Sector Rotating Between S&P 500 and Treasuries

Last Updated on April 18, 2023 Let’s test the strategy Turnaround Tuesday but only in bear markets. Does that work? Read the rest of the article with VIP Article Access (Subscriber Only)

Last Updated on May 17, 2023 In this article, we make a backtest of a specific trading strategy and compare the results by using three different entries: Let’s start: Read the rest of the article: Members Only)

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? Read…

Last Updated on May 12, 2023 The headline “The Small Steps of Giant Leaps” is “stolen” from a blog post published on Farnham Street. What is Farnham Street? Read the rest of the article: Member Access

Last Updated on April 18, 2023 Mean reversion trading strategies are still working very well in the stock market, at least in the main indices and the majority of the sectors. Read the rest of the article with VIP Article Access (Subscriber Only)

Last Updated on May 12, 2023 We have in a previous article determined that there is a positive holiday effect in stocks. This effect happens on the days before the holiday. But is there an opposite effect? Is there a post-holiday effect in the stock market?