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Our analysis of the January effect in small stocks provides some clues about the magnitude and persistence of this calendar anomaly. Is buying and holding underperforming small cap stocks during the month of January a profitable strategy and under what ...

The weekly systematic trading reports include open positions, new signals and year-to-date performance of seven trading strategies. Access to report requires Market Signals or All in One subscriptions.  Market Recap and Comments Stocks (SPY) gained 3.2% and ended the holiday-shortened week at ...

This simple price action anomaly has generated 40% of the annualized return of SPY since inception of the ETF but as it is shown in this article, performance may depend on certain conditions. Access to full article requires premium articles or premium insights subscription.

We discuss one of the most notorious in our opinion false dichotomy in fund management. This false dichotomy diverts attention from simpler solutions, which do not benefit an industry that is addicted to charging high fees. Access to full article ...

We add timing to stocks/bonds/gold allocation. Access to this article requires premium subscriptions.

The performance of a price series momentum strategy is improved after adding a simple indicator. Access to this article requires premium subscriptions.

A different kind of moving average not based on prices appears to track closely market regime changes and could under conditions signal the next major top or correction. Access to full article requires Premium Articles subscription or All in One subscription.

Large part of the financial media and blogosphere appear not to be aware of certain facts about the CRB index, which are demonstrated with charts below. Access to article requires premium articles or premium insights subscriptions.

After many articles in this blog going back several years on the overnight anomaly, a recent article in another blog suffering from serious data snooping provided the motivation for a closer look and an explanation of its cause. Access to ...

We analyze a price series momentum strategy in the monthly timeframe for trading gold based on 10-Year Note yield changes. Access to the article requires  a premium subscription.