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In this article we look at the effects of dividend adjusted data on portfolio backtests. This subject is vast and fairly complex. Using dividend-adjusted data offers certain benefits over the use of unadjusted data, such as a more realistic account of ...

In this article we analyze the price action in SPY ETF after the short term bottom on June 28, 2018. A significance test is applied to determine the robustness of the results. The short-term bottom formed in SPY on June 28, ...

Three long/short strategies for trading Dow Jones component stocks in the daily timeframe are developed and analyzed based on features generated by DLPAL LS software. These strategies fulfill the objective of higher risk-adjusted returns as compared to S&P 500 total ...

The compound annual growth rate (CAGR) is a useful but often misleading metric, especially when calculation periods are chosen purposely by sales and marketing people.

Two days ago, equity markets worldwide were spooked by Italian political turmoil and possibility of a Eurosceptic government that will drive Italy out of euro. The S&P 500 fell 1.2%. Next day, according to financial media, the market rallied 1.3% ...

Stock picking dominated Wall Street when there were no other products available to traders and investors except individual stocks. Picking stocks using fundamental analysis is a complex process that requires substantial knowledge and effort but using chart analysis to select ...

DLPAL DQ software does it again. After the close of last Friday, May 25, 2018, it identified one of the few Dow stocks the positive return on the next trading day after Memorial Day, Tuesday, May 29, 2018. Below are ...

In this article we include an example of using DLPAL S software to discover volume patterns. The patterns are identified in the in-sample and then tested out-of-sample. Below are the two steps that must be followed in order to discover volume ...

Last year due to very low volatility in the stock market there were numerous articles and posts in financial blogosphere and social media about “the quietest period in stock market history.” Here I use three volatility metrics to debunk those ...

Almost daily, another charlatan claims the market uptrend will continue and stocks will rise this year or in the next few years. These forecasts have no value since the longer-term upward bias of the stock market is known. Investors do ...