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Tag Archives: market timing
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.
Another distortion, courtesy of the low interest rate policy of the Fed, that is now way overextended and serves political goals is the “do nothing fund management.” Market timers are being replaced by accountants because fund management boards think the … Continue reading
The market has lost its momentum after the Fed ended its quantitative easing program. The 42 million dollar question is this: Can the stock market uptrend continue without stimulus from central banks. The answer is: Probably not for long.
Market timers profit at the expense of buy and hold crowd when there is an orderly crash followed by a V-bottom recovery. The chart below demonstrates these facts.
Arguments in favor of market timing usually rest on the existence of the momentum premium anomaly and empirical analysis that shows it can be captured with relatively simple strategies, such as moving averages and price rate of change. However, these … Continue reading
Comparing returns of market timing strategies to buy and hold does not always prove skill because the performance of random trading depends on the path prices follow. I offer two examples from 2013 and 2015 and the SPY ETF.
This new premium service from Price Action Lab Blog is for informational purposes only. The signals are generated by ADAPT, an adaptive long/short trend-following system, and ETF4R, a long-only ETF rotation system. Alerts are issued after the close of each … Continue reading
Taking market timing model research with a grain of salt applies to both academic and practitioner domains. In addition to data-snooping and selection bias, there may be other subtle issues with reported results. For example, a recent paper claims there … Continue reading