i****e
发帖数: 451 | 1 For SPX, sep is on average the worst month. From 1950-2007,
average SPX monthly percentage gain:
Jan Fed Mar Apr May
0.0135007062 -0.0014291237 0.0074564649 0.0125916234 0.0011043999
Jun Jul Aug Sep Oct
-0.0003088358 0.0057750654 0.0003856287 -0.0059347527 0.0077436910
Nov Dec
0.0130753245 0.0156573088 |
A**l
发帖数: 225 | 2 ... how about just averaging leap year data? Wonder if there's any
difference... |
i****e
发帖数: 451 | 3 Not sure what you meant. Only look at pre 1980 data?
【在 A**l 的大作中提到】
: ... how about just averaging leap year data? Wonder if there's any
: difference...
|
i****e
发帖数: 451 | 4 Relatively speaking, not much difference.
Sep are among worst in both cases, and Nov-Dec are among the best.
===========
1980-2007:
===========
Jan Fed Mar Apr May
0.0169588330 0.0023095713 0.0037947910 0.0136126256 0.0117663245
Jun Jul Aug Sep Oct
0.0034982456 -0.0005477478 0.0024294594 -0.0086688073 0.0091977607
Nov Dec
0.0131557755 0.0132886084
===========
1950-1980:
【在 A**l 的大作中提到】
: ... how about just averaging leap year data? Wonder if there's any
: difference...
|
A**l
发帖数: 225 | 5 No, not pre or after 1980.
I meant "leap years", the years that are dividable by 4. Leap years also
happen to be the election years. (And election is in Nov.) So I was wonder
if that will make a difference one way or another. ^_^.
【在 i****e 的大作中提到】
: Not sure what you meant. Only look at pre 1980 data?
|
i****e
发帖数: 451 | 6 For election years:
Jan Fed Mar Apr May
6.343164e-03 -2.099801e-03 5.295631e-03 2.480441e-03 1.175984e-03
Jun Jul Aug Sep Oct
1.392500e-02 -3.457567e-04 5.237804e-03 8.261439e-05 7.150700e-03
Nov Dec
1.543980e-02 1.264535e-02
Sep is still weak, avg percentage gain 0.00008, although positive.
Nov and Dec are as usual, the strongest ones. |
i****e
发帖数: 451 | 7 Nov rally starts from today? looks very bullish, let's see whether tomorrow
it can hold and VIX down to <50 |
w******s
发帖数: 16209 | 8 vix is not trend broken.
and index at high end of the down trend.
if we ignore the fact we are in bear market, we could keep dreaming.
tomorrow
【在 i****e 的大作中提到】
: Nov rally starts from today? looks very bullish, let's see whether tomorrow
: it can hold and VIX down to <50
|
r*******t
发帖数: 367 | 9 村长，你这次是不是还是要反指啊
【在 w******s 的大作中提到】
: vix is not trend broken.
: and index at high end of the down trend.
: if we ignore the fact we are in bear market, we could keep dreaming.
:
: tomorrow
|
w******s
发帖数: 16209 | 10 do I know you?
【在 r*******t 的大作中提到】
: 村长，你这次是不是还是要反指啊
|
r*******t
发帖数: 367 | 11 上次被我的弹弓打过~
【在 w******s 的大作中提到】
: do I know you?
|
w******s
发帖数: 16209 | 12 I am a newbie in TA
so any conclusion could be wrong :)
just learning to read chart
【在 r*******t 的大作中提到】
: 上次被我的弹弓打过~
|
r*******t
发帖数: 367 | 13 村长谦虚了
【在 w******s 的大作中提到】
: I am a newbie in TA
: so any conclusion could be wrong :)
: just learning to read chart
|
