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The S&P 500 index has gained 27.2% in the last 15 trading days since March 24, 2020. Below are the results of a few market scans and related charts. 

Instructions on how to use the Export Task Manager of Norgate Data updater to export data for use with DLPAL software. When using historical data in backtests or for generating signals it is important to have the cleanest series possible. Free ...

Daily S&P 500 returns have a highly leptokurtic distribution, but annual returns are close to normal. What does this mean for traders and investors? Below is the distribution of daily returns for the S&P 500 from 08/1940 to 04/09/2020. This is a ...

In 7 1/2 weeks the following two events occurred in the stock market: the S&P 500 index fell 34% from all-time closing highs and then rallied about 25%. Below is the S&P 500 chart with drawdown levels from highest close: The table ...

The S&P 500 index surged 7% yesterday and the first calls of a V-bottom recovery surfaced in financial media and blogosphere. However, a repeat of the 2008 pattern is a possibility. Relevant charts are included. As the chart below shows, the ...

There is a gap between what academics look for in market analysis and what practitioners want but this has been underestimated or even undermined. The academic often looks at the results of some mathematical operations and determines if the effect they ...

Monitoring the performance of strategies during crisis periods is important to the success of trading and tactical investing.  Below are performance results of six trend-following and two mean-reversion popular strategies year-to-date. Access to article requires Premium Insights subscription.

In the last two weeks there was an unprecedented drop in autocorrelation of daily S&P 500 returns. What does this mean for the market, trading and investing? Below is a daily chart of S&P 500 since 1940 with the 1-lag, 252-day ...

The medium to longer-term trend is more important that any intermediate counter-trend rallies. Yesterday, Josh Brown made a reference to a fact about the market most have already forgotten or even never experienced as investors or traders. https://twitter.com/ReformedBroker/status/1243292510564356096?s=20 I remember those bull markets ...

A new “impossible trinity” has emerged due to the pandemic. Many are familiar with the “impossible trinity” in economics: Now with the unfortunate “white swan” of a pandemic, the following trilemma has emerged: A.  Lockdown and focus on public heath will adversely affect ...