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  • Price Action Anomaly Detection Signals November 10, 2022

    Starting today, we are offering price action anomaly detection for 32 ETFs to our Market Signals and All-in-One subscribers as a free bonus. Below is a recent example of price action anomaly detection. Results of DLPAL DQ price anomaly detection for 32 ...

  • Trend-Following Strategy For Trading Futures November 8, 2022

    This is a trend-following strategy for trading futures contracts in the daily timeframe, with a brief discussion of the risks and limitations For all backtests in this article, we used Norgate data. We highly recommend this data service (we do not ...

  • Entries Make The Difference in Trend-Following Performance November 6, 2022

    Trade exits are important in trend-following because they determine how well the strategy captures trends. But trade entries make the difference and deliver the alpha. Read the article with a Trend-Following subscription. 

  • Fundamentals Are a Poor Predictor of Equity Market Returns November 4, 2022

    In the short-term fundamentals may affect investor sentiment and behavior, but in the long term, they are a poor predictor of equity market returns. Many traders with skin in the game have noticed a low correlation between fundamentals and equity market ...

  • Systematic Vs. Discretionary CTAs October 31, 2022

    Based on historical returns since 1987, I show that the returns of top AUM CTAs and discretionary trader returns are statistically indistinguishable. Read the article with a Trend-Following subscription. 

  • Strategic Diversification With Tactical Investing October 26, 2022

    Is strategic diversification with tactical investing an oxymoron schema? In a sense, it is, and it also has some hidden risk variables. However, even strategic investing has an embedded tactical investing dimension. Equity indexes are frequently rebalanced based on constituent strength ...

  • Records Depend on Metrics October 24, 2022

    Most records in the market depend on the metric under consideration. When the metric changes, the performance changes, and records can vanish. An example of recent US dollar index performance is included. The US dollar index has stayed above its 200-day ...

  • The Objective Function of Greedy Passive Investing October 20, 2022

    The image of the patient passive investor is probably wrong. These investors are the greediest and try to squeeze every basis point of return out of the market while blaming traders, the Fed, banks, and everyone else during bear markets. Passive ...

  • The CTA Correlation With Equities Is Dynamic October 18, 2022

    Historically, Commodity Trading Advisors do not correlate with equities. However, the correlation is dynamic and varies between extreme values. Read the article with a Trend-Following subscription. 

  • Money On The Sidelines Has Not Helped Performance October 14, 2022

    Money on the sidelines, whether as a means of adding to a position after a large correction or raising cash during a correction, has not helped the performance of investors in US equities. It sounds paradoxical, but it is true, and ...