Commentary, Methodology

2/18/21 Signals xCC/y1>t1 – High Dimensionality

A 39 day lookback is used today, a month is generally 21 trade days. Note the ,07 median natural log return for the period. Win rates are quite good when they approach 60%. Note DIA wCC at 69%. IWM, IJH, and IJR are over 70% wCO. I pulled my pending SA article, figuring I can… Continue reading 2/18/21 Signals xCC/y1>t1 – High Dimensionality

Commentary, Methodology

8/21/20 xCC – Lipstick Day and Mothers Day

Lipstick Day comes from the expression "Put lipstick on a pig." I use that term for mostly summer Fridays. Mothers day, in 1970s Milwaukee street slang was the day people received their welfare checks. For stock market events, that means options expiration day. Today is both. Hopefully, the market won't start freaking out about the… Continue reading 8/21/20 xCC – Lipstick Day and Mothers Day