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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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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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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 … Continue reading

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S&P 500: Death Cross Traders Squeezed Out. Now What?

The 50/200 golden cross in S&P 500 yesterday marked the end of a short squeeze in the stock market that started with the low of February 11. The losses of shorts in S&P 500 from the 50/200 death cross on … Continue reading

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A Black Box May Be A Good Choice

Some investors and traders will never be satisfied with the type of strategy they use. If they use a strategy from the public domain, then they complain it does not work. If they use a black box, then they complain … Continue reading

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