Tag Archives: Russell 2000

Uptrend Key Reversal in Russell 2000

Many references were made yesterday in financial media about a key reversal in Russell 2000 after a new record on Monday. But how reliable is this pattern?

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Interesting Fact About Russell 2000 [Premium Articles]

On this occasion of a new all-time high in Russell 2000 yesterday, it may be useful to consider an important technical measure. For access to premium content, you must be a subscriber. Please login if you are already a subscriber … Continue reading

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Probability Of Large Drawdown Levels in U.S. Stock Indexes [Premium Articles]

We now have sufficient history to allow us getting an estimate of the probability of a large drawdown in U.S. stock indexes. Below are the results and our conclusions. For access to premium content, you must be a subscriber. Please … Continue reading

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The Small Cap Bubble

The Russell 2000 index reached new highs but price action is confined in a slowly rising channel in past six months. The trailing 12-month P/E ratio of the index is at 82. The top 20 holdings of the IWM ETF … Continue reading

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Ten-Day Win Streak In Russell 2000 And Small Cap Risks

Last time there was a ten-day win streak in Russell 2000 it was followed by a gain of more than 28% after a short-term correction of about 6%. Annualized volatility of small caps is on a longer-term uptrend and mean-reversion … Continue reading

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