Mark Minervini's SEPA Methodology: Complete Framework Explained
- Anita Arnold
- Jan 18
- 17 min read
Mark Minervini's SEPA (Specific Entry Point Analysis) methodology represents a comprehensive framework integrating technical analysis, fundamental assessment, and market timing into systematic stock selection and entry processes. Research by Jegadeesh and Titman (1993) in the Journal of Finance established that momentum strategies generate significant returns when applied systematically, providing the academic foundation for Minervini's structured approach. His methodology combines Stage analysis determining overall trend health, precise Entry timing through VCP pattern recognition, clear Pivot point identification for execution, and catalyst Assessment ensuring fundamental support for technical patterns.
Minervini's observation that "If you lose on a trade, it's because you missed something. Either the market, the stock, it wasn't set up properly, something you missed because when you do it right it works perfect" reflects the SEPA methodology's emphasis on comprehensive analysis before position entry. The framework aims to identify setups where technical, fundamental, and market conditions simultaneously align, creating high-probability opportunities with defined risk parameters.
The acronym SEPA has evolved across Minervini's teaching—sometimes referenced as Stage, Entry, Pivot, Add (position sizing), other times as including earnings Assessment or announcement catalysts. The core principle remains consistent: systematic evaluation of multiple dimensions before committing capital, ensuring alignment across technical setup quality, fundamental strength, market environment, and risk management parameters.
The Academic Framework for Systematic Trading Methodologies
Research demonstrating momentum strategy effectiveness provides empirical support for Minervini's systematic approach. Jegadeesh and Titman's (1993) seminal work showed that buying past winners and selling past losers generates average returns of 1% monthly over 3-12 month holding periods. This momentum persistence validates systematic approaches to identifying and trading stocks demonstrating relative strength characteristics.
Moskowitz and Grinblatt (1999) research in the Journal of Finance demonstrated that industry momentum accounts for significant portions of individual stock momentum, generating risk-adjusted excess returns of 1.49% monthly. Their findings established that systematic sector and industry analysis—incorporated in SEPA's Stage and Assessment components—improves stock selection outcomes beyond random or purely technical approaches.
Research by O'Neal (2000) examining sector fund momentum strategies found that mechanical selection rules based on relative strength outperformed discretionary methods. This evidence supports SEPA's emphasis on quantifiable criteria (Trend Template requirements, relative strength rankings, pivot point identification) over subjective pattern interpretation.
Wang et al. (2017) replicated momentum strategy profitability using modern sector ETFs, confirming that systematic momentum approaches continue generating returns in contemporary markets. The research demonstrates that frameworks combining technical pattern recognition with systematic criteria—as SEPA does—achieve superior risk-adjusted returns compared to either technical or fundamental analysis alone.
This academic foundation establishes that SEPA's comprehensive systematic approach—integrating multiple analytical dimensions through defined criteria—aligns with research demonstrating optimal momentum strategy implementation.
Stage Analysis: The Foundation of SEPA
Stage analysis, the first SEPA component, determines whether stocks operate within market environments conducive to momentum trading. Minervini adapted stage analysis from Stan Weinstein's work identifying four distinct market cycle phases each stock progresses through.
Stage 1 (Basing/Neglect) represents the accumulation phase following decline or extended consolidation. Stocks trade sideways, typically below or around the 200-day moving average. Volume remains low, volatility contracts, and price demonstrates no clear directional bias. Institutional investors begin accumulating positions during Stage 1, but price action provides minimal tradeable patterns. SEPA methodology generally avoids Stage 1 stocks unless exceptional fundamental developments suggest imminent transition to Stage 2.
Stage 2 (Advancing/Markup) constitutes the optimal environment for SEPA methodology application. Stocks demonstrate clear uptrends with higher highs and higher lows, trade above rising 50-day and 200-day moving averages, and outperform the overall market. Volume expands on rallies and contracts during pullbacks, indicating institutional sponsorship. VCP patterns form during Stage 2 as stocks consolidate gains before resuming uptrends. Minervini's framework concentrates exclusively on Stage 2 stocks, as he emphasizes: "When you're in the market you're at risk. I'm trying to be in the market at specific, particular times."
Stage 3 (Topping/Distribution) marks the transition from uptrend to eventual decline. Stocks move sideways at elevated levels following significant advances. Volatility increases, price whipsaws above and below moving averages, and volume patterns become erratic. Institutional investors distribute shares to retail participants during Stage 3. SEPA methodology exits positions as stocks transition from Stage 2 to Stage 3, avoiding the subsequent decline into Stage 4.
