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  • Market Cap Arbitrage: SPY vs IWM
    Posted by on July 21st, 2014 at 1:49 pm, Comments: 0

    Share on StockTwits The spread between domestic large cap stocks ($SPY) and small cap stocks ($IWM) has reached a statistically significant level.  These ETFs have an economic and statistical […]

  • Gap Personality: When to Chase and When to Hold Off
    Posted by on June 13th, 2014 at 3:34 pm, Comments: 0

    Share on StockTwits Gaps are one of the last bastions of structural inefficiency in the market and we’ve seen a ton of them lately in […]

  • 6 Steps: Find a Good Trade in the Rubble
    Posted by on April 17th, 2014 at 8:34 am, Comments: 0

    Share on StockTwits My apologies for not staying on top of posting. CFA time of year again (but, why!?). Here is a quick routine I […]

  • April Seasonality
    Posted by on March 26th, 2014 at 5:59 pm, Comments: 0

    Share on StockTwits The spring is typically a very buoyant time for equity markets. When the market is in an uptrend, March and April have […]

  • The Real Reason for Market Softness
    Posted by on March 26th, 2014 at 2:05 pm, Comments: 0

    Share on StockTwits   Remember our indicator that worked so well from 2009 to mid 2013? It went off the rails for the entire second […]

  • Options Expiration: Historical Strength
    Posted by on March 18th, 2014 at 6:23 am, Comments: 0

    Share on StockTwits Options expiration weeks are historically bullish. You’ve probably intuitively understood this to be true but couldn’t quite quantify it. I’m not sure […]

  • Bearish Engulfing Patterns are the Least of Your Problems
    Posted by on March 14th, 2014 at 11:19 am, Comments: 0

    Share on StockTwits Bearish engulfing patterns seem scary. They have an ominous name and the market behavior that forms them is usually pretty nasty. The […]

  • Strong Spring
    Posted by on March 4th, 2014 at 3:57 pm, Comments: 0

    Share on StockTwits The market shrugged off Russian military aggression and is now trading at all-time highs. There is a historical precedent for stock market […]

  • Historical Analogs: Early ’90s Vibe
    Posted by on January 8th, 2014 at 12:32 pm, Comments: 0

    Share on StockTwits   We’ve had a long love affair with historical analogs. Perhaps more than any other form of analysis they can provide a true […]

  • SPY Down 1%: Quantified Emotion
    Posted by on November 8th, 2013 at 12:14 am, Comments: 0

    Share on StockTwits After an incredibly weak market performance,  it’s best to put emotions aside and look at the data. We pulled all the days […]