Last Updated on April 18, 2023
One of the more peculiar effects of the S&P 500 is the huge difference in performance between odd and even days. It turns out that one type of calendar day is much better than the other. Can we develop a trading strategy based on odd and even days?
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Last Updated on May 8, 2023 We did a backtest where we optimized the month and trading day to find the best trading days for the S&P 500 from the year 2000. We remind you that the TRADING day is different from the calendar day. Read the rest of the article: Premium Access (Subscriber Only)
Last Updated on May 8, 2023 What happens in the coming days after a very bad Friday when the stock market goes down? Let’s backtest and find out if we can make any money from it. Read the rest of the article: Premium Access (Subscriber Only)
Last Updated on May 8, 2023 One of the best edges in the stock market is the overnight edge – the price action from the close until tomorrow’s morning (or close). Is it still working? Can a trend filter improve performance? Read the rest of the article: Premium Access (Subscriber Only)
Last Updated on May 8, 2023 The end-of-month bias (effect) in stocks is well documented. But how strong is the bias? We conduct a simple test to show how strong the effect is. Read the rest of the article as a member: Premium Access (Subscriber Only)
Last Updated on April 18, 2023 SPY is the ETF for S&P 500 and GLD is the ETF for the gold price. Read the rest of the article with VIP Article Access (Subscriber Only)
Last Updated on April 20, 2023 Here is a trading strategy that are rotating between S&P500 and Treasuries. Read the rest of the article with VIP Article Access (Subscriber Only)
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