Category Archives: Market Statistics

Probability of Back-To-Back Annual Loss in Stock Market

Some analysts and fund managers expect gains in 2019 because back-to-back annual declines have been rare. This is faulty logic because it assumes representative sample, something that would require hundreds if not thousands of annual returns. At the end of … Continue reading

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Apple Inc. Stock 28 Years of Wild Swings

Linear charts may offer the false impression that the current fall in the price of Apple Inc. stock is the worst ever. But this illusion is not present in log price and drawdown charts. In fact, Apple Inc. stock has … Continue reading

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Hedge Funds Vs. Passive Funds Round 3 Coming Up

The day after Christmas passive funds unleashed their power in the form of cash and caused a 5% rally in S&P 500. That was Round 1 of a fierce fight that has just begun. Round 2 came yesterday with bears … Continue reading

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Longest Losing Streak in SPY ETF Since January 2008

The current 8-day losing streak in SPY is the longest since January 2008 at the start of the financial crisis bear market.

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Most Seasonality Statistics Are Worthless Random Results

This month’s large stock market drop is a reminder that most seasonality statistics are worthless random results. Yet, some websites charge s fee for such statistics. One of the first step in becoming a successful trader or investor, or even … Continue reading

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