Category Archives for Market Studies

Is The Christmas Season Bullish For U.S. Markets?

With the Christmas season upon us, I thought it would be interesting to review how the S&P behaves in the days just before Christmas. Do the days just before this holiday tend to be bullish, bearish, or neutral?  To test the market behavior just before the Christmas holiday I will use the S&P Cash index back […]

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Market Seasonality Study

With October over I thought it would be a good idea to review our Market Seasonality Study.  Back on May of this year, we closed a seasonality trade in anticipation for a traditional weak period of the stock index markets. That is, the months of May, June, July, August, September and October. So what did the […]

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A Strategy For Each Day of the Week [Seriously?]

Algo trading

A different strategy for each day of the week? Sounds crazy, but is it? I have written about “Turnaround Tuesday” before.This simple strategy is actually at new highs since this was published over 10 months ago! But what about other markets? Is it possible to just trade one market per day of the week (from open to […]

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Three Trading “Truths” Quantified

trading truths

I want to discuss three trading “truths” that I often hear but when I finally got into testing ideas found them to be myths. These discoveries were instrumental in turning my trading around. For those that know my story, it was not all roses and rainbows – what trading story is?!? I actually “learned” about a […]

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Can You Short The S&P Successfully?

A short signal for the S&P500? Believe it or not, some do exist. Although these can often be hard to find they can also contribute greatly to your success – so tons of traders search endlessly for a complimentary short system or two for their portfolios. I want to talk about a simple short edge that […]

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Creatures of Habit

human or algorithm executing entries and exits

“Creatures”, in this case =  human or algorithm executing entries and exits.I was searching for a generic photo that has the different days of the week, but in different languages, when I came across this graph, which shows historical Days of Week averages of patients waiting for CT scans… which you may think has absolutely […]

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Seasonality in the Bond Market? You Bet!

For those who are willing to see it, there is strong evidence that reasonably persistent seasonal trends exist in the stock market (see here, here, and here). But what about the bond market? Do seasonal trends exist there? Consider the following and decide for yourself. Junk vs. GNMA “Junk” bonds (more tactfully referred to as […]

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