Market Analysis for Week of Monday, April 20, 2015 [Premium Article]

This premium report includes technical and quantitative analysis for the following markets:

  • Indexes: S&P 500, NASDAQ-100, Russell 2000
  • ETFs: SPY, QQQ, DIA, IWM, GLD, SLV, TLT, USO, DBC, XLF, EEM, XLE, EFA, EWJ, XLP XLV, XRT, XLU, XLK, XLB, XLI, UNG, IBB, IYR, SMH, TAN, GDX, XHB, XME
  • Stocks: All Dow-30 components

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Deterministic Machine Design of Trading Systems With Strict Cross-Validation

A high win rate trading system for SPY was machined designed using a deterministic method and a simple predictor of price. Cross-validation of in-sample results was performed on out-of-samples of SPY and of an anti-correlated security.

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Four Highly Overbought ETFs and a Golden Cross [Premium Article]

These four ETFs are highly overbought and in one of them a golden cross has just occurred. Overbought conditions are determined by taking the average of three relative strength indicators, Wilder’s RSI, Cutler’s RSI and GFI, as shown on the charts.

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New All-Time Highs in S&P 500 High Beta and Equal Weight ETFs

While low volatility large caps are struggling to maintain positive performance for the year, high beta stocks are rallying to new highs. The S&P 500 high beta and equal weight ETFs just made new-all time closing highs.

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Chartists Always Have a Choice

Chartists always have a choice. This is clear from the S&P 500 chart: rising channels, a consolidation pattern, an ascending triangle, a (failed) double top, you name it.

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Performance in Stable and Chaotic Markets Based on the CSSA Regime Indicator

The CSSA Regime Indicator was recently  presented by David Varadi in his blog. This is an interesting indicator that appears to have performed exceptionally well in a few major stock indexes. In this blog, the ability of this indicator in identifying stable and chaotic regimes is analyzed in the case of 10 major ETFs.

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