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Engulfing bullish candlestick performance

Today we test the Engulfing bullish candlestick pattern. This is part of a series of tests we are conducting to measure the efficacy of candlestick p[...] read more »
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S&P a potential short term buy

The current price pattern in the S&P and spike in bond prices is bullish for the short term, if tomorrows open April 1st is below 782.3. This pattern[...] read more »
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Doji star historical performance

This doji star pattern is supposed to be a bullish reversal formation, yet after we tested the pattern we now know that the pattern typically loss’s [...] read more »
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Breakaway bullish candlestick pattern

Today we test the Breakaway Bullish candlestick pattern. We tested this pattern on every one of the S&P 500 stocks since 1990 and compared the perfor[...] read more »
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Belt hold bullish candlestick pattern

Today we test the Belt Hold Bullish candlestick pattern. How to Identify it - A white body occurs in a downtrend with no lower shadow. Below are the [...] read more »
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Candlestick pattern efficacy

The average 5 day return for the abandon baby pattern was 3.6 times greater than the average 5 day return of all periods tested. The abandon baby bul[...] read more »
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Mortgage related closed end funds

Today the Fed announced to purchase $300B of longer-term Treasuries, $750B of MBS and $100B of GSEs. Today’s announcements are a major positive for f[...] read more »
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Option expiration statistics

The average trade on an options expiration day lost -$307 as a comparison when buying at the open and selling at the close on any given Friday that i[...] read more »
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Leveraged and inverse ETF pitfalls

The best way that I can explain this underperformance of leveraged and inverse ETFs is that they are designed to track the underlying index based on [...] read more »
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Ripe Trade: Bullish market stats

The McClellan oscillator is way oversold on a short term basis -290 also a bullish divergence in McClellan Oscillator and summation , the TRIN had a [...] read more »
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Gold looks like a short

Gold has rallied from $700 in November to $1000 just a few days ago, I think its gotten ahead of itself and looks like it will probably pull back dow[...] read more »
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VIX as a hedge

Below is a chart that compares the S&P 500, a fixed 70% allocation in S&P and 30% allocation to VIX and a monthly rebalance with 70% allocation in S&P and 30% allocation to VIX. You can see that the monthly rebalance significantly outperforms with l read more »
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Bullish thoughts

The current price pattern in the S&P, spike in VIX and spike in the long bond set up a short term bullish scenario for the S&P if tomorrow February 19th if the S&P futures open below 770. This pattern has occurred 52 times and 51 of the trades have read more »
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VIX hedge allocation for S&P

A 30% allocation to the VIX and 70% allocation to the SPY would have only suffered a maximum 14% peak to trough drawdown and grown a $100k account into $1,261,750 which is a 17% annual growth rate. As a comparison a $100k account invested entirely i read more »
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Levered and inverse ETF list

This is a list of all the levered and inverse ETFs. Man there are a ton of these things 1x, 2x and 3x ETFs New products are coming out everyday, my favorite are the 2 that track the VIX which are VXX and VXZ. read more »
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