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This is the return of bitcoin whales in 2011. Not in 50 years like with some large cap equities but in six months they made 50,000% with about a third of the coins in circulation. More money was made in ...

Long/short and price action anomaly detection has good performance on Tuesday, July 6, 2021. Below are the results. For long/short we use DLPAL LS software and for price action anomaly detection we use DLPAL DQ software. 1. S&P 500 long/short with bias For ...

This is a simple strategy for trading Dow 30 stocks with no parameters to optimize and no filters of any kind. The strategy has outperformed SPY ETF annualized return since inception by a wide margin and has Sharpe of 1.

DLPAL S was used to design a strategy for Bitcoin futures using in-sample data. The strategy was then tested out-of-sample and found to have performed well. DLPAL S setup We used daily backward-adjusted data for Bitcoin futures from 10/18/2017 to 12/31/2020 as ...

The fallacy of the persistent IPO investor is not only due to hindsight bias. There are at least two more cognitive biases involved: survivorship and selection. A remarkable claim was made a few days ago: Everyone with a computer and a ...

On Friday, June 25, 2021, Nike surged to all-time highs on massive earnings beat. Last time Nike surged more than 15.5% was two days after the 1987 crash. This right tail event is a wake up call for bears. The chart ...

MRDJ is a simple mean-reversion strategy for trading Dow 30 stocks based on price breakouts. The strategy has outperformed SPY ETF annualized return. The strategy rules are available to All in One premium content subscribers who renew their subscription for ...

A few charts in financial blogosphere show high stock-bonds correlation this year but this isn’t unusual since in the 90s stocks and bonds were highly correlated. The 0-lag, 90-day correlation of S&P 500 and 10-Year Note futures since 1982 is shown ...

Bulk of returns in US stock market year-to-date have come from overnight action while during regular trading hours there has been selling by algos and speculators. Below is a table with the numbers of stocks in three major indexes with positive ...

We consider a typical rotational strategy for S&P 500 stocks and improve the performance via the use of a different ranking function. The details of the improved strategy are available to All in One premium content subscribers subject to subscription ...