Odds of Beating the S&P 500: The Painful Turn After 2015
Research S&P 500 Jan 1996 to Aug 2026 · point-in-time names A random S&P 500 stock beat the index in 48% of the 10-year windows I ran. That reads like a coin flip. Then I cut the same test by…
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Seven Largest S&P 500 Companies vs the Rest of the Index, 30 Years
Research I wanted a number for one question. If you had owned only the seven largest S&P 500 companies, and you had rebuilt that list each year from the ranking that already existed, how would that have compared with the…
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Recession Signal: Sell the S&P 500 or Sit Still? 25 Years Tested
Research Index investing S&P 500 · April 2001 to December 2025 · 69-year check · six ETFs Selling the S&P 500 at the first recession signal and buying back once price turned up again turned $100,000 from April 2001 into…
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How Lawsuits Affect Stock Prices: 23 Real Cases Tested
Research Event study 23 cases · 2010 to 2021 · prices to Sep 2026 On the day the market first heard about the scandal, the median stock in my sample fell 8.5%. A year later it was 20.6% below its…
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Technical Analysis for Stocks: Worse Than Random on 30 Names
Research 30 US large caps Jan 2000 to Sep 2026 · 26 years I ran the 50/200 moving average rule on 30 large American stocks, one at a time, for almost 26 years. The median name turned $10,000 into $31,030….
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Time in the Market vs Timing the Market: 76 Years of Brutal Proof
Research S&P 500 Jan 1950 to Sep 2026 · $10,000 start Put $10,000 in the S&P 500 in January 1950 and never touch it, and you end up with $4,585,744 today. Run the best timing rule I could code on…
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How to Build Historical S&P 500 Constituents With Membership Changes Over Time
Data Engineering S&P 500 Universe Backtest Hygiene I see the same shortcut over and over. Someone wants to backtest an S&P 500 idea, so they scrape today’s list of 500 tickers from Wikipedia, download prices from Yahoo Finance, and call…
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S&P 500 Index Addition Strategy: Is There an Edge?
Index Effect S&P 500 March 2000 – January 2026 · $100,000 start S&P 500 Index Addition Strategy: Does Buying New Members Beat the Index? The S&P 500 index addition strategy is one of the most repeated ideas in systematic trading:…
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S&P 500 Dividend Stocks: Paid to Wait or Left Behind?
S&P 500 Dividend Stocks: Paid to Wait or Left Behind? S&P 500 Research Equal-weight medians 2000–2025 · 672 tickers · historical workbook Most long-term investors eventually face the same uncomfortable question. You want the compounding of the S&P 500, but…
