Tag Archives: SPY
I was still in graduate school when the self-fulfilling prophecy of the 200-day moving average was forged by financial media. After nearly 30 years they have not changed the narrative. Maybe it is time for a change and I have … Continue reading
According to our overbought/oversold indicator (a variant of RSI) the S&P 500 index is now most oversold since September 2001. Note that a 22% gain followed after the oversold conditions in 2001 before the bear market resumed.
Some people we follow in Twitter who have been trading for a long time often talk about “Turnaround Tuesday” if Monday is a down day in the stock market. Below is the analysis that shows if this is a true … Continue reading
A Market Signals subscriber from beautiful Brazil inquired about the possibility of using a leveraged ETF in place of SPY ETF, or even account margin, for boosting the performance of our MRSPYW weekly mean-reversion strategy. Below is our analysis.
Ripple (XRP) has gained about 120% in the last two weeks due to announcements that the company will be launching soon their settlement system, called XRapid.
The Relative Strength Index is a popular indicator for developing short-term long-only strategies but careful analysis shows that its performance depends on price action dynamics and as a result ex-ante parameter selection is hard or impossible.