Premium Market Analysis, Trader Education, Software, and Trading Strategies. Thirty Years Of Skin In The Game

Premium Blog

  • S&P 500 August And September Seasonality [Premium Articles] August 23, 2018

    Seasonality charts for S&P 500 in August and September since 1960 and data for all months of the year. Below is a chart of S&P returns since 1960 for the month of August: Mean return is +0.159%. Month-to-date return is 1.62%. Despite ...

  • Cryptocurrency Technical Analysis: Is it Effective? August 21, 2018

    Cryptocurrency Technical Analysis: Is it Effective?

  • Log, Annualized and Total Return August 14, 2018

    There are two returns useful to traders and investors: total and annualized return.

  • Trendline Zoo and Equity Markets Optimists [Premium Articles] August 7, 2018

    A few comments on trendlines and equity markets optimists. Trendline zoo During the weekend a Russell 2000 chart made it in Twitter with a trendline shown on it, as follows. This is an example of data-mining and selection bias. The reason is that ...

  • Interesting Fact About AMZN [Premium Articles] July 27, 2018

    This is an interesting fact about price action in AMZN. Year-to-date, more than 85% of the profits in AMZN have come from overnight changes, as shown in the chart below: As the chart shows, overnight changes (close-to-open) have accumulated $590.61 versus only ...

  • S&P 500 Risk Assessment [Premium Articles] July 13, 2018

    The reversal risk of S&P 500 is quantified with the use of an advanced indicator. The optimal leverage (Edward O. Thorp) is defined as the expected return divided by the expected variance of returns in a given time period f = μ/σ2 f is the ...

  • Update on a Calendar Effect Anomaly [Premium Articles] July 12, 2018

    This calendar effect anomaly has significantly outperformed buy a hold return in the relevant market on both absolute and risk-adjusted basis. We last reviewed the calendar anomaly in gold (GLD) in a premium article on February 27, 2018. The strategy based ...

  • Persisting Price Action Anomaly [Premium Articles] July 10, 2018

    This price action anomaly is tradable and has persisted this year after March, while delivering performance above buy and hold return after commissions. Back in April we identified the re-emergence of the overnight trading anomaly in SPY in this article. The ...

  • CAGR Illusions June 8, 2018

    The compound annual growth rate (CAGR) is a useful but often misleading metric, especially when calculation periods are chosen purposely by sales and marketing people.

  • Hedge Funds Have Done Well Despite Negative Publicity June 3, 2018

    Those that do not do the math fall victims of negative publicity and dubious narratives.