Tag Archives: SPY

Profiting From Random Strategies

The bulk of trading strategies are random because they are either overfitted to noise or are the result of selection bias. However, there are ways of even profiting from random strategies. In this article I outline the general idea and … Continue reading

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Mean-Reversion Algo Update

The IBS algo bought the dip at the open of last Monday and exited at the open of Tuesday with 1.15% gain. The other three algos are in a long position.

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Protracted Low Volatility Is Not An Unusual Phenomenon

Some traders complain in social media that volatility has stayed low for a long time or for longer than expected. According to those traders, this is an unusual phenomenon. Some are even upset blaming central banks for the low volatility … Continue reading

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Is Technical Analysis Broken?

When major financial media sites make up patterns because they can find none to present their case of a bull market, then there is a problem. Fed policies and the financialization of all assets have had a negative effect on … Continue reading

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The Month Of August Hides A Few Surprises

During one of the worst stock markets downtrends in 2008, the S&P 500 managed to gain 1.22% in August of that year. But last year, the S&P 500 fell 6.3% although the market was in a strong uptrend. The month … Continue reading

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Another Rare Pattern Just Formed in S&P 500

In the last two years the market has formed some very rare patterns, including the longest consolidation channel in its recent history, a record period with no back-to-back gains and some rare intraday reversals. The latest rare pattern is related … Continue reading

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When Did The Bull Market Begin?

Permabears complain constantly in social media that this is the longest bull market in stocks for over six years. This is a way of justifying their wishful thinking. When did the bull market really begin? Let us think about it.

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Bulls Should Keep Low Profile – Stock Market Still In Return-Reversion Mode

The quick rebound from the Brexit low caused excitement to bulls and this is understandable. However, the stock market is still in return-reversion mode and it can reverse for exactly the same reasons that it rallies: robots call the shots.

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