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This type of analysis along with those that make it should be ignored because the goal is not providing useful information to traders and investors but setting the stage for taking the credit no matter what happens in the markets. The ...

Seasonality charts for S&P 500 in August and September since 1960 and data for all months of the year. Below is a chart of S&P returns since 1960 for the month of August: Mean return is +0.159%. Month-to-date return is 1.62%. Despite ...

There are two returns useful to traders and investors: total and annualized return.

This is an interesting fact about price action in AMZN. Year-to-date, more than 85% of the profits in AMZN have come from overnight changes, as shown in the chart below: As the chart shows, overnight changes (close-to-open) have accumulated $590.61 versus only ...

The reversal risk of S&P 500 is quantified with the use of an advanced indicator. The optimal leverage (Edward O. Thorp) is defined as the expected return divided by the expected variance of returns in a given time period f = μ/σ2 f is the ...

This calendar effect anomaly has significantly outperformed buy a hold return in the relevant market on both absolute and risk-adjusted basis. We last reviewed the calendar anomaly in gold (GLD) in a premium article on February 27, 2018. The strategy based ...

This price action anomaly is tradable and has persisted this year after March, while delivering performance above buy and hold return after commissions. Back in April we identified the re-emergence of the overnight trading anomaly in SPY in this article. The ...

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.

A price action anomaly that reemerged after March of this year may enter mean-reversion mode offering potential for profit. This anomaly was last discussed in this premium article. It reemerged in SPY ETF in March as shown in the chart below: It ...

This article discusses the results of a Twitter poll about a hypothetical offer for commission-free SPY ETF trading