Category Archives: ETF Analysis

Market Analysis For Week of Monday, August 31, 2015 [Premium Articles]

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A Predictable Decline in Crude Oil

Last week USO plunged 5.65%, which was the largest weekly loss in this ETF since March of this year. This was one of those rare times that a move was predictable. Share

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Day of Week Calendar Effects

A calendar effect is a market anomaly that is related to the calendar. In this blog I review a calendar effect anomaly in GLD related to returns during specific days of the week. Profiting from such anomalies is in general … Continue reading

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Solar Eclipse

The Guggenheim Solar ETF (NYSEARCA:TAN)  was up as much as 48.5% for the year in mid April only to go in the red last week with a YTD loss of -1.26%. The annualized standard deviation is 32.5%.  It is shown … Continue reading

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Switching From Stocks to Bonds Based on a 200-day Moving Average Crossover

I offer analysis in this blog motivated by a reply to a tweet I made yesterday regarding the essence of the 200-day moving average. I show that the choice of a 200-day moving average for the purpose of stock-bond allocation is sub-optimal. … Continue reading

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IWM and IBB Top Holdings Point to Bubble Market

Based on the top 20 holdings of IBB, seven stocks have negative EPS and eight stocks have P/E ratio greater than 30. In the case of IWM and based on the top 20 holdings, five stocks have negative EPS and … Continue reading

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Fooled by backtested ETF Rotation Strategies

Strategies based on ETF rotation schemes are nowadays popular in the blogosphere. Most of these strategies suffer from hindsight and do not account for market impact. Therefore, they are not statistically significant, i.e., they amount to random results. Share

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