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A reference to idiosyncratic trading strategies was made in a market commentary by Neal Berger, the President of Eagle’s View Asset Management. In this article we attempt to clarify what these idiosyncratic strategies are. Below is an excerpt from Neal Berger’s market ...

Why trading is hard and why mean-reversion has outperformed the golden cross signal in SPY in the last year and a half.

All actions in the markets based on any method, technical or fundamental, amount to forecasts.

The correlation between the 60/40 strategic allocation and the equity market in the last 30 years is close to 0.9. Actually, portfolio risk, as measured by maximum drawdown, has only been low during strong equity market uptrends.

Investing in European stocks is a forex bet.

This is a price action update for SPY ETF based on results from the P-DOW indicator. Below is the SPY daily chart as of the close of Thursday, May 25, 2017. The P-Dow indicator generated a value of 0.43 as of the ...

This is a significant price action anomaly in bonds that is responsible for more than 50% of total return since 2002.

One could probably start a small hedge fund with one of these strategies and do much better than most peers. The strategies trade Dow30 stocks in short-term mean-reversion mode. The first strategy is based on RSI(2) indicator and the second on ...

In this article we consider a mean-reversion strategy in the weekly time frame and a few other related strategies. Mean-reversion strategies in daily time frame have performed quite well in recent years. But do they also work well in the weekly ...

This article discusses the application of statistical significance tests in the case of unique trading strategy hypotheses. As an example we use a strategy based on the current 5-week winning streak in S&P 500. Note that the tests in this article ...