Stage 4 (Declining/Markdown) represents the downtrend phase avoided entirely by SEPA methodology. Stocks demonstrate lower highs and lower lows, trade below declining moving averages, and underperform the market. Attempting to trade Stage 4 stocks violates systematic momentum principles regardless of other SEPA components appearing favorable.
The Trend Template quantifies Stage 2 identification through specific measurable criteria:
Price trades above the 50-day, 150-day, and 200-day moving averages
The 150-day moving average trades above the 200-day moving average
The 200-day moving average trends upward for minimum one month (preferably 4-5 months)
Stock trades within 25% of its 52-week high (closer is better)
Relative Strength Rating above 70 on a scale of 1-100 (above 90 preferred)
Volume expands on up days and contracts during pullbacks
These quantifiable criteria eliminate subjective interpretation in Stage identification. Stocks meeting all Trend Template requirements demonstrate Stage 2 characteristics supporting SEPA methodology application.
Entry: VCP Pattern Recognition and Timing
The Entry component of SEPA focuses on precise technical pattern identification and optimal entry timing. While the VCP (Volatility Contraction Pattern) represents Minervini's signature setup, the Entry framework encompasses broader pattern recognition and timing principles.
VCP pattern characteristics define the ideal Entry setup within Stage 2 stocks. Minervini describes: "The VCP has contractions where it goes through usually the first correction might be 20%, 25%, 33%, and then it'll contract usually the contractions are about half of the previous correction. So maybe it contracts to 10 or 15 and then contracts to 3, 4 or 5 or 8%." This progressive volatility reduction indicates supply exhaustion—fewer sellers remain willing to exit positions at successively lower prices during each pullback.
The Entry timing depends on VCP development stage. Early-stage VCPs (first or second contraction) warrant monitoring but not immediate action. Mid-stage VCPs (second to third contraction) deserve increased attention and potential anticipatory positioning. Late-stage VCPs (final contraction with extreme tightening) signal imminent entry readiness as patterns approach pivot points.
Volume pattern analysis provides Entry timing confirmation. Minervini explains the supply dynamics: "When you quiet the stock down and it gets very tight on that right side after contracting and the volume comes in, that's telling you that stock supply has stopped coming to market. That's why they're so explosive when they come out of these formations." The volume decline during successive contractions confirms diminishing supply, while subsequent volume expansion on breakout indicates demand acceleration.
Multiple Entry techniques exist within the SEPA framework:
Standard breakout entry waits for price to close above the identified pivot point on expanding volume. This conservative approach requires full pattern confirmation before position entry, reducing false breakout risk but potentially sacrificing some early gains.
Anticipation entry positions during the final contraction before breakout occurs. Minervini notes: "I want to be the last week holder. The supply there, you're in an uptrend, there's big institutions that are buying this stock. When you finally weed out all these little guys, there's nothing left, there's no supply and now you have big demand." Anticipatory positioning captures maximum gains but requires greater skill in pattern recognition and higher risk tolerance for potential failure.
Pullback entry waits for initial breakout, then enters during the first pullback to the 10-day or 20-day moving average. This technique provides better risk/reward ratios than chasing extended breakouts while maintaining trend confirmation through the initial breakout's success.
The Entry component integrates with Stage analysis—entries only occur in Stage 2 stocks meeting Trend Template criteria, ensuring entries align with established momentum environments rather than attempting to predict trend reversals.
Remember that past performance is no guarantee of future results, and all trading involves risk. The Entry timing methodologies described represent systematic approaches rather than guarantees of successful outcomes.
Pivot: Defining Precise Breakout Levels
The Pivot component of SEPA identifies specific price levels where breakouts from consolidation patterns occur, creating clearly defined entry points and enabling systematic position entry execution.
Pivot point identification follows logical resistance principles. During VCP formation, each contraction creates a high point representing temporary resistance. The most significant resistance level—typically the highest point of the final contraction or the overall base high—becomes the pivot point. Price must break through this level with conviction (volume expansion, decisive price action) to confirm pattern completion and uptrend resumption.
Minervini's intraday monitoring focuses on pivot point behaviour: "I'm looking at the price, I'm just looking at the price when it gets through the level and then I'm watching very carefully the subsequent action, seeing if it holds up." The price action quality at and immediately after pivot penetration provides critical information about institutional buying conviction. Clean breakouts demonstrating immediate follow-through suggest strong demand, while churning or whipsaw action around pivots indicates supply/demand equilibrium insufficient for sustained advances.
