Hi Jason
Nice post. Definitely an issue that needs constant repeating, despite the best efforts of all first-year statistics and/or finance professors worldwide.
Two issues:
1) There is a very nice light paper by Daniel Polakow on not trusting one's eyes from IASSA - link below. Written from a practitioner's perspective.
2) To answer Peter, and perhaps to save you some work on the correlation front, Francois-Serge Lhabitant already has a (again) light paper available from SSRN on common misinterpretations of correlation, trend and variance.
(1) http://www.iassa.co.za/wp-content/uploads/journals/072/IAJ72-5-Polakow-…
(2) https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1808267