The Anatomy of Bear Markets
A data-driven analysis of every bear market, correction, and drawdown in SPY since 1996 — durations, depths, recovery …
Read more →
Analyzing and Detrending Yearly Cumulative Returns
How to compute yearly cumulative returns in Python and detrend them to reveal true seasonal patterns applied to Amazon …
Read more →
SPY Seasonality Revealed
A data-driven look at SPY's recurring seasonal patterns, which months historically outperform and how to trade them …
Read more →
Adjusted vs. Unadjusted Prices: The Backtest
See how using unadjusted prices in a backtest silently distorts your results with a concrete Python example on Microsoft …
Read more →
Adjusted vs. Unadjusted Prices: The Hidden Trap
Adjusted and unadjusted stock prices look similar but can make or break your backtest. Learn the difference and when to …
Read more →