Archive for December, 2009
I (finally) put together brief instructions for the new State of the Market report. For the uninitiated, the SOTM report is not one of our proprietary strategies. The State is simply a free daily snapshot of what some of the simple strategies we’ve talked about on this blog are saying about the market for the [...]
Filed under: State of the Market Report | 5 Comments
Most Popular Posts in 2009
It’s that time of year for ubiquitous lists of the year’s most popular posts. There’s a bit of overlap with our 2008 list (some posts seem to live on in perpetuity), but most are new. Seven out of ten (#1, 2, 4, 5, 6, 7, and 9) are tests of individual strategies. Clearly, folks are saying [...]
Filed under: Random Stuff | Leave a Comment
Love this chart porn from Bespoke showing rolling 9-month % changes on the S&P 500 from 1928. It makes clear just how silly the last couple of years have been. Both the 2008/09 bear AND subsequent 2009 bull, were second only to the 1930’s in scale. That post got me thinking – what drove the [...]
Filed under: Random Stuff | Leave a Comment
I’m throwing in my $0.02 in response to Paul Kedrosky’s post Contrarianism is the New Consensus and Sentiment Edge’s rebuttal titled (tongue-in-cheekingly) Paul Kedrosky is an Idiot. The rundown: Kedrosky argues that it’s in vogue at the moment to be a contrarian (someone who bets against the prevailing opinion of the market), but that over a long [...]
Filed under: Random Stuff | 4 Comments
Roundup: RSI(2)
This is a roundup of our key posts talking about the RSI(2) indicator. Most of these are a little dated (apologies), but I needed a central location I could link to when mentioning the indicator. RSI(2) at Extremes Summary: at this moment in history, the RSI(2) indicator is contrarian: low readings portend bullish returns, and [...]
Filed under: Trading Strategies | 3 Comments
