Category Archives: Market Statistics

No 6-Day Winning Streak in S&P 500 Since June 20, 2014

The S&P 500 has not seen a 6-day winning streak since June 20, 2014, a period of 409 trading days. What could this mean? Share

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State Of The Stock Market – February 3, 2016 [Premium Articles]

Breadth indicators and comparison with the stock market state on January 27, 2016. This is premium content. Please login or subscribe to continue reading…

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February Returns And Gambler’s Fallacy

The S&P 500 has gained in February in the last six years. Is this a good short setup based on gambler’s fallacy? Analysis with data since 1950 shows that the average longest streak of consecutive winners for all months is … Continue reading

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Correlation Between Stocks and Oil is a Chart Illusion

Two markets that are both in down trends are not necessarily highly correlated. For example, although the stock and oil markets are both in a downtrend, their actual correlation is not that high. Actually, the much talked correlation is a … Continue reading

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In Search of a Bottom

Many are searching for a bottom although some do not admit it. Some have even announced it already. Here is an attempt to identify a bottom based on a combination of technical and quantitative analysis. I also talk about some … Continue reading

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Mean Reversion Rules The Markets

Persistent mean reversion in the equity and other markets is limiting the profit potential of both short-term and longer-term traders. As it is shown in the included chart, both uptrends and downtrends in the S&P 500 were dominated by mean … Continue reading

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Short-Term Rate Increase Neutralized

On December 16, 2015, when the Fed raised short-term rates, the 10-Year Note yield was at 2.29%. After about a month, the market has neutralized the Fed action and the 10-Year Note yield has fallen by about 25 basis points. … Continue reading

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