Inserting a caption makes my table behave weirdly

I’m trying to insert a caption into the following table:

newpage
begin{tabularx}
{textwidth}
{ | >{raggedrightarraybackslash}p{2cm} 
  | >{raggedrightarraybackslash}X| }
 hline
 textbf{Weak-Form Violations} & 
 hline
 Momentum Effect  & One way of discerning trends in stock prices ... 
 hline
Return Reversal & Although there is some evidence of momentum in ...
hline
textbf{Semi-strong Anomalies} & 
hline

Which, currently looks like this:

For some reason, when I try to insert a caption, it messes up my table badly. I’ve tried multiple places to insert the caption, this one messes up my table the least, the others completely destroy it’s structure. Can someone explain me how to correctly caption this table?

newpage
begin{tabularx}
{textwidth}
{ | >{raggedrightarraybackslash}p{2cm} 
  | >{raggedrightarraybackslash}X| }
 caption{Table 1}
 hline
 textbf{Weak-Form Violations} & 
 hline
 Momentum Effect  & One way of discerning trends in stock prices ... 
 hline
Return Reversal & Although there is some evidence of momentum in ...
hline
textbf{Semi-strong Anomalies} & 
hline