Tag Archives: DIA

Dow Jones Industrial Average Longer-Tern Returns In Mean-Reversion Mode

The Dow Jones Industrial Average is gaining nearly 13% year-to-date on a total return basis with longer-term returns showing a mean-reverting tendency. According to this analysis and assuming mean-reversion persists, this index could rise anywhere up to 35% in the … Continue reading

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Returns of Dow-30 And S&P 500 Diverge 10% Of The Time

Yesterday, the Dow Jones Industrial Average gained 0.17% but the S&P 500 fell by about the same amount. Divergences in the returns of these two indexes occur about 10% of the time in daily, weekly and monthly timeframes and they … Continue reading

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Variations In Results From Different Backtesting Platforms

Variations in the results generated by different backtesting platforms are common. In this article, I compare year-to-date backtesting results from Amibroker and Quantopian for a robust strategy that was machine designed by Price Action Lab software a few years ago. … Continue reading

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Adjusted Vs. Unadjusted Data Conundrum, Again

Last Wednesday a 50/200 golden cross occurred in the adjusted DIA chart and a new all-time high close occurred on the following day. However, the unadjusted chart paints a different picture: No golden cross and no all-time high close.

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Machine Generated DIA Patterns and Trading Systems

The steps are presented here for discovering price patterns in DIA (SPDR Dow Jones Industrial Average) historical daily data using the Price Action Lab search function, testing the results in an out-of-sample and then creating a trading system. It is shown that Price Action Lab can identify … Continue reading

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