Tag Archives: market timing

1072 Chances to Short and Profit [Premium Articles]

The S&P 500 has increased by 324.4% since the bottom on March 6, 2009, and short trades had 1072 chances to profit big time but didn’t. What went wrong? In this article we present related statistics, simulations and the reasons … Continue reading

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Passive Investing Is An Over-Fitted Strategy [Premium Articles]

The conflict about over-fitted market timing strategies versus passive investing has more to do with marketing and sales than with sound quantitative analysis. It appears that the main objective of this conflict is to calm passive investors and discourage market … Continue reading

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Tactical Investing Conundrum

One of the most difficult problems of tactical investing is using timing strategies that are not biased due to special market conditions of the past.  However, most promoters of tactical investing are unaware of this problem and rely on hypothetical … Continue reading

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What Some Market Timers Are Afraid Of

Book authors, bloggers and even some pundits insist that market timing is easy because it has worked in the past. But the fact is that profits depend on future market behavior. This is what some market timers are afraid of.

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Are Six Months Responsible For All Gains in Stocks Since 2000?

Six months are not responsible for all gains in stock market since 2000. This conclusion in some articles was based on the wrong choice of returns. The correct number is about 32.

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