Market Analysis For Week Of Monday, June 20, 2016 [Premium Articles]

This weekly premium report includes a market recap with commentary, high probability setups in ETFs and Dow-30 stocks and analysis based on unique technical indicators and quantitative methods.

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Market Overanalysis Is Detrimental To Success

The more discretionary and quant traders try to analyze market price action, the higher the chances of failure. This may sound counter-intuitive because it contradicts the common belief that the more one tries to achieve a goal, the higher the chances of success. But this is not how things work in the markets.

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Absolute Momentum Woes

There are now two back-to-back golden crosses and two back-to-back death crosses of the 50-day and 200-day moving averages in S&P 500 that have generated losses. This is the highest number of consecutive losers in the last 66 years. Absolute price series momentum models are experiencing large losses after a period of relentless promotion.

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Some Bears Are Bulls

High profit potential clusters near the bottom of market crashes and major corrections. Savvy bulls know that and by posing as bears they may try to affect market sentiment to cause major corrections and even crashes. The chart is self-explanatory.

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Open Vs. Close Predictors in Strategy Synthesis

We compare the out-of-sample performance of two predictors of price based on the close and open of daily data. We find that for the deterministic data-mining process used in the in-sample and for the markets tested, the out-of-sample performance of the predictor based on open is not robust.

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Market Analysis For Week Of Monday, June 13, 2016 [Premium Articles]

This weekly premium report includes a market recap with commentary, high probability setups in ETFs and Dow-30 stocks and analysis based on unique technical indicators and quantitative methods.

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