85% chans för upp på S&P

När jag läste ditt inlägg tänkte jag spontant NEJ, nu när jag räknat fram resultatet så är strategin lika bra som något annat.

Elkleg....Kanon ju.

Jag långar utan SL. ALL IN ;0)

Är för feg tyvärr.

Från 1990, hade man suttit helt still hade avkastningen varit 545% till idag (1137), hade man använt ovanstående strategi hade avkastningen blivit 350%. Det finns betydligt bättre strategier.

Sen får man fråga sig vad som kan vara avvikande. Tänker främst på Fiscal cliff och vilken impact det har?

Vore kul om det finns andra avgörande händelser vid årsskiftet som man kan titta tillbaka på.

Elkleg, älskar dina historiska data, läser dom alltid!

"Notice that, regardless of what happens over the first five days of January, history suggests that there is a 65% chance that the market will rise through year end. These odds improve only slightly once the market has risen over those first five trading days, and decline only slightly if the market falls — by 4 and 7 percentage points, respectively.

Not a lot to write home about, is there?

In fact, given volatility in the historical data, these differences are not statistically significant at the 95% confidence level that statisticians often use to determine if a pattern is more than a fluke.

If this is not enough to dissuade you from paying much heed to this indicator, consider this: Over the last four decades, the pattern has been just the reverse of what it was previously. Since 1970, in fact, the odds of an “up” year were even higher following a down Dow over the first five days of January than following a rising Dow."

"Notice that, regardless of what happens over the first five days of January, history suggests that there is a 65% chance that the market will rise through year end. These odds improve only slightly once the market has risen over those first five trading days, and decline only slightly if the market falls — by 4 and 7 percentage points, respectively.

Not a lot to write home about, is there?

In fact, given volatility in the historical data, these differences are not statistically significant at the 95% confidence level that statisticians often use to determine if a pattern is more than a fluke.

If this is not enough to dissuade you from paying much heed to this indicator, consider this: Over the last four decades, the pattern has been just the reverse of what it was previously. Since 1970, in fact, the odds of an “up” year were even higher following a down Dow over the first five days of January than following a rising Dow."