Blog
Worst month for stocks: What 55 years of S&P 500 data show
September is the worst month for stocks. From 1971 to 2025 the S&P 500 lost 0.90% in an average September and closed the month higher in only 44% of…
Tag: backtesting
22 posts tagged backtesting, newest first.
22 posts · page 2 of 4
Blog
Death cross in stocks: What 27 S&P 500 signals since 1971 show
A death cross is when the 50-day moving average of a stock or index closes below its 200-day moving average. It sounds like the end of the world, and…
Blog
RSI divergence: What 20 years of S&P 500 data say about it
RSI divergence is when price and the Relative Strength Index disagree: price makes a higher high while RSI makes a lower high (bearish), or price…
Blog
Past performance is not indicative of future results
It’s been a while since my last post. I’ve been enjoying summer and spending time outdoors. I’ll share some recent thoughts. I was crunching numbers…
Blog
Shannon’s Demon, rebalancing and live trading shenanigans
Claude Shannon was an American mathematician, cryptographer, engineer and computer scientist who lived in the 20th century and died in 2001 aged 84…
Blog
Backtesting can’t be used to forecast the future
The past is not a good guide to make predictions about the future because the future will be different. One should take as little as possible but as…