It may come as a surprise coming from someone who does what I do, but I am (intellectually) in love with John Bogle. Unfamiliar with Bogle? Bogle is the founder of the Vanguard Group and the...

You’ve heard me talk a lot on this blog about building adaptive trading strategies that are capable of “learning” from the markets. Our recently launched YK Strategy takes this approach and so far has done an excellent job adjusting...

Riddle me this… Assume that at the close of trading each day we could know which way the 10-year Treasury yield would move the following day. We begin a portfolio with $1 and each day at the close we go long the S&P 500 index (frictionless) if...

Monday will be the day-after options expiration. Every month when that magical date rolls around this long ago post gets a ton of traffic. The conclusion of that post in a nutshell was that the day-after options expiration has historically been very...

This is a multi-part series looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. In this post we switch gears and look at a Nasdaq trend-follower, the 5-10-20 Strategy (all...

This is a multi-part series looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. In this post I’ll look at two monthly seasonality plays: the turn of the month (equities tend...

This is a multi-part series looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. In this post I’ll combine the three long-term indicators just tested (the Golden Cross,...