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Monthly seasonality charts for S&P 500 and US Treasury Bond 20+ Year Total Return indexes in the case of buy and hold and momentum. Access to the full article requires a Premium Articles subscription or an All in One subscription.

A look back at the summer rally of 2008. Access to the full article requires a Premium Articles subscription or an All in One subscription.

The weekly systematic trading updates include open positions, new signals, and the performance of six trading strategies. Market Signals or All in One subscription are required to access the report.

We present a mean-reversion regime indicator and discuss some of the issues associated with using regime indicators in general.  Access to the full article requires a Premium Articles subscription or an All in One subscription.

The weekly systematic trading updates include open positions, new signals, and the performance of six trading strategies. Market Signals or All in One subscriptions are required to access the report.

The weekly systematic trading updates include open positions, new signals, and the performance of six trading strategies. Market Signals or All in One subscriptions are required to access the report.

Performance of assets, sectors, commodities, and forex, in the first half of 2022. Access to the full article requires a Premium Articles subscription or an All in One subscription.

Trend-following is a trading style and not one particular strategy but a wide variety of strategies with different performances and characteristics. Below is the year-to-date and long-term performance of ten trend-following strategies in SPY ETF. Access to the full article ...

The weekly systematic trading updates include open positions, new signals, and the performance of six trading strategies. Market Signals or All in One subscriptions are required to access the report. For more information on the strategies, see here. Market Recap and Comments ...

We present an improvement to the strategy that trades calendar anomalies with three popular ETFs. Access to the full article requires a Premium Articles subscription or an All in One subscription.