Pivot point precision enables systematic risk management. Stop-loss levels can be set with reference to the pivot—typically 7-8% below the breakout point for most setups. Minervini's commitment to tight stops reflects this precision: "Never ever again am I allowing a loss to balloon. I'm cutting a line in the sand and that's it. Unless it's going to have to gap through and I'm taking the next best price after that, but I never ever holding a loss." The clearly defined pivot creates the reference point for this "line in the sand" stop placement.
Multiple pivot scenarios occur within VCP patterns:
Clean pivot represents the ideal scenario—a clear highest point within the base with significant overhead price space before previous resistance. Breakouts from clean pivots demonstrate unambiguous pattern completion.
Complex pivot occurs when multiple similar high points exist within the base, creating a resistance zone rather than single level. These pivots require volume confirmation to validate breakout authenticity, as price may test the zone multiple times before genuine breakout occurs.
Round number pivot aligns with psychological price levels ($50, $100, $10). These pivots often create additional resistance as investors hold mental price targets at round numbers. However, conviction breakouts through round numbers can accelerate rapidly as psychological barriers clear.
Moving average pivot uses key moving averages (20-day, 50-day) as pivot points during shallow pullback entries rather than base breakouts. Price advancing through moving average resistance with volume confirms pullback completion and trend resumption.
The Pivot component integrates with Entry timing—anticipatory entries occur before pivot breakout, standard entries occur at pivot penetration, pullback entries occur after pivot breakout during subsequent consolidation. Each approach references the pivot point for entry execution and stop-loss placement.
Add: Position Sizing and Risk Management
The Add component (alternatively described as Assessment in some SEPA variations) addresses position sizing, risk management, and the decision framework for increasing exposure to working trades versus cutting losing positions.
Initial position sizing follows systematic risk parameters. Minervini's evolution demonstrates increasing conservatism: "We're averaging anywhere between if we're really tight you know 3% three and a half 4%. In a market that's not very good we might be five, six percent, averaging four, five, six percent. Line in the sand at 8%." The "line in the sand" refers to maximum acceptable loss on any single position, with typical stops set at 7-8% below entry.
Position sizing calculation works backward from maximum loss tolerance. If risk tolerance is 1% of portfolio value per trade, and stop-loss is set 8% below entry, the initial position size is approximately 12.5% of portfolio (1% ÷ 8% = 12.5%). This ensures that stop-loss execution results in exactly 1% portfolio drawdown, maintaining consistent risk across all positions regardless of individual stock volatility or price level.
Progressive exposure represents the "Add" component's active dimension. Minervini describes his approach: "Everything that guides us, whether we get aggressive or not, is all based on our own trades working. Doesn't matter the whole world could be doing well, if our trades aren't working we're not increasing size." Position sizes increase when trades demonstrate success, while failed trades result in reduced exposure or market exit.
The mechanics of adding to positions follow specific rules preventing average-down scenarios. Minervini explains a scale-in approach: "I expect the best, but I plan for the worst. Let's say the stock goes up 8%, I have an 8% stop, I sell half of it, I can now allow that stock to come all the way down and hit my original stop and give it the room that I wanted to give it originally but breakeven." This technique improves cost basis through partial position reduction at gains, enabling wider stops on remaining position without increasing absolute risk.
Concentration versus diversification demonstrates Minervini's conviction-weighted approach. He states: "Diversification is definitely not going to protect you. It's just going to dilute you." Rather than diversifying across 20-30 positions, the methodology concentrates capital in 4-8 highest-conviction setups meeting all SEPA criteria. Research by Fernández-Avilés et al. (2025) showing high intra-sector correlations (0.68-0.88) supports concentration in leading sectors rather than broad diversification across weak and strong sectors simultaneously.
Risk management discipline determines long-term success more than entry technique. Minervini's analysis of his transformation: "I went from having a 15% loss normalized everything to a 10% stop and my account would have been up 72% instead of being down. I said wait a minute that has to be wrong. I calculated it again came back the same. I calculated a third time, lo and behold it was correct." This realization—that tighter stops dramatically improved overall performance despite accepting more small losses—fundamentally changed his approach. The Add component's risk management framework prevents the account-destroying losses that overwhelm numerous small gains.
