Blog de Trading
Systématique, approfondi, actionnable. Sélectionné pour les débutants.
Affichage de 19 articles dans #market-cycles
#market-cycles
Market Seasonality: Sell in May, the Santa Rally, and the January Effect
Quantify calendar effects in equities — the November-April best six months, the Santa rally, and the January effect — and use them as tactical tilts.
Kondratiev Wave: The Long-Term Perspective on Markets and Debt
Understand the Kondratiev Wave's 50-60 year cycles of debt and technology, its four seasons, and the limitations of long-wave analysis for trading.
The Four-Stage Market Cycle: Accumulation, Markup, Distribution, Markdown
Identify the four market cycle stages — accumulation, markup, distribution, markdown — by volume signatures and where to participate profitably.
Economic Cycle and Asset Rotation: Early, Mid, Late, Recession
Map the four economic cycle phases to outperforming assets — early-cycle stocks and industrials, late-cycle commodities, and recession bonds.
Cycle Top and Bottom Identification Signals
Identify market cycle tops and bottoms using margin debt, distribution days, capitulation volume, sentiment extremes, and base formation signals.
Crypto Four-Year Cycle: The Halving Effect and Diminishing Returns
Examine Bitcoin's four-year halving cycle, pre- and post-halving returns across 2012-2024, and why each cycle shows diminishing percentage gains.
Credit Cycle and Risk Appetite: Spreads as a Leading Indicator
Track the credit cycle through high-yield OAS spreads and leverage ratios to gauge risk appetite and rotate between risk-on and risk-off regimes.
Crypto Market Cycles: Bull and Bear Markets
Crypto markets move in cycles driven by Bitcoin halvings, sentiment shifts, and liquidity — understanding these phases helps traders time entries and exits.
Stock Market Seasonality: Sell in May, Santa Rally
Calendar anomalies in equities have been documented for decades — none large enough to be a strategy on its own, but all useful as context for the seasonal backdrop.
Statistical Significance of Seasonal Patterns
A seasonal average that looks good on a chart can still be pure noise — only a proper significance test tells you whether the pattern has a real edge or is just a random cluster of lucky years.
Options Expiry and Quadruple Witching
Four times a year four classes of derivatives expire on the same Friday, volume surges, gamma exposure drives price toward strikes, and the market behaves oddly.
Month-End and Quarter-End Price Effects
On the last trading days of each month a wave of non-discretionary money moves through the market — pension funds rebalance, target-date funds adjust, and FX hedges are re-sized.