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The US Dollar Index December seasonality is well-known. There is also a seasonal effect that is maybe less known. Some comments about seasonality statistics are included. Access to article requires Premium Articles subscription.

Two interesting gold seasonality strategies are analyzed in this article, one in daily timeframe and the other in monthly timeframe.  Access to article requires Premium Insights subscription.

Gold is down about 15% from the August highs while last Friday prices broke below the 200-day moving average. Below is analysis of price action and performance regimes of a strategy. Access to article requires Premium Insights subscription.

A subscriber asked about the relative impact of long vs. short volatility to the results of strategy included in a premium insights article last month. Below is the analysis with comments.

We provide a crude estimate of the probability of overturning the election results. A measure of the probability is important because the expectation in case of successful challenge may be highly negative. Access to full article requires Premium Insights subscription.

The Sharpe ratio is an important metric for evaluating performance in finance world. However, calculations of this ratio in backtesting and portfolio tracking software are usually not accurate. In this article, we present the main reason for the discrepancies and ...

On Monday, November 9, 2020, there was the largest ever divergence between Russell 2000 and NASDAQ-100. Small caps rallied 3.7% while tech stocks fell -2.2%. In this article we discuss what this large divergence could mean for the market. Access ...

The S&P 500 has gained about 6% since election date and is surging on Monday, November 9, 2020, to new highs due to vaccine news. Can the market continue to forge higher and on what basis? What is driving this ...

Year-to-date, the equal-weight S&P 500 total return index is down 1.13% while the capitalization-weight total return index is gaining 8.22%. The wide divergence between the two indexes yesterday has prompted a new round of chart analysis plagued by recency bias. ...

S&P 500 priced in gold tells us how many ounces of gold are required to buy the S&P 500 and this can be an interesting market indicator at times that can provide a few hints about the state of the ...