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The ninth buy the dip chart formation of the year propelled the S&P 500 to new all-time highs on Friday, December 10, 2021. The number of buy the dip formations this year is highest since 11 that occurred in 2000. Although ...

Given the performance data year-to-date, equity index publishers appear to be better stock pickers and ETPs providers. They also have the advantage of passive investors following the indexes. That’s two strikes against stock picking. Stock indexes and some ETPs are rebalanced ...

The systematic trend-following strategy generates signals for NASDAQ-100 stocks. Rebalancing occurs monthly if there are new entry/exit signals. The signals of the strategy are now available to Market Signals and All in One Subscribers. Key features of systematic trend-following of NASDAQ-100 ...

When compared to Invesco QQQ Trust Series 1 and even to a simple momentum strategy, ARK Innovation ETF now appears too expensive. Below we compare the performance of ARK Innovation ETF (ARKK) from inception to December 2, 2021, to the performance ...

Crude oil settled down $10.24/bbl on Friday, November 26, 2021, and that is the fourth largest drop since March 1983. How to properly measure extreme crude oil moves. As shown below, crude oil fell $10.24/bbl on Friday, November 26, 2021. This ...

The overnight effect appears to be under normalization this year. A diminishing impact of the effect on returns is probably good for the market. It appears the overnight effect is in the process of being arbitraged out but this may take ...

In the last few years the term non-ergodicity has found its way in popular articles about investing. In many cases, this term is used by people who don’t understand probability theory but their aim is to attract attention using what ...

Although it’s used frequently by financial mainstream media journalists and even technical traders, the definition of a bear market for a stock that has fallen 20% from all-time highs often does not make any sense. TSLA fell to a low of ...

Is it possible to determine whether a systematic fund makes discretionary transactions based on technical or fundamental analysis? It may be possible, but considerable effort is required. Numerous funds claim to be completely systematic by employing “algorithms” for market timing. This ...

A breakout of Gold Miners relative to S&P 500 is no guarantee these stocks will not crash in case there is a stock market correction. Is this time different because of higher inflation? Maybe it is but maybe it isn’t. Someone ...