View RSS Feed

JTH

Trading the Stats: January's Historical Performance

Rate this Entry
___
Stepping into 2015, historically speaking, over the past 20 years, the S&P 500 has a positive bias for the 1st Quarter

From 1995-2014, all 4 quarters combined:

  • The average winning ratio is 69%
  • The average gain is 2.25%
  • The average positive gain is 6.71%
  • The average negative gain is -7.56%

The 1st Qtr:

  • Places 2nd with a winning ratio of 70%
  • Places 3rd with an average gain of 1.75%
  • Places 4th with an average positive gain of 5.36%
  • Places 2nd with an average negative gain of -6.66%

7/16/04 Up day-1st-qtr-1995-2014-png
___
When compared with all months combined, for the Months of January the S&P 500 has a positive bias, but a below average rating

From 1995-2014, all Months combined:

  • The average winning ratio is 63%
  • The average gain is .72%
  • The average positive gain is 3.31%
  • The average negative gain is -3.74%

The month of January:

  • Places 6th with a winning ratio of 60%
  • Places 8th with an average gain of .19%
  • Places 7th with an average positive gain of 3.15%
  • Places 9th with an average negative gain of -4.23%

7/16/04 Up day-jan-1995-2014-png
___
Of the first 4 weeks of January (excluding the occasional week 5) when compared with January's weeks 1-4, the 1st week has a mixed bias, with a below average rating

From 1995-2014, for January's weeks 1-4 combined:

  • The average winning ratio is 51%
  • The average gain is -12%
  • The average positive gain is 1.54%
  • The average negative gain is -1.87%

The 1st week of January (with the last 5 closing positive):

  • Places 1st with a winning ratio of 60%
  • Places 2nd with an average gain of -.01%
  • Places 3rd with an average positive gain of 1.53%
  • Places 4th with an average negative gain of -2.33% (the highest negative average of the 4 weeks)

7/16/04 Up day-jan-week-1-1995-2014-png
___
For January's trading days 2-11, from 1995-2014, the price action appears to dip down on days 4-7, rising on days 8-11
7/16/04 Up day-jan-trd-days-2-11-png
___
Of the last 11 Monday through Fridays:

  • Monday picks up a bit of steam, leaving Wednesday as the leading laggard of the bunch
  • Last 2 Mondays closed positive for SPX/R2K/AGG
  • Last 3 Thursdays closed positive for SPX/R2K
  • On Friday AGG closes positive 82% of the time closing up the last 9 of 11 times

7/16/04 Up day-2015-01-04-m-f-png

Historically speaking, week 3 gives us a pullback

Trade hard...Jason

Submit "Trading the Stats: January's Historical Performance" to Digg Submit "Trading the Stats: January's Historical Performance" to del.icio.us Submit "Trading the Stats: January's Historical Performance" to StumbleUpon Submit "Trading the Stats: January's Historical Performance" to Google

Categories
Stats

Comments


SPY (C Fund) (delayed)

(Stockcharts.com Real-time)
DWCPF (S Fund) (delayed)

(Stockcharts.com Real-time)
EFA (I Fund) (delayed)

(Stockcharts.com Real-time)
AGG (F Fund) (delayed)

(Stockcharts.com Real-time)

Yahoo Finance Realtime TSP Fund Tracking Index Quotes