main articles Statistical Metrics This article contains the explanations of the backtest metrics, used to describe and evaluate the characteristics and the performance of an anomaly or a portfolio of anomalies.N°Years: the number of years
main articles Calendar Anomalies (3/3) ForecastCycles sections and features The list of the pages about Anomalies: Anomalies ranking: contains the list of the anomalies and their statistical significativity, both in net and gross returns. Anomaly details: contains the backtest of the anomaly
main articles Calendar anomalies (1/3) - Theory review In the first version of Forecastcycles, it was just the investigation of one calendar anomaly: the Month Of the Year (MOY). In the new version there will be investigated over 10 calendar anomalies
main articles Calendar anomalies (2/3) - Anomaly list The list of the anomalies available on Forecastcycles: Halloween effect (HAL and HAL_others): also known as “Sell in May and go away” is a market-timing strategy based on the hypothesis that stocks