant with a meaningful position was selling. That absence of supply, at that price level, was the signal. The trade was there. The difficulty was reading it correctly without the benefit of hindsight, and without having scrolled back the chart to remove what was already known.
This is the discipline that Gary identified as separating useful trade reviews from comfortable ones — and it is the same discipline that, applied systematically over time, surfaced the three-factor checklist.
The 4-Step Trade Review Process
Apply this sequence to both trades taken and trades considered but not entered:
Step 1 — Scroll the chart back. Move the timeline bar to the left so that all price action after your review date is hidden. You must read the chart as it appeared in the moment, not as it resolved.
Step 2 — Read the volume story. Were advancing days accompanied by expanding volume? Were declining days characterised by volume drying up? Was there a volume event — a day trading at two to three times average daily turnover — that signalled institutional participation?
Step 3 — Make the live decision. Given what the chart was showing on the review date, did the setup meet your written rules? If yes, why didn't you take it? If no, was the reasoning sound, or was it driven by the appearance of extension and the fear of buying too high?
Step 4 — Reveal the outcome and document the finding. Compare your live decision against what actually happened. Over a series of reviews, patterns in your decision-making will emerge — both the strengths to reinforce and the biases to correct.
For a complete framework on building your trade journal and calculating expected value from your review data, the linked guide walks through the full system that Christopher Hall uses with developing traders.
What Are the 3 Conditions for a High-Probability B-Wave Trade?
The three conditions are: the stock shows relative strength against the ASX index, the pullback maintains the bullish trend structure by holding at or above the prior swing high, and the sector demonstrates institutional support. All three must be present simultaneously. Missing even one of them materially reduces the probability of success and increases whipsaw exposure.
Christopher Hall notes that this checklist, surfaced through Gary Glover's systematic review of winning versus losing B-wave trades across 2025 and 2026, represents the clearest practical filter available to ASX momentum traders for distinguishing early entries worth taking from those worth leaving alone. The finding aligns with the foundational principles of Mark Minervini's SEPA methodology — that stock selection is inseparable from the market and sector environment in which a trade occurs.
Condition 1 — Is the Stock Showing Relative Strength?
Relative strength (RS) is the measure of how a stock is performing against the broader index. A stock with positive RS is holding up better than the ASX during periods of market weakness, and advancing more powerfully than the index during periods of market strength. It is not a complicated concept, but it is consistently underweighted by traders who focus on the individual chart in isolation.
Fund manager Jim Roppel, who oversees a portfolio in the hundreds of millions of dollars, was asked in a publicly cited interview to name his single most important indicator. His answer was relative strength — without qualification. The reasoning is straightforward: a stock showing RS in a weak market environment is being accumulated by informed participants who are willing to hold it against the tide of general selling. That accumulation is the footprint of conviction, and conviction is what drives the continuation of the trend once the broader market recovers.
In the context of a B-wave trade, the RS filter is applied at the moment the potential entry is being assessed. The question is simple: has this stock been outperforming the ASX 200 over the past one to three months? If the answer is no — if the stock has been declining in line with or worse than the index — then the B-wave setup does not qualify, regardless of how the individual chart looks.
Practical check: Compare the stock's percentage move over the past 60 to 90 days against the ASX 200 over the same period. If the stock has declined 20% while the index declined 8%, that is negative RS. If the stock declined 4% while the index declined 12%, that is meaningful positive RS. For a full breakdown of how to screen for relative strength as a primary filter in your ASX watchlist process, the linked guide covers Minervini's exact screening criteria adapted for Australian markets.
Condition 2 — Is the Bullish Trend Structure Maintained?
The second condition addresses the structural integrity of the uptrend. A B-wave pullback that holds at or above the prior swing high indicates that the trend is intact — buyers are defending the level from which the last advance began, and the overall structure of higher highs and higher lows is being preserved. A B-wave pullback that drops below the prior swing high indicates deterioration — the trend structure is breaking down, and what looks like a B-wave setup may in fact be the beginning of a more significant correction.
