- Performance of Trend-Following and Mean-Reversion Strategies [Premium Articles] May 19, 2023
We backtested six trend-following and two mean-reversion popular strategies since inception and also since 2022 in SPY ETF. The results are interesting. Access to the full report requires a Premium Articles or All-in-One subscription.
- Forex Traders Need A Significant Edge [Premium Articles] May 11, 2023
Forex traders need a significant edge to deal with the zero-sum game nature of this market. Read the article with a Premium Articles or an All-in-One subscription.
- Stock Market Rotation Or Weakness? [Premium Articles] May 5, 2023
The stock market price action this week provides hints on whether the correction is due to a rotation or weakness. Read the article with a Premium Articles or an All-in-One subscription.
- Another Proof That Financial Social Media is Mostly Noise [Premium Article] May 1, 2023
The chart in this article is yet another proof that financial social media is mostly noise. Some people provide value, but the signal-to-noise ratio is hopelessly low.
- Volatility Statistics and a Volatility Compression Strategy [Premium Articles] April 28, 2023
In this article, we look at recent volatility, a volatility compression strategy, and what we could infer from its performance about the direction of the S&P 500 index. Read the article with a Premium Articles or an All-in-One subscription.
- A New Bull Market in Equities? [Premium Articles] April 4, 2023
Analysts have identified a pattern that they claim has 100% historical accuracy in predicting bull equity markets and new all-time highs. In this article, we look at this pattern in more detail. Access to the article requires a Premium Articles ...
- An Analysis of The Reversal Anomaly in The Stock Market [Premium Articles] March 28, 2023
We compare the performance of two portfolios of stocks, one consisting of the best-performing stocks and the other of the worst-performing stocks. Access to the article requires a Premium Articles or an All-in-One subscription.
- 222 Days of Consolidation in Large-Cap Stocks March 23, 2023
The S&P 500 has been in a long consolidation period since May 4, 2022. The large-cap index has moved between 4,300 and 3,580 in the last 222 trading days. The S&P 500 is down 17.9% from all-time highs and up 2.5% ...
- The Zero-Sum Game And A Few Interesting Charts [Premium Articles] March 21, 2023
There is a zero-sum game currently in the markets in two specific sectors, while price action remains both interesting and extreme. Access to the article requires a Premium Articles or an All-in-One subscription.
- Consumer Price Index Charts Update [Premium Articles] March 15, 2023
The CPI rose 0.4 percent in February on a seasonally adjusted basis. The YoY CPI increased by 6.0 percent before the seasonal adjustment. Below are the updated charts and our guess about the next rate decision. Access to the article ...