Market-conditional sizing adjusts position sizes and portfolio exposure based on overall market conditions. During unfavorable market environments (declining market breadth, increasing volatility, deteriorating sector leadership), position sizes decrease and new entries cease regardless of individual stock setups appearing attractive. Favorable market environments support maximum position sizing within risk parameters. This market-conditional approach aligns with research by Chordia and Shivakumar (2002) demonstrating that momentum returns correlate with business cycle and market conditions.
Assessment: Fundamental and Catalyst Validation
The Assessment component (sometimes referenced as the fourth "A" in SEPA—Add/Assessment) ensures that technical patterns receive fundamental validation through earnings growth, business momentum, and identifiable catalysts supporting price advancement.
Earnings growth assessment constitutes primary fundamental validation. Minervini seeks companies demonstrating accelerating quarterly earnings per share (EPS) growth—current quarter growth exceeding previous quarter growth, which exceeded the quarter before. This acceleration pattern indicates business momentum supporting institutional capital allocation to the stock.
Specific earnings criteria include:
Current quarter EPS growth minimum 20-25% year-over-year (40-50%+ preferred)
Acceleration in recent quarters (sequential improvement in growth rates)
Positive earnings surprises (actual results exceeding analyst estimates)
Upward earnings estimate revisions for future quarters
Revenue growth consistency (confirming earnings quality rather than cost-cutting or accounting maneuvers)
Fundamental quality metrics extend beyond earnings to encompass business model characteristics:
Return on Equity (ROE) above 17% indicates efficient capital deployment
Profit margins expanding or at least stable (not compressing)
Sales growth consistency over multiple quarters
Institutional ownership above 20% but below 80% (room for additional accumulation)
Management share ownership and insider buying activity
Minimal or manageable debt levels (low debt-to-equity ratios)
Catalyst identification separates companies with "stories" from those with concrete business developments driving growth. Minervini describes the importance: "I don't really do a whole lot of general market analysis. I look at the price and volume of the market. 90% of my work is all stock work." This stock work includes identifying specific catalysts:
Product catalysts include new product launches, FDA approvals for pharmaceutical companies, contract wins for technology or defense companies, or geographic expansion into new markets. These events create concrete growth drivers beyond general industry trends.
Market share catalysts emerge when companies demonstrate competitive advantages capturing market share from industry participants. Relative strength within a sector—one company significantly outperforming peers—often indicates market share gain dynamics.
Structural catalysts derive from industry-wide tailwinds benefiting all participants but disproportionately advantaging leaders. Electric vehicle adoption benefiting battery material suppliers, cloud computing migration benefiting infrastructure providers, or demographic trends benefiting specific healthcare segments represent structural catalysts.
Policy catalysts include regulatory changes, government contract allocations, tariff implementations, or tax policy shifts creating winners and losers within industries. ASX mining stocks demonstrate this dynamic—critical minerals policies in various jurisdictions create differentiated opportunities based on jurisdictional exposure.
The Assessment component prevents trading technically perfect patterns lacking fundamental support. Research by Daniel and Titman (1996) demonstrated that stock characteristics (earnings growth, profitability, etc.) explain returns better than covariance-based risk factors in certain contexts, supporting the inclusion of fundamental assessment alongside technical pattern analysis within comprehensive frameworks like SEPA.
Integrating SEPA Components: The Complete Framework
SEPA methodology's power derives from component integration rather than individual elements. A stock may demonstrate VCP pattern characteristics (Entry component) but fail Stage analysis (trading below moving averages in Stage 4 decline), pivot validation (no clear resistance level), or Assessment criteria (earnings deterioration). The methodology requires alignment across all components simultaneously.
The systematic workflow proceeds hierarchically:
First, Stage analysis filters the universe to Stage 2 stocks meeting Trend Template criteria. This reduces the approximately 2,000 ASX listed stocks to perhaps 200-400 in confirmed uptrends, eliminating 80% of universe immediately through systematic rules.
Second, Assessment criteria screen the Stage 2 stocks for fundamental quality and catalyst presence. Earnings growth requirements, relative strength rankings, and institutional ownership thresholds reduce the qualified universe further to perhaps 40-80 stocks demonstrating both technical and fundamental strength.
Third, Entry pattern identification examines the fundamentally qualified Stage 2 stocks for VCP or other high-probability technical setups. Perhaps 10-15 stocks demonstrate active VCP formations at various development stages from this qualified population.