Gary Glover described this condition directly in the March 2026 session, referencing the way experienced traders evaluate pullback quality: the key observation is whether the stock has sat on top of the prior high during its correction — maintaining the bullish structure — versus collapsing through it and overlapping with earlier price action. When the former is true, the uptrend remains healthy. When the latter occurs, the risk profile of the trade changes fundamentally.
William O'Neil and Investors Business Daily have documented extensively that the 50-day moving average functions as the primary institutional support line in a healthy uptrend. When a stock breaks below the 50-day, it signals that institutional holders are no longer defending the position — and that the balance between supply and demand has shifted. The most reliable B-wave setups are those in which the pullback holds above the 50-day entirely, preserving both the trend structure and the moving average support simultaneously.
Practical check: Draw a horizontal line at the prior swing high — the last peak before the correction began. Is the current pullback sitting on top of that level or below it? If below, the setup does not qualify. Additionally, is the stock still above its 50-day moving average? If the 50-day has been broken, the trend structure requirement is not met. For more detail on reading the line of least resistance in VCP and B-wave structures, the linked guide is directly applicable.
Condition 3 — Is the Sector Showing Strength?
The third condition operates at a level above the individual stock. Even a technically perfect B-wave setup in a stock with positive RS will struggle if the broader sector is being distributed by institutional money. Conversely, a B-wave setup in a stock within a strongly accumulating sector benefits from the tailwind of theme-level buying — money flowing into the sector regardless of individual stock mechanics.
Gary Glover's review identified sector strength as the third of the three conditions that consistently separated his winning B-wave trades from his losing ones. The practical implication is that before confirming a B-wave entry, the trader should look at two to three other leading stocks within the same sector. Are they also holding above their 50-day moving averages? Are they showing positive RS against the index? Is there evidence of accumulation — expanding volume on up days, drying volume on down days — across multiple names simultaneously?
When the answer to these questions is yes, the sector is providing a structural tailwind. When the answer is mixed or no, the individual stock's setup is swimming against the current — and the probability that the B-wave resolves upward rather than continuing lower is materially reduced.
Gary's summary of the complete checklist: if the setup ticks all three boxes — relative strength, maintained bullish trend, and sector support — the trade warrants execution every time the entry criteria are met. The framework for understanding why sector and thematic filters outperform pure stock selection in ASX momentum trading is detailed in the linked analysis.
How Do You Enter a B-Wave Trade? The 20-Day Moving Average Retest Method
Wait for the initial B-wave break above the trigger level, then allow the stock to pull back to the 20-day moving average before entering. This single adjustment eliminates the majority of whipsaw risk and produces a tighter stop placement, improving the risk-to-reward ratio of the trade.
The logic is straightforward. When a stock breaks above the B-wave trigger — the prior lower high within the correction — many of those breaks in volatile market conditions immediately reverse. The stock breaks, triggers entries, then pulls back sharply, stopping out traders who entered on the initial move before then resuming the advance. By waiting for the stock to consolidate back to the 20-day moving average following the break, the trader achieves two things: they avoid the initial shakeout, and they enter with a reference point — the 20-day MA — that provides a clearly defined and technically justified stop level.
Gary Glover referenced this approach directly, crediting an FX trader whose methodology he had studied: the strategy of buying the break but then waiting for the retest of the 20-day moving average as the actual entry point. The application to ASX momentum stocks is direct and practical.
The entry sequence works as follows. The stock breaks above the B-wave trigger level on expanding volume — this is the signal to begin watching actively. The stock then pulls back toward the 20-day moving average, ideally on declining volume, confirming that selling pressure is light and the pullback is a consolidation rather than a reversal. Once the stock holds the 20-day and resumes advancing, the entry is taken with a stop placed just below the 20-day moving average.
