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This one has no easy answer: stick to the trading system or exercise caution and ignore its signals when there are extreme values in some other indicators. Obviously, this can lead to a hybrid approach but interfering with a system ...

Often two or more signals for the same security are an indication of a more robust result. After the close of Monday a DLPAL DQ scan of Dow stocks yielded two long signals for MRK. The stock gained 1.1% from ...

Most backtests in financial blogosphere and even academic papers are wrong or ambiguous not only due to data-mining bias and over-fitting but also due to errors. Backtesting correctly requires understanding of data, software and markets. Knowing how to program is ...

There is no free lunch in portfolio allocation as any scheme that reduces the impact of adverse market conditions also adversely affects returns in bull markets.

Although the frequency of SPY mean-reversion signals has decreased recently, it is still within normal bounds as the statistics below show. The chart below shows the number of days with no entry signal for our two mean-reversion strategies in SPY, MR1 ...

Some pundits and financial media analysts get too excited about a 150 drop in the Dow because of cognitive biases and failure to adapt to recent conditions. On the last trading day of 2017 the Dow Jones Industrial Average fell 118 ...

DLPAL LS results as of the close of Friday, January 12, 2018, point to a reversal in short-term directional bias after nine trading days this year with DJIA gaining 4.38% and S&P 500 up 4.21%. This is the output of DLPAL ...

A frequently asked question about DLPAL LS is about the cluster choice. Below is an example of how cluster choice can affect daily results. For a more detailed evaluation of the four different clusters used to generate results in DLPAL LS ...

DLPAL DQ v2.0 was just released. This software is free for limited time only with a purchase of a DLPAL S license.  See below for details. Offer: With a purchase of a two-year license of DLPAL S v2.0 you get a ...

DLPAL DQ generated a long signal in BA and a short in XRAY after the close of Monday, January 8, 2018. These signals resulted in 2.52% and 4.3% gains from the open to the close of, Tuesday, January 9, 2018, ...