Trading the Stats: Week 41
by
, 10-10-2015 at 04:27 PM (1202 Views)
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Useless Data (strength follows strength)
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Over the past 788 months, the average monthly return is .69%Like this month, from 1950, there have only been 16 months which have started out with trading days 1-3 up, 4th day down, and days 5-7 upOf those 16 occasions, 15 closed positive, with a total average monthly return of 4.18%The one month which did close down was -.10%
Statically speaking, October is a tricky month to analyze due to the recent 2008 Bear Market's steep decline
___October 2008 has 4 of the top 20 worst days over the past 66 years2nd with -9.03%, 6th with -7.62%, 16th with -6.10% and 18th with a -5.74% loss
Conversely, October 2008 also has 3 of the top 20 best days over the past 66 years
___1st with 11.58%, 2nd with 10.79%, 19th, with a 4.77% gain
4th Quarter Update (covering the past 40 years)
-Currently the index is sitting at 4.94%
Over the past 40 years, this is substantially higher than the average gains of 1.61% and on target with the average positive gains of 4.82%
Monthly Update (covering the past 20 years)
-Currently, the index is sitting at 4.94%
Over the past 20 years, this is substantially higher than the average gains of 1.65% and on target with the average positive gains of 4.62%
Weekly update (covering the past 11 years)
-Week 40 closed at 3.26%-
This is the 2nd best close over the past 12 years, and the 7th best over the past 66 years.Comparing week 13-week range of week 40-52, here are the week 41 stats4th best winning ratio at 64%
3rd best average positive gains at 2.18%
5th best average gains at .91%
4th best average negative gains at -1.31%
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Overall, week 41 ranks in a 2-way tie as the 3rd best week in the 4th quarter's 40-52 week range
Trading Day of the Month (Octobers over the past 11 years)
-Trading days 8-9 have shown weak winning ratios
On trading day 9, the Top 1 gain of 11.58% skews the .94% average gains
On trading day 11, the top 1 loss of -9.03% skews the -.99% average gains
Day of the Week
-Friday has been the best day to buy, with a 36% winning ratio and -.51% average gains
Wednesday has been the best day to sell, with a 73% winning ratio and .73% average gains
Pre IFT vs. Post IFT
-The Pre-IFT deadline has a 52% winning ratio with -.05% average gains
The Post-IFT deadline has a 68% winning ratio with .19% average gains
When the Pre-IFT closed positive, the post IFT closed positive 62% of the time
When the Pre-IFT closed negative, the post IFT closed negative 25% of the time
Take care…Jason