For position sizing and risk-reward calculation, the EIQ chart reviewed in the March 2026 session provides a worked example. The stock was consolidating with a high of $0.91 and a low of $0.885. A break above $0.91 with a stop at $0.875 represented a risk of approximately $0.035 per share — less than 4% of the share price at entry (Glover, FMP Session, March 2026). With a 3-to-1 minimum risk-reward target, the first partial exit would be taken at approximately $0.015 above the entry price multiplied by three above the risk — a mechanically clean and executable framework regardless of how extended the stock appears.
The SKS example from the same session illustrates the importance of staying with a trade once the MA framework confirms the structure. From the initial break above the 50-day moving average at approximately $1.80, the stock advanced to $4.20 — a move of approximately 133% — before retreating. A trader using the 50-day as the entry trigger and the 20-day as the trailing exit captured the substantial majority of that advance (Glover, FMP Session, March 2026). Gary's broader observation across Australian technology and growth names was that simply waiting for the 50-day break and then using the 10 or 20-day as the trailing exit consistently captured 70 to 80% of the major moves in most growth stocks — without requiring any other filter (Glover, FMP Session, March 2026).
For the complete entry, position sizing, and exit framework applied to ASX momentum trades, including how to scale partial positions and calculate risk as a percentage of portfolio, the linked guide covers the full execution methodology.
What Does Trading Discipline Have to Do With Your B-Wave Results?
Trading discipline is not separate from trade outcomes — it directly determines them. The rules that constitute a trading system only deliver their statistical edge when applied consistently, in every qualifying situation, without exception. Bending or selectively applying those rules does not preserve most of the edge while removing the inconvenient constraints; it removes the edge entirely and leaves the trader exposed to all of the risk without the systematic advantage that justifies taking it.
Gary Glover's experience in the early months of 2026 provides a concrete illustration. A period of reduced discipline across habits and routines — a loosening of schedule, of process, of the structured behaviours that support clear decision-making — corresponded directly with a drawdown in trading results. The correlation was not incidental. When Gary returned to his established routines, drawing on the framework outlined in James Clear's Atomic Habits (2018) — the idea that consistent small habits compound into sustainable systems — his results recovered. Notably, his own assessment was that his best week in some time arrived not when the market improved, but when he stopped wrestling with his rules and simply applied them.
The specific trap that Gary identified as most damaging during the period of loosened discipline was imposing a personal view onto a trade rather than letting the trade setup itself reveal whether the conditions were met. The distinction is important. A trader who has a strong conviction that a stock will advance and then constructs a justification for why the current setup qualifies — even when one or more of the three checklist conditions are absent — is not trading systematically. They are trading their opinion, with the system as a post-hoc rationalisation. As Gary noted in the session: when you have a process, the market reveals itself through the process. When you impose your view against the market's signals, the outcome is predictable — and not favourable.
The practical resolution is straightforward in principle and demanding in practice: settle on the rules, apply them without exception, and accept that the trades that do not qualify cannot be taken regardless of how compelling they feel. The peace that Gary described — a lightness that arrived with the return to hard discipline — is not a philosophical reward. It is the functional outcome of removing the cognitive load of constant case-by-case justification from the trading process. When the rules are settled, the decision in any given moment is binary: the conditions are either met or they are not.
For the broader framework of process-based trading versus opinion-based trading, and why the distinction matters more at the individual trade level than at the system design level, the linked article covers Gary Glover's philosophy in full.
Frequently Asked Questions
What is a B-wave trade in momentum trading?
A B-wave trade is an entry made during the partial recovery phase of an ABC correction within an established uptrend. After a stock advances strongly, it typically pulls back in three phases: A (initial decline), B (partial recovery), and C (final dip before resumption). A B-wave entry targets the B-phase — an earlier position than waiting for a full base to form, but one that requires specific conditions to be worth taking.
What are the 3 conditions for a high-probability B-wave setup?
The three conditions, identified through systematic trade review by Gary Glover of Novus Capital, are: (1) the stock shows relative strength against the ASX index, meaning it is outperforming the broader market; (2) the bullish trend structure is maintained, with the pullback holding at or above the prior swing high; and (3) the sector is showing strength, with peer stocks in the same theme also displaying positive characteristics. All three must align.
