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This article includes a review of the Momersion anomaly and stocks that exhibit high tendency of mean-reversion to the upside. The Momersion indicator was introduced in this article. This indicator measures momentum and mean-reversion tendency. If the value is above 50, ...

There is no edge in this hype about the stock market. More details are included below. As the year end is getting closer, there is hype and statistics about a rally in stocks. As the chart of the S&P 500 since ...

This is a typical tweet that shows lack of understanding of markets and technical analysis. These tweets are very common. I just saw this tweet this morning: https://twitter.com/HumbleStudent/status/942986069804568576 These breadth indicators measure momentum, not overbought conditions. Overbought is assumed in the sense of ...

Traders fail for many reasons but a common one is that they listen to failed traders.

This is a very simple edge based on a seasonality anomaly that has survived 2017 markets although performance in the last three months is flat.

In the last few days and due to bitcoin futures launch, it became apparent than very few people understand futures markets. Below is my analysis of how bitcoin futures will affect the market and an example of misunderstanding futures from ...

The bitcoin chart shows an exponential rise and that may cause certain illusions. The recent exponential rise in bitcoin does not mean that profit potential has necessarily increased. On the contrary, it has decreased when compared to past. This may be seen ...

A 3% drawdown in S&P 500 has not occurred for a record number of days since 1960 but the misconception is revealed below. A 3% drawdown has not occurred in S&P 500 for 271 days as shown in the second pane ...

In this article we look at the past performance of two popular trend-following strategies applied to the Dow 30 group and attempt to explain the reasons this style has fallen out of favor among some fund managers. The two strategies we ...

Trading short volatility via VIX-related ETFs is very popular nowadays but involves extreme tail risk. Many strategies to trade short volatility via ETFs are optimized so that tail risk in past data is avoided but risk of ruin has high probability ...