r***s
发帖数: 1805 | 1 Year end here means three trading days before Xmas and the three trading
days after New Year's Day from 1934 to 2013.
*This period has showed a gain 81.5% of the time.
*This period is in no way “guaranteed” to result in a profit as it has
showed a loss 18.5% of the time
*The largest up period was +13.41% (1991-1992)
* The largest down period was -4.09% (1937-1938)
*The “average winning trade” and “median winning trade” was +2.62% and +
2.16%, respectively.
*The “average losing trade” and “median losing trade” was (-1.42%) and (
-1.07%), respectively.
看上去年底这几天的赢率是最高的，不要期望大跌。 |
l*********m
发帖数: 16971 | 2 how about the days between Xmas and New Year's Day?
+
(
【在 r***s 的大作中提到】
: Year end here means three trading days before Xmas and the three trading
: days after New Year's Day from 1934 to 2013.
: *This period has showed a gain 81.5% of the time.
: *This period is in no way “guaranteed” to result in a profit as it has
: showed a loss 18.5% of the time
: *The largest up period was +13.41% (1991-1992)
: * The largest down period was -4.09% (1937-1938)
: *The “average winning trade” and “median winning trade” was +2.62% and +
: 2.16%, respectively.
: *The “average losing trade” and “median losing trade” was (-1.42%) and (
|
r***s
发帖数: 1805 | 3 应该有更大的赢率, days between Xmas and New Year's Day 是传统意义上的
Santa Rally week.
【在 l*********m 的大作中提到】
: how about the days between Xmas and New Year's Day?
:
: +
: (
|
l*********m
发帖数: 16971 | 4 day day up
【在 r***s 的大作中提到】
: 应该有更大的赢率, days between Xmas and New Year's Day 是传统意义上的
: Santa Rally week.
|
