Chasing Momentum by Charles Bilello, Pension Partners Momentum is one of the most powerful and persistent market anomalies. The evidence supporting this assertion is overwhelming. The idea that ...Read more Comments Off on Chasing Momentum
ETF Charts Showing a Market in Transition from Momentum/Tech to Value/Industrials? by Conor Sen In a past life I was primarily a technical analysis guy. Now I’ve mostly ...Read more Comments Off on ETF Charts Showing a Market in Transition from Momentum/Tech to Value/Industrials?
A new way to visualize sector momentum by Dynamic Hedge A couple of months ago I wrote a post about the behavioral principals behind the momentum effect in ...Read more Comments Off on A new way to visualize sector momentum
by Michael Batnick, The Irrelevant Investor Howard Marks is a brilliant thinker and one of the most thought provoking investors out there. More importantly, he walks the walk ...Read more Comments Off on Is Momentum Misunderstood?
by Mike Harris, Price Action Lab The day momentum died, mean-reversion was born. Now they have both merged into what I call momersion. I have to start writing ...Read more Comments Off on The Day Momentum Died
Momentum is Price Breakout by Mike Harris, Price Action Lab Lately, there is a tendency to associate momentum, relative strength or cross-sectional, to quantitative analysis and label absolute ...Read more Comments Off on Momentum is Price Breakout
by Price Action Lab Momentum systems are popular because they are supposed to generate excess alpha at lower risk. However, as in the case with traditional trading systems, ...Read more Comments Off on Is the Momentum Effect Played Out?
In my previous post I took a look at why the momentum factor has worked historically in the markets. The past numbers are impressive, but there are some drawbacks, including high turnover, tax inefficiency, large drawdowns and high costs associated with … Continue reading → The post My Thoughts on Gary Antonacci’s Dual Momentum appeared first on A Wealth of Common Sense.Click on the title of this article to go directly to www.awealthofcommonsense.com to see it in it's entirety. Thanks for reading. ...Read more Comments Off on My Thoughts on Gary Antonacci’s Dual Momentum
by Carl Swenlin, StockCharts.com One of the charts we like to review from time to time is the Mechanical Signal Analysis chart. It shows the percentage of S&P ...Read more Comments Off on The U.S. Equity Market is Losing Momentum
by Ben Carlson, A Wealth of Common Sense One of the most difficult aspects of investing is that to create a successful investment process you have to get ...Read more Comments Off on Competing Investment Strategies Are Difficult to Stick With or Let Go Of
by Andrew Thrasher, CMT Starting in late February I began to see some warning signs for the short-term movement in U.S. equities. On Feb. 23rd I wrote in my ...Read more Comments Off on Momentum is Falling in the U.S. Equity Market
by Charles Bilello, Pension Partners When you read the word “momentum,” what’s the first sector that comes to mind? I’m guessing it wasn’t Health Care. Looking at today’s market, though, ...Read more Comments Off on Momentum, Thy Name is Healthcare?
by Charles Bilello, Pension Partners In the short-run, sentiment and momentum drive everything in markets. We have a conflicting backdrop with respect to these factors heading into year-end. ...Read more Comments Off on Sentiment vs. Momentum: The Battle Into Year-End
by Gary Antonacci, Optimal Momentum Interest in momentum is growing as it gains recognition as the premier market anomaly. Our purpose here is not to report on every ...Read more Comments Off on Why Momentum Beats Value