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  We have in a previous article determined that there is a positive holiday effect in stocks. This effect happens on the days before the holiday. But is there an opposite effect? Is there a post-holiday effect in the stock market? What is a holiday? First, we need to define what a holiday is: To…

Would you like to know what the worst-performing group of stocks is? One certain type of stock has not made any money since JFK was president. That is 60 years. Yes, you read it right. 60 years! Any long-term mindset won’t help you if you invest in this type of stocks. Which type of stocks…

Investors are always looking for ways to magnify their returns, and leveraged ETFs seem to promise that, which is why they are becoming very popular among both institutional and retail investors. Ever since their emergence, leveraged ETFs have received a lot of media attention that an uninformed may think they are all gains and no…

Let’s look at an interesting and peculiar pattern in GDX – gold miners: We have in many articles mentioned the tailwind from the overnight edge. We use the following trading rules: [/am4show] This strategy has returned the following equity curve: The average gain per trade is 0.12%, and it’s not tradable as it is. But…

The headline “The Small Steps of Giant Leaps” is “stolen” from a blog post published on Farnham Street. What is Farnham Street? There is no coincidence that the webpage is called Farnham Street. Shane Parrish, the founder of Farnham Street, simply used the address of his favourite company: Berkshire Hathaway, 3555 Farnam Street. Parrish is…

Today we will look at another trend following strategy developed by a famous fund manager long ago. It’s called Fabian Timing Model and was developed by Richard Fabian in the 1960s. The Fabian timing model is a simple quantitative long-term trend following strategy for the stock market. It is based on an intermarket signal between the…

What trading hour is the best? Does the time of day make a difference when trading? When should you buy and sell during the trading day? We test: Gold, Oil, Silver, SP500, and Swiss Franc Seasonal trading strategies can take many forms in any time frame. This article looks at intraday data for some of…

A few months back we published an article about seasonality in the retail sector: Our article was based on research done by Jay Kaeppel. Mr. Kaeppel did a follow up some few months later, but this time he included two slightly different retail funds by fidelity: The biggest holdings of FDFAX are these: The biggest…