Brett Steenbarger discusses using the 75-day cumulative NYSE Tick for short term trading.
Mutual fund cash levels vs. S&P 500 performance. Also here, here and here. Synopsis: Mutual funds are at relatively low cash levels now, and this may be bearish.
Using the VIX as a signal to switch between value/growth and large/small cap indices. (via The Big Picture).
IBD: Distribution days can signal market tops.
An interesting strategy for a long/short currency ETF is discussed by Roger Nusbaum.
How Hedge Funds Beat the Market. Conclusion: Hedge funds are better stockpickers than market timers.
Using Google Trends to pick stocks?
From FT.com:
He showed me a strategy he had been working on: using futures, go long 80 per cent Russell 2000 futures and 20 per cent T-bills. Then do two market neutral-overlays: first, go long 100 per cent Russell 1000 Growth and short 100 per cent Russell 1000 Value (so you benefit if “growth” beats “value” for large stock).
Second, go long 100 per cent Russell 2000 Value and short 100 per cent Russell 2000 Growth. This way you win if value beats growth among smaller stocks. He tested it out from 1994-2006. During bull markets, bear markets, liquidity disasters, wars, recessions, rising interest rate periods and declining interest rate periods. Bubbles and busts. The result: 11.8 per cent a year with low volatility.
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