Meta Strategy Trading Portfolio – Probability Map Update.

Magic Price, Magic Time

How reliable are index price levels or points in time that everybody has on their radar?

I take a closer look at the “magic” 200-day moving average that currently converges with a falling trendline – just above the current S&P 500 level.

The start of the year-end rally period brings to mind the question: Can such well-known anomalies persist and what might be the cause?