Another Rare Pattern Just Formed in S&P 500

In the last two years the market has formed some very rare patterns, including the longest consolidation channel in its recent history, a record period with no back-to-back gains and some rare intraday reversals. The latest rare pattern is related to volatility.

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Market Analysis For Week Of Monday, July 25, 2016 [Premium Articles]

This weekly premium report includes a market recap with commentary, high probability setups with specific entry and exit points in ETFs and Dow-30 stocks and analysis based on unique technical indicators and quantitative methods.

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Momersion and Mean-Reversion Algo Update [Premium Articles]

Interesting developments in Momersion indicator and state of mean-reversion algos in SPY. Note that the WR2 algo is gaining 13.7% year-to-date.

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A Few Comments About System Parameter Permutation

System Parameter Permutation and its recent variant, System Parameter Randomization, called SPx, are methods of evaluating trading strategies that I mention in my paper “Limitations of Quantitative Claims About Trading Strategy Evaluation.” In this article I respond to comments I received from Dave Walton, the developer of these methods.

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When Did The Bull Market Begin?

Permabears complain constantly in social media that this is the longest bull market in stocks for over six years. This is a way of justifying their wishful thinking. When did the bull market really begin? Let us think about it.

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Johnson & Johnson New All-Time Highs

The stock of Johnson & Johnson (JNJ) rose 1.7% yesterday to all-time highs. Earlier this month StockTwits asked its subscribers what their pick would be if they had to invest in just one American stock. I replied with JNJ because I thought consolidation and flight to low volatility stocks would continue for a little longer. Howard Lindzon thought JNJ will cool off if the market rallies. We were both right and wrong.

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