Year-To- Date SPY Absolute Price Series Momentum Performance

Absolute price series momentum woes in the equity markets continue this year. Only one of the four models considered shows positive performance in SPY.

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Market Analysis For Week Of Monday, May 2, 2016 [Premium Articles]

This weekly premium report includes a market recap with commentary, stocks and ETFs to watch and technical and quantitative analysis of ETFs and Dow-30 stocks.

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Financial Media Intimidation Effects

Journalists do their job and investors and traders should do their. Market participants should not feel intimidated by post hoc market analysis because that may lead to spasmodic reactions and losses. Doing own homework is of paramount importance.

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Market Signals Update – May 2016 [Premium Articles]

Market signals update as of the close of Friday, April 29, 2016.

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Passive Investing Performance Dependence On Dividends

Passive equity index fund performance depends on dividend reinvestment. If the current trend of a diminishing impact of dividends on total returns continues, future performance may be dismal when adjusted for inflation.

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Sell In May Except Maybe Coca-Cola And Procter & Gamble

The title conveys sarcasm and not investment advice. The “engineered market anomaly” known as “Sell in May and go away” possibly benefits stock pickers who purchase stocks that have historically outperformed during the summer months.

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CTA Woes Continue in 2016

Top 50 CTA performance results for the first four months of this year are estimated to be negative by BarclayHedge, after positive returns in the first two months. If this year’s performance is negative, it will be the fifth yearly loss in the last eight years.

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