Tag Archives: SPY

S&P 500: Never Down in December Three Years In A Row Since 1950

Although most seasonal patterns and calendar effects suffer from small samples and their statistical significance is limited, they are nevertheless interesting. For example, since 1950, the S&P 500 has never dropped in December three years in a row. In addition, … Continue reading

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Machine Learning With DLPAL PRO (And R): Part Four

In this article we include R code for applying binary logistic regression classification to attribute data generated by DLPAL PRO and scoring a new instance.

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Machine Learning With DLPAL PRO: Part Two

In this article we show how to prepare historical files with continues features and a discrete target for an ensemble of securities using DLPAL PRO. Then, we apply machine learning on a random sample of half of the data and … Continue reading

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S&P 500 Getting Close to Its 200-day Moving Average. Should You Worry?

According to comments made in the past by experts, a drop below the 200-day moving average is important. But paying too much attention to expert comments from the past can cost money when market dynamics change.

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It’s Now Official: The S&P 500 Has Gone 595 Days Without A 6-Day Win Streak, Longest Period Since 1950

Is a long period without a 6-day win streak an important indicator or just another random pattern? We try to answer this question below.

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Returns of Dow-30 And S&P 500 Diverge 10% Of The Time

Yesterday, the Dow Jones Industrial Average gained 0.17% but the S&P 500 fell by about the same amount. Divergences in the returns of these two indexes occur about 10% of the time in daily, weekly and monthly timeframes and they … Continue reading

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Risk-On But Mean-Reverting Forces Are Still Strong

High beta large caps are holding onto their gains after a recovery from significant losses earlier this year, while low volatility large caps show a mean-reverting tendency. The ensemble exhibits a fragile stability. The next more of speculators may be … Continue reading

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The 60/40 Passive Allocation is Holding Strong In A Rough Market

Despite calls for its death in mainstream financial media earlier this year, the 60/40 portfolio in stocks and bonds is holding strong. A decrease by about 350 basis points from peak year-to-date return is due to the rise in correlation … Continue reading

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