According to @QCompounding, Jeremy Siegel’s Stocks for the Long Run presents data showing equities have delivered the strongest long-horizon returns among major asset classes and concludes that long-term holding is superior to market timing, source: @QCompounding and Jeremy Siegel, Stocks for the Long Run. For traders, the actionable takeaway is to prioritize time-in-the-market approaches such as steady allocation or dollar-cost averaging because Siegel’s research finds timing strategies underperform over multi-decade horizons, source: Jeremy Siegel, Stocks for the Long Run. Risk management remains necessary, but the core edge comes from compounding the equity risk premium through persistent exposure rather than frequent short-term prediction, source: Jeremy Siegel, Stocks for the Long Run. This directly aligns with @QCompounding’s summary that time in the market beats timing the market, source: @QCompounding.

According to @QCompounding, Jeremy Siegel’s Stocks for the Long Run shows from historical data that equities deliver the strongest long-term returns and that staying invested beats market timing (source: @QCompounding; source: Jeremy Siegel, Stocks for the Long Run). For trading strategy, this supports prioritizing sustained equity exposure, using dollar-cost averaging, and rebalancing over frequent timing trades to capture the long-run equity premium (source: @QCompounding citing Siegel). The source does not mention crypto, so no direct BTC or ETH impact is provided in this reference (source: @QCompounding).