Category Archives: Market Statistics

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. Share

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This is What Passive Investing Can Do to You

Performance since inception of seven popular ETFs with annualized return and drawdown levels. Share

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The Once-in-3-Billion-Year Treasury Move That is Not so Rare

I agree with most of what Jamie Dimon, the head of JPMorgan Chase & Co., said about the Treasury market recently but I disagree that the gyration in yields that occurred on October 15 of last year was an “unprecedented … Continue reading

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Riding the Stock Market Trend Vs. Taken for a Ride

You may think you are riding the stock market trend but is it possible that you are taken for a ride instead? A look at the rolling 250-day expectancy of daily SPY changes reveals one of the main reasons that … Continue reading

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A 6-Sigma Event in the Market that is Totally Meaningless

There is a lot of talk in the blogosphere about the fact that the S&P 500 has not had a two-day winning streak in the last 28 days, something that has not happened since 1994. However, note that rarity of … Continue reading

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Chart of the Day: Shift in Market Dynamics Over the Years and Associated Risks

The stock market uptrend in the 1990s had higher volatility than the downtrend that followed based on the frequency on low volatility days. In the 2000s there was a shift with uptrends having lower frequency of low volatility days and … Continue reading

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