How is a B-wave entry different from a VCP breakout entry?
A VCP breakout entry occurs after a full volatility contraction base has formed above the 50-day moving average, with multiple contracting pullbacks confirming diminishing supply. A B-wave entry occurs earlier — during the recovery phase of the correction — before the full base has completed. The B-wave entry carries higher risk and requires the three-factor checklist to justify the earlier timing. The VCP entry is the more conservative, higher-confirmation approach.
What is survivorship bias in trading, and why does it matter for trade reviews?
Survivorship bias occurs when traders review only the positions they entered, making their sample of setups systematically unrepresentative. The trades they passed on — including missed opportunities and avoided losses — are invisible in this review. The result is an inflated view of the system's performance and a failure to identify patterns in the setups that were incorrectly filtered out. Correcting for survivorship bias requires deliberately including reviewed-but-not-taken setups in the trade journal alongside executed trades.
How do you review the trades you didn't take?
Scroll the chart back to the review date, hiding all subsequent price action. Assess the volume story: are advancing days expanding in volume while declining days dry up? Make the decision as it would have been made live — does the setup meet your written rules? Then reveal the outcome and document the finding. Repeating this process across 10 to 20 missed setups within a quarter will surface both systematic strengths and systematic biases in your filtering process.
Which moving average works best for B-wave entry timing — the 10, 20, or 50?
For B-wave entry timing, the 20-day moving average is the primary reference. After the initial break above the B-wave trigger level, waiting for the stock to pull back to the 20-day MA before entering produces a tighter stop and reduces whipsaw exposure. The 50-day MA is the primary filter for confirming that the trend structure is intact — stocks below the 50-day rarely qualify for B-wave entries. The 10-day MA is used as a trailing exit for the fastest-moving stocks once a position is established. For more detail, see the complete moving average strategy for ASX momentum stocks.
Does this B-wave checklist apply specifically to ASX stocks?
Yes. The three-factor checklist was developed and tested specifically within the ASX context by Gary Glover of Novus Capital, working with the Finer Market Points research framework. ASX momentum stocks present specific characteristics — including the influence of commodity cycles, smaller sector peer groups in some thematics, and the higher volatility profile of micro-cap and small-cap names — that make the sector strength condition particularly important. The principles are drawn from Minervini's SEPA methodology but the application and filter calibration are ASX-specific.
What happens when a B-wave trade doesn't work out?
When a B-wave trade fails, the stop below the 20-day moving average is executed without exception. The loss is limited to the pre-defined risk — typically 1.5 to 2% of share price when entering off the 20-day MA with a tight stop below it. Gary Glover notes that the most damaging outcomes in B-wave trading come not from individual losses but from re-entering a failed setup multiple times without reassessing whether the three conditions are still intact. A failed B-wave that stops the trader out is not a reason to re-enter immediately — it is a signal to reassess whether all three checklist conditions are genuinely present before considering a second entry.
Conclusion
B-wave trades are not inherently risky. They are risky when applied without the three conditions that give them their statistical foundation. Relative strength confirms that informed money is still supporting the stock. A maintained bullish trend confirms that the correction is a pause rather than a reversal. Sector strength confirms that the institutional tailwind is present at the theme level. When all three align, the B-wave trade is a legitimate, earlier entry into a momentum stock that still has the structural characteristics of a leader.
The process that uncovered these three conditions — systematically reviewing trades taken against trades missed, removing survivorship bias, and reading charts as they appeared in the moment rather than in hindsight — is itself as valuable as the checklist it produced. A trade review that includes only the positions you entered is a confirmation exercise. A trade review that also includes the setups you passed over is a calibration exercise, and calibration is what separates improving systems from static ones.
For a complete foundation in the VCP methodology that underpins this approach, and for the broader momentum profile filter system that identifies when market conditions favour deploying this kind of setup, the linked guides provide the full framework that FMP members access as part of their educational resources.
