Quantifiable Edges | Assessing Market Action With Indicators & History

Quantifiable Edges. Overall, the last day of the year used to be consistently bullish for the market. But that has changed since the turn of the...

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Quantifiableedges.com news digest

  • 2 months

    An updated look at Thanksgiving Week Stats

    Note: Later this week I will be having the annual “Black Friday” sale, which is the only sale I run during the year. If you think you might be interested in a subscription, then now might be a good time to take a free 1-week trial and see if Quantifiable...

  • 4 months

    The Reversal Tendency of Labor Day Week

    In the subscriber letter over the last several years I have demonstrated that the performance during the week of Labor Day has been impacted by the performance in the month leading up to it. Interestingly, is has been somewhat of a momentum reversal...

  • 5 months

    First trading day of the month has generally been strong…except August.

    I’ve shown the chart below several times over the years. It breaks down by month the performance of the first trading day of the month. July has long had the strongest Day 1. But August is also notable for it’s lack of Day 1 performance.
    As you can see it is the only month with a negative Day 1 return. Below is a look at how it has played out over time....

  • 9 months

    97 Years of Death Crosses

    The SPX is going to experience a Death Cross today at the close. I’ve written many times in the past about “Death Crosses”. A Death Cross is when the 50ma crosses below the 200ma. It is confirmation of a downtrend. Some people view it as a bearish signal...

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