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Oct 08 2013

Playing The Bounce - With A Twist

  • Oct 8, 2013

The historical batting average of this strategy has been decent, with gains in 9 of 18 years along with “excess” returns over the S&P 500 in 10 of 18 years. The best Bounce seasons have occurred when the market was either down for the year through September, or up only modestly.

Apr 04 2012

More On Mean Reversion

  • Apr 4, 2012

Could it be possible we’re on the doorstep of another great secular run in stocks? Well… no.