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  • Systematic Trading Update – June 13, 2022 [Premium Signals] June 11, 2022

    Systematic trading updates include open positions, new signals, and the performance of six trading strategies in the weekly timeframe. Market Signals or All in One subscriptions are required to access the report.

  • Does Short-Term Momentum Work? [Premium Articles] June 9, 2022

    Does short-term momentum in equities work? We answer this question for both long-only and long-short portfolios of large-cap stocks. Access to the full article requires a Premium Articles subscription or an All in One subscription.

  • Systematic Trading Update – June 6, 2022 [Premium Signals] June 4, 2022

    Systematic trading updates include open positions, new signals, and the performance of six trading strategies in the weekly timeframe. Market Signals or All in One subscription are required to access the report.

  • Long-Short Strategy For Factor ETFs [Premium Articles] June 2, 2022

    In this article, we include backtesting results of a long-short strategy for factor ETFs. In the test period, the strategy had a low drawdown and a respectable Sharpe ratio.  Access to the full article requires a Premium Articles subscription or an All in ...

  • Systematic Trading Update – May 31, 2022 [Premium Signals] May 28, 2022

    Systematic Trading updates include open positions, new signals, and the performance of six trading strategies in the weekly timeframe. Market Signals or All in One subscription are required to access the report.

  • Lumber-Gold Strategy Update [Premium Articles] May 27, 2022

    We provide an update on the performance of strategy based on the relative performance of gold and lumber for investing in stocks and bonds. We also include analysis that shows this strategy was probably data-mined and this increases the uncertainty ...

  • Stocks With Largest Losses Year-to-Date [Premium Articles] May 25, 2022

    Below are the stocks in the S&P 500, NASDAQ-100, and NASDAQ Next Generation 100 Indexes with year-to-date losses of more than 50%.  Access to the full article requires a Premium Articles subscription or an All in One subscription.

  • Anomalous Price Action Reversal in Gold [Premium Articles] May 24, 2022

    Any reversals in price action anomalies are always interesting and could also provide trading opportunities. Below is a reversal of an anomaly in gold. Access to the full article requires a Premium Articles subscription or an All in One subscription.

  • Systematic Trading Update – May 23, 2022 [Premium Signals] May 21, 2022

    Systematic Trading updates include open positions, new signals, and the performance of six trading strategies in the weekly timeframe. Market Signals or All in One subscription are required to access the report.

  • Analysis of S&P 500 and NASDAQ-100 7-Week Losing Streaks [Premium Articles] May 19, 2022

    The S&P 500 and the NASDAQ-100 will complete a 7-week losing streak this Friday, May 20, 2022, except if a large relief rally occurs. Below is what we know about these long weekly losing streaks. Access to the full article ...