Eric Peterson

A Twist on the 'January Effect'

The "January Effect" is the tendency for small-cap stocks to outperform large-cap stock in early January. The January Effect is not January predicting the stock market return for the rest of the year!

And please define your terms. Adjusted R, Intercept Coefficient, Positive January Coefficient, Positive January Coefficient P Value,
F, are all meaningless unless you tell us what they are! First requirement of any good writing is to define your terms.

Did I Just See a Dead Cat Bounce?

The more people I see say this is just a small bounce in a new bear market, the more I buy. The majority opinion is usually wrong.

Did I Just See a Dead Cat Bounce?

Well, 11 points up in the SP500 is not a bad day. That's way above the daily average in the bull market the past 4 years. So far, the bounce from Monday's close is 74 points, more than 5%. That's a pretty nice bounce.

Did I Just See a Dead Cat Bounce?

The Dead Cat is still bouncing! Higher and Higher!

S&P500 = 1 Week, 1 Month and 3 Month Lows

"It's interesting that the Nazz has the strongest performance, while the S&P lags and the Russell 2000 is worst of all."

Ok, why is it interesting? One of those 3 has to be best, and one has to be worse. Is there some significance to the NASDAQ being best and Russell worst? In the past, has that meant something for the future?