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Tag Archives: SPY
There are many posts in the blogosphere and social media in the last few days about a head and shoulders top formation in SPY. There is no such pattern formation.
It could be that the market is more efficient during the day since 100% of the gains in SPY ETF are due to overnight changes. In fact, since inception, SPY has lost about 38 points during regular trading hours as … Continue reading
Absolute price series momentum woes in the equity markets continue this year. Only one of the four models considered shows positive performance in SPY.
Year-to-date performance trading the SPY ETF: Popular RSI(2) system -2.9%, WR2 system +8.19% and PSI system -0.5%. More details with charts are included below.
Quarterly SPY line chart when adjusted for dividends shows a dynamic bull market.