Trading the Stats: January's Historical Performance
by
, 01-04-2015 at 12:01 AM (1531 Views)
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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%
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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%
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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)
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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
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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
Historically speaking, week 3 gives us a pullback
Trade hard...Jason