Tag Archives: SPY
Why trading is hard and why mean-reversion has outperformed the golden cross signal in SPY in the last year and a half.
The PSI5 mean-reversion strategy has outperformed the buy and hold performance of SPY total return since the bottom of the financial crisis on a risk-adjusted basis.
Buy the dips has been a profitable simple strategy this year but its effectiveness is now on the decline after topping in February of this year. Often a top in this strategy is followed by a short-term correction due to … Continue reading
Visual chartists, also known as noise traders, in the process of defending a method with low win rate claim that high win rate strategies do not exist. When presented with evidence to the contrary they argue that high win rate … Continue reading
Most indicators that attempt to time a stock market top suffer from the curse of small samples, especially after the 1990s, when a significant change in market dynamics occurred. Although there is lack of statistical significance, the information they provide … Continue reading
Many financial advisers think that European stocks will outperform U.S. stocks. Evidently, they are talking about a forex bet.