Fourth, Pivot identification defines precise entry levels for the patterns meeting all prior criteria. Clear pivot points with adequate overhead space create actionable setups, while complex or ambiguous pivots warrant continued monitoring rather than immediate entry.
Fifth, Add/risk management protocols determine position sizing based on stop-loss distance from identified pivot and current portfolio exposure. Maximum 1-2% risk per position combined with 7-8% stops determines position size systematically.
This hierarchical filtering—Stage → Assessment → Entry → Pivot → Add—creates the complete SEPA framework ensuring that capital commits only to opportunities demonstrating technical, fundamental, and market alignment.
Minervini's emphasis on this comprehensive approach: "If you lose on a trade, it's because you missed something. Either the market, the stock, it wasn't set up properly, something you missed because when you do it right it works perfect." The SEPA framework aims to eliminate "missed something" scenarios through systematic evaluation across multiple dimensions before position entry.
SEPA Application to ASX Markets
SEPA methodology applies universally across markets but requires awareness of ASX-specific characteristics influencing framework implementation.
Market structure considerations include ASX's concentration in Financials (25% index weight) and Materials (20% index weight). Stage analysis on the ASX often reveals strong sector divergence—Materials may demonstrate Stage 2 characteristics while Financials show Stage 3 topping, or vice versa based on commodity cycles and interest rate environments. This sector concentration means that broad market Stage analysis may provide less relevant signal than sector-specific Stage assessment.
Liquidity constraints affect Entry and Pivot components. Many ASX mid-cap stocks trade relatively thin volume ($500,000-$1,000,000 daily) compared to US large-cap equivalents. VCP patterns in these stocks may form over longer periods (20-30 weeks common) as institutional accumulation proceeds gradually. Volume expansion at pivot breakouts may represent 100-150% above average rather than 300-400% expansion common in high-liquidity US technology stocks.
Volatility adjustments influence Add/risk management. ASX mining stocks demonstrate significantly higher volatility than US equivalents due to commodity price exposure and AUD currency fluctuations. Stop-loss distances may require widening to 10-12% in volatile mining stocks versus 7-8% standard, with corresponding position size reductions maintaining equivalent dollar risk.
Fundamental data availability on the ASX differs from US markets. Quarterly earnings reports are standard but less comprehensive than US reporting requirements. Institutional ownership data updates quarterly rather than near-real-time. These data limitations require adapted Assessment protocols relying more heavily on company disclosures and industry analysis rather than granular institutional flow data.
The Finer Market Points YouTube channel's Friday ASX VCP scans demonstrate SEPA methodology application to current Australian market conditions. These sessions show Stage analysis applied to ASX sectors, Entry pattern identification in ASX stocks, Pivot point definition for Australian equities, and Assessment of ASX-specific fundamentals and catalysts.
Access to these Friday demonstrations of SEPA methodology in practice is available through the Finer Market Points YouTube channel at https://www.youtube.com/@finermarketpoints. Each week's analysis provides practical examples of how SEPA's integrated framework operates across varying ASX market environments.
Testing VCP and SEPA Knowledge
Understanding SEPA methodology conceptually differs from applying the framework systematically to real market conditions. Skill development in pattern recognition, Stage identification, and fundamental assessment requires deliberate practice and feedback.
The Free Master Momentum Trading Quiz at https://fmp-trading-tools.thinkific.com/products/courses/master-momentum-trading-mark-minervini-vcp tests VCP pattern recognition skills—the Entry component of SEPA—providing immediate feedback on recognition accuracy, reinforcement of key pattern characteristics and volume behaviour, and coverage of entry and exit signals.
While the quiz focuses on VCP mechanics, complete SEPA application requires integrated skill across all framework components. The Friday ASX scans on the Finer Market Points YouTube channel demonstrate how Stage analysis, Entry pattern recognition, Pivot identification, and fundamental Assessment combine in systematic weekly workflow applied to current market conditions.
Combining quiz-based pattern recognition practice with observation of real-world SEPA application through Friday scans develops the integrated analytical capability required for methodology implementation. The quiz ensures technical pattern recognition accuracy while the Friday scans show contextual application accounting for market environment, sector dynamics, and fundamental developments.
Common SEPA Implementation Mistakes
Experience reveals predictable errors in SEPA methodology application that reduce effectiveness and lead to suboptimal outcomes.
