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Since 2022, the Invesco DB US Dollar Index Bullish ETF (UUP) has been up 16%, while the underlying index has been up only 8%. T-Bills are the reason for this wide outperformance. I will start by noting that since 2022, gold ...

There are divergences between the historical performance of hedge funds and commodity trading advisors and customer performance, especially in the case of retail investing. Irrational market participants cause extreme volatility. Realizing the benefits of the long-term performance of a hedge fund ...

A strategy trading only one asset in the monthly timeframe has outperformed the SG CTA Index in the last 24 years. Read the article with a Trend-Following subscription.

This article describes an ETF trading strategy with mean-reversion and momentum regime switching. The Sharpe ratio of the strategy is greater than 1.

This article provides an update on the performance of the PSI5 strategy applied in convergent (mean-reversion) mode to SPY, QQQ ETFs, and Dow 30 stocks. Long-term performance results are also included, from the inception of the ETFs and since 1993 ...

The 60/40 portfolio has many variants depending on the choice of stock and bond allocations. In this article, we look at 10 variants of this popular strategic allocation. This article includes an analysis of 10 variants of the 60/40 portfolio. We ...

Most retail traders are after lottery tickets instead of following strategies and having a disciplined approach to markets. This is the disadvantage of retail and provides an edge to institutional systematic trading. Despite many good books on the subject of trading ...

Despite the hype in the financial mainstream and social media, the US stock market had its worst two-year period in 78 years when considering years with gains and the two-year performance.  Artificial intelligence is causing a regime change. Although stocks, especially ...

Stock market predictions for gains in the coming year are not very useful because the odds of the stock market gaining in a given year are already high. Summary: Most stock market analysts forecast gains for the next year, especially after ...

Traders and investors with many years of market experience rarely brag about one highly profitable trade or one profitable year. They know markets are an uphill battle. There will be good trades, exceptional trades, and bad trades. There will also ...