- Gold Price Action Analysis and Performance Regimes of a Strategy [Premium Insights] December 1, 2020
Gold is down about 15% from the August highs while last Friday prices broke below the 200-day moving average. Below is analysis of price action and performance regimes of a strategy. Access to article requires Premium Insights subscription.
- Weekly Signals Update – November 30, 2020 [Premium Signals] November 28, 2020
Open positions, new signals and year-to-date performance of six trading strategies in weekly timeframe. Commentary about the strategies and market is included. Access to article requires Market Signals subscription.
- Long Vs. Short Volatility Analysis [Premium Insights] November 25, 2020
A subscriber asked about the relative impact of long vs. short volatility to the results of strategy included in a premium insights article last month. Below is the analysis with comments.
- Probability of Overturning 2020 Election Outcome [Premium Insights] November 23, 2020
We provide a crude estimate of the probability of overturning the election results. A measure of the probability is important because the expectation in case of successful challenge may be highly negative. Access to full article requires Premium Insights subscription.
- Weekly Signals Update – November 23, 2020 [Premium Signals] November 21, 2020
Open positions, new signals and year-to-date performance of six trading strategies in weekly timeframe. Commentary about the strategies and market is included. Access to article requires Market Signals subscription.
- How to Properly Calculate the Sharpe Ratio [Premium Insights] November 16, 2020
The Sharpe ratio is an important metric for evaluating performance in finance world. However, calculations of this ratio in backtesting and portfolio tracking software are usually not accurate. In this article, we present the main reason for the discrepancies and ...
- Weekly Signals Update – November 16, 2020 [Premium Signals] November 14, 2020
Open positions, new signals and year-to-date performance of six trading strategies in weekly timeframe. Commentary about the strategies and market is included. Access to article requires Market Signals subscription.
- Russell 2000/NASDAQ-100 Largest Ever Divergence and What It Could Mean [Premium Articles] November 10, 2020
On Monday, November 9, 2020, there was the largest ever divergence between Russell 2000 and NASDAQ-100. Small caps rallied 3.7% while tech stocks fell -2.2%. In this article we discuss what this large divergence could mean for the market. Access ...
- Stock Market to New Highs [Premium Insights] November 9, 2020
The S&P 500 has gained about 6% since election date and is surging on Monday, November 9, 2020, to new highs due to vaccine news. Can the market continue to forge higher and on what basis? What is driving this ...
- Weekly Signals Update – November 9, 2020 [Premium Signals] November 7, 2020
Open positions, new signals and year-to-date performance of six trading strategies in weekly timeframe. Commentary about the strategies and market is included. Access to article requires Market Signals subscription.
