Weekly Strategy Performance Recap – June 8, 2018

Performance results of six systematic strategies as of close of June 8, 2018.

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Weekly Market Analysis – June 11, 2018 [Premium Articles]

The weekly premium market analysis includes a market recap with commentary, directional probabilities of DJIA stocks, equity index breadth indicators, weekly mean-reversion signals, long/short FAANG signals and cryptocurrency analysis.

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Weekly Signals Update – June 11, 2018 [Premium Signals]

Weekly Signals update of five trading strategies with year-to-date performance, open positions and new signals for week of June 11, 2018. For more details click here

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CAGR Illusions

The compound annual growth rate (CAGR) is a useful but often misleading metric, especially when calculation periods are chosen purposely by sales and marketing people. Below is an introduction to CAGR, an example that shows how ambiguity arises and how it can affect real asset performance comparisons.

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Persisting Stock Market Calendar Effect This Year [Premium Articles]

A significant calendar effect identified in March of this year has intensified. This is another price action anomaly that defies efficient markets and probably will not last.

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