Premium Blog

Every trader’s resolution for this year should include a transition to a mode of operation that is compatible with current market environment.

There are many who confuse these two: trading and investing.

Why do some chartists turn ad hominen when their practice is challenged? The plausible answer is that they are frustrated by continuous failures and are acting under the influence of backfire effect cognitive bias.

As reported in a premium article in June of this year, this market anomaly has disappeared but we have identified an ETF where it still persists. In this premium article on June 20, 2016, we wrote: The overnight effect has virtually disappeared from ...

We compare the performances of Golden Butterfly and Price Action Lab Diversified Portfolio strategic allocations

There are some significant developments in the “overnight effect” year-to-date. A persistence overnight effect is one of the simplest edges and it is realized by buying a security at the close of a day and selling it at the next open. ...

Signal-to-noise indicator for S&P 500 and SPY.

Authors of popular books and blog articles often present long backtests of certain strategies that exhibit superb risk-adjusted performance. It is important to realize that it is highly possible that these superb results are due to market conditions that may ...

Volatility trading strategies often realize impressive returns. However, some of those strategies cannot deal effectively with volatility spikes and exhibit large drawdown levels. In this article I look at a simple strategy for trading volatility that is available in the ...

The validity of any backtest results should not be assumed no matter how credible their source appears to be.