Archive for February, 2010
Manila Training Camp (or Bust)
I’m off to Manila for the rest of the month to attend to my life’s other obsession, MMA. Our parent gym is there and I’m treating the trip as a training camp – just giving my game a little nitrous boost (I have a strange sense of “fun”). The blog will be sleeping. Business, trading, and the [...]
Filed under: Random Stuff | 5 Comments
This is our monthly health check of short-term mean-reversion in the US market. Why a health check? Because short-term mean-reversion (by “short-term”, think for ex. RSI(2) or DV(2)) is so important to what we index swing-traders are doing right now because at this moment in history, it’s the most effective directional trade. *** CLICK TO ZOOM *** *** [...]
Filed under: State of Short-term MR | Leave a Comment
All of the results below have been independently-audited in real-time by at least one third-party. Visit MarketSci.com for links to third-party audits and to learn more about accessing our strategies via a managed account or subscription. YK and Scotty both performed well for the month with returns of +3.2% and +1.9% (versus -3.7% for the S&P 500), [...]
Filed under: My Performance | 3 Comments
I’ve long followed Elliott Wave Theory. What are your thoughts on it? – KS I get this question about EWT or technical analysis in general. My take? I put no faith in any trading method that involves drawing squiggly lines on charts. Squiggly lines are inherently difficult to quantify and test, and I automatically assume [...]
Filed under: Random Stuff | 9 Comments
This is an update to my last look at whether the uncanny string of positive Mondays we’ve experienced since September of last year is really all that unprecedented. For those keeping score at home, the S&P 500 has closed up on 17 of the last 19 Mondays (or Tuesday if Monday was a holiday) for [...]
Filed under: Time-based | 2 Comments