Incomplete framework application represents the most frequent mistake. Traders identify stocks demonstrating VCP patterns (Entry component) without verifying Stage 2 confirmation (Stage component), fundamental quality (Assessment component), or clear pivot levels (Pivot component). Minervini's statement that losses result from "missing something" applies directly—partial SEPA application creates gaps in analysis leading to failed trades.
Stage misidentification causes attempting to trade Stage 1 bases or Stage 3 tops believing they represent Stage 2 advancement. The Trend Template criteria exist specifically to prevent this error through quantifiable rules, yet traders sometimes relax requirements attempting to find "early" opportunities. Stage 4 stocks never qualify regardless of other SEPA components appearing favorable.
Premature Entry timing violates the Entry component's emphasis on pattern completion. Entering during early VCP development (first or second contraction) before supply exhaustion occurs frequently results in additional downside before eventual pattern completion. Minervini's discipline: "I find it's best to look at it later to let some time go by, months go by." Patience through pattern development improves Entry quality.
Pivot ambiguity prevents systematic entry execution. Patterns lacking clearly defined resistance levels create interpretation challenges—traders may enter at multiple points across ranges believing each represents "the" breakout. Clear pivots enable decisive action when price penetrates specific levels with volume confirmation.
Insufficient risk management undermines Add component discipline. The mathematical reality Minervini discovered—that tighter stops improved overall returns despite accepting more small losses—gets overlooked when emotional attachment to positions prevents systematic stop execution. His commitment: "8% is a number that goes back to O'Neal and it's a very important number. Once you start going over 10%, the math starts working against you because losses work geometrically against you."
Fundamental neglect occurs when technical pattern beauty overshadows Assessment component requirements. A visually perfect VCP in a company experiencing earnings deceleration, margin compression, or fundamental deterioration lacks the institutional sponsorship necessary for explosive breakouts. Technical patterns alone prove insufficient without fundamental support.
Over-diversification dilutes returns by spreading capital across too many marginal setups rather than concentrating in highest-conviction opportunities meeting all SEPA criteria. Minervini's observation: "Diversification is definitely not going to protect you. It's just going to dilute you." Better to hold 4-5 positions meeting all SEPA requirements than 15-20 positions where only some components align.
Implementation Guidelines and Conclusion
Mark Minervini's SEPA methodology provides comprehensive systematic framework for momentum trading integrating technical pattern recognition, fundamental assessment, market environment evaluation, and risk management into unified approach:
Stage analysis determines market environment suitability for momentum strategies, filtering exclusively for Stage 2 stocks meeting Trend Template quantifiable criteria. This foundation ensures alignment with established momentum rather than attempting trend prediction or reversal trading.
Entry component focuses on VCP pattern recognition and optimal timing, combining pattern development stage assessment with volume analysis to identify supply exhaustion preceding explosive moves. Multiple entry techniques—standard breakout, anticipation, pullback—provide flexibility while maintaining systematic principles.
Pivot identification creates precise entry levels enabling systematic execution and clearly defined stop-loss placement. The 7-8% maximum loss threshold becomes actionable through pivot reference points establishing "line in the sand" risk parameters.
Add/risk management protocols determine position sizing backward from acceptable loss tolerance, implement progressive exposure based on trade success, and adjust market-conditional sizing recognizing that environment matters more than individual setups. Concentration in highest-conviction setups outperforms diluted diversification.
Assessment validation ensures technical patterns receive fundamental support through earnings acceleration, business momentum, and identifiable catalysts. This component prevents trading technically perfect patterns lacking institutional sponsorship necessary for sustained advances.
The integrated SEPA framework—requiring simultaneous alignment across all components—creates high-probability setups with defined risk parameters and systematic execution protocols. Research demonstrating momentum strategy effectiveness provides empirical foundation for the methodology's systematic approach to stock selection and position management.
The Finer Market Points YouTube channel's Friday ASX scans demonstrate complete SEPA methodology application to Australian markets, showing how Stage analysis, Entry pattern recognition, Pivot identification, risk management, and fundamental Assessment integrate in weekly systematic workflow. SEPA's comprehensive nature—addressing technical, fundamental, risk management, and market environment dimensions simultaneously—distinguishes the methodology from single-dimension approaches and creates the framework for consistent momentum trading implementation. Explore the Complete VCP Framework: This article is part of the Complete VCP Trading Guide for ASX Markets, covering all aspects of Mark Minervini's methodology. Educational Disclaimer: This content is for educational purposes only and does not constitute financial advice. Past performance is no guarantee of future results. Consider your financial situation and seek professional advice before making investment decisions.
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