- Ten Consecutive All-Time Closing Highs in NASDAQ [Premium Articles] December 27, 2019
Analysis and backtests of ten Consecutive all-time closing highs pattern in NASDAQ but also for NASDAQ-100 and S&P 500 stocks. Note: Access to article requires All in One, Market Signals or Premium Articles subscription.
- This is Probably an Ominous Chart [Premium Articles] December 26, 2019
This could be an ominous chart under certain conditions. Note: Access to article requires All in One, Market Signals or Premium Articles subscription.
- Worst Chart of 2019 [Premium Insights] December 26, 2019
Among numerous charts presented this year in financial and social media with irrelevant and even wrong analysis, in our opinion this one earns first place. It also came from an investment bank and that makes it even worse. Access to ...
- Economy and Stock Market Relative Rate-of-Change [Premium Insights] December 21, 2019
The chart below shows the relative rate-of-change of the growth of the economy and the stock market. Our comments are included. Access to article requires All in One or Premium Insights subscription.
- VIX Adaptive Moving Average and the Quant Mistake [Premium Articles] December 18, 2019
Recently a known quant presented a VIX adaptive moving average and claimed excess returns when its performance was compared to a standard moving average. We show here that this claim was not valid due to wrong comparisons. Note: Access to ...
- Significance of Number of New All Time Highs [Premium Insights] December 15, 2019
How significant is the number of new all-time highs in S&P 500 index? The answer to this question is given below. Access to article requires All in One or Premium Insights subscription.
- The Fallacy of Frequent Small Losses and Occasional Very Big Winners [Premium Insights] December 11, 2019
Realizing occasional big winners while suffering frequent but small losses is close to an ideal outcome in trading that is nevertheless detached from the reality of markets. Furthermore, claims that win rate can be low as long as payoff ratio ...
- Ambiguous Chart [Premium Insights] December 6, 2019
Ambiguous charts are used often by analysts and especially the sell side as marketing tools.
- Trend-following Strategies Comparison [Premium Insights] December 3, 2019
We compare the performance of five trend-following strategies in monthly and daily timeframes.
- Statistics with Minimal Relevance to Trading – Part One [Premium Insights] November 30, 2019
Some fancy statistical terms are often used by authors mainly for gaining status but have minimum relevance to trading and even investing. Examples are: stationarity, ergodicity and information ratio. Note: Access to this article requires All in One or Premium ...