Seasonal, Technical and Fundamental S&P 500 Index Timing Tests
January 15, 2020 - Calendar Effects, Equity Premium, Fundamental Valuation, Technical Trading
Are there any seasonal, technical or fundamental strategies that reliably time the U.S. stock market as proxied by the S&P 500 Total Return Index? In the February 2018 version of his paper entitled “Investing In The S&P 500 Index: Can Anything Beat the Buy-And-Hold Strategy?”, Hubert Dichtl compares excess returns (relative to the U.S. Treasury… Keep Reading