Bibliography
Primary Sources
Glover, G. (2026). ASX Market Analysis Session — Recorded Commentary. Finer Market Points / Novus Capital Limited. Session date: 10 March 2026. [Gary Glover, AR 259215, Authorised Representative of Novus Capital Limited, AFSL 238 168.]
Glover, G. (2026). FMP Momentum Profile Data: Market Conditions March 2026. Finer Market Points proprietary research. [Internal dataset: % stocks above 50-day MA, signal strength, launchpad predictive strength.]
Books
Clear, J. (2018). Atomic Habits: An Easy and Proven Way to Build Good Habits and Break Bad Ones. Penguin Random House.
Minervini, M. (2013). Trade Like a Stock Market Wizard: How to Achieve Superperformance in Stocks in Any Market. McGraw-Hill Education.
O'Neil, W. J. (2009). How to Make Money in Stocks: A Winning System in Good Times and Bad (4th ed.). McGraw-Hill Education.
Referenced Practitioners
Roppel, J. (cited 2026). Public interview commentary on relative strength as primary trading indicator. Referenced in Glover, G., FMP Session, 10 March 2026.
Related Finer Market Points Educational Resources
Hall, C. (2026). Complete VCP Trading Guide for ASX Markets. Finer Market Points.
Hall, C. (2026). Cup and Handle Patterns: Why 40% of ASX Momentum Leaders Form This Setup. Finer Market Points.
Hall, C. (2026). How Mark Minervini Finds High-Probability VCPs: The ASX Sector Strength Method. Finer Market Points.
Hall, C. (2026). How to Find the Best ASX Stocks When the Market Turns: The Momentum Profile Filter System. Finer Market Points.
Hall, C. (2026). How to Improve Your Trading System: Expected Value, Position Sizing and the Trade Journal. Finer Market Points.
Hall, C. (2026). Mark Minervini's SEPA Methodology: Complete Framework Explained. Finer Market Points.
Hall, C. (2026). Mark Minervini's Stock Screener: What Indicators and Criteria Does He Use? Finer Market Points.
Hall, C. (2026). Mark Minervini VCP Patterns: Why Sector and Thematic Filters Matter More Than Stock Selection. Finer Market Points.
Hall, C. (2026). Understanding Line of Least Resistance in VCP Patterns. Finer Market Points.
Hall, C. (2026). VCP Trade Execution on ASX: Minervini's Entry, Position Sizing and Exit Strategies. Finer Market Points.
Hall, C. (2026). What Is a VCP Pattern? Mark Minervini's Volatility Contraction Pattern Explained. Finer Market Points.
Hall, C. (2026). Why Gary Glover's Trading Philosophy Emphasizes Process Over Opinion. Finer Market Points.
Disclaimers
Gary Glover Source Disclaimer
This article is based on analysis and commentary provided by Gary Glover (AR 259215), Authorised Representative of Novus Capital Limited (AFSL 238 168), during a recorded market analysis session on 10 March 2026. Content has been edited and summarised by Finer Market Points for educational purposes. Gary Glover has not independently reviewed or endorsed this publication.
Educational Disclaimer
This content is for educational purposes only and does not constitute financial advice. Past performance is no guarantee of future results.
The information, opinions and other materials appearing on this website are of a general nature only and shall not be construed as advice. Finer Market Points Pty Ltd, CAR 1304002, AFSL 526688, ABN 87 645 284 680. This general information is educational only and not financial advice, recommendation, forecast or solicitation. This is not taxation advice. Rose Bay Equities accepts no responsibility for the accuracy or completeness of the information, opinions or other materials provided on or accessible through this website. This website has not been prepared with reference to your individual financial or personal circumstances. You should not rely on any advice on this website without first seeking appropriate professional, financial and legal advice. Further, where Rose Bay Equities makes third party material available or accessible through this website you acknowledge that Rose Bay Equities is a distributor and not a publisher of that content and that its editorial control is limited to the selection of those materials to make available. We accept no liability for any loss or damages arising from use.
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