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Also,
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http://www.lambertganneducators.com/newsletters/article_seasonaltime.p
hp
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, Natasha M S <dynomitedoll_ddd@xxxx>
wrote:
>
>
> Joe Landry <jelandry@xxxx> wrote:Natasha - Welcome on board, I
don't consider it spam and I'm interested in comments about
investment styles, seasonal trends... I guess you would call this
effect seasonal. Dec or early Jan is when the Dogs of the Dow get
picked also. What's the old addage - in by October and out by May?
Watch out for mid Jan, and April 15 are other key dates.
>
> Usually I get my education on trading ideas and strategies from
other forums, but I would welcome some discussion in this area in the
Amibroker community. I note and read most of the time Yuki and
Dimitris's comments on the N225 on this board, but that may be the
only thread that goes on with general interest.
>
> Best regards
> JOE
>
>
$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$
> Hi,
> For those who are interested in seasonal investing
strategies: (Just for info)
> Most of the market's gains occur during the months November through
April. An analysis of the average gains for each month shows that
November, December, January, March and April have been outstanding
months since 1950. Add February and our "Best Six Months" strategy is
born. These six consecutive months gained 9221.61 Dow points in 50
years while the remaining May through October months gained only
1299.03 points.Market timer Sy Harding, in his book, Riding The Bear,
took our November-through-April strategy, enhanced it, and termed it
the "Best mechanical system ever." He simply used the MACD indicator
developed by our old friend Gerald Appel to enter the "Best Six
Months" period up to several weeks earlier, if the market was in an
uptrend.
>
> Gerald Appel recommends an 8-17-9 MACD to generate buy signals and
a 12-25-9 MACD to confirm a sell signal for a stock, which has had a
strong bullish move.
>
> Actual Entry and Exit Dates : DOW
>
> MACD Worst 6 Months MACD Best 6
MonthsSignal May-October*Investing
Signal November-April*InvestingDateDJIA% Change10,000
DateDJIA% Change10,00022-Apr-50213.907.310,730 14-Nov-
50229.5413.311,33010-May-51260.070.110,741 13-Nov-51260.411.911,5455-
Apr-52265.441.410,891 31-Oct-52269.232.111,78830-Apr-
53274.750.210,913 23-Oct-53275.3417.113,80414-May-54322.5013.512,386
5-Nov-54366.0016.316,05429-Apr-55425.657.713,340 21-Oct-
55458.4713.118,1579-Apr-56518.52-6.812,433 8-Oct-56483.382.818,6659-
May-57496.76-12.310,904 29-Oct-57435.764.919,58016-May-
58457.1017.312,790 6-Oct-58536.2916.722,8495-May-59625.901.612,994 6-
Oct-59636.06-3.122,14122-Apr-60616.32-4.912,358 7-Oct-
60586.4216.925,88321-Apr-61685.262.912,716 9-Oct-61705.42-1.525,49523-
Apr-62694.61-15.310,771 10-Oct-62588.1422.431,2051-May-
63719.674.311,234 18-Oct-63750.609.634,20114-Apr-64822.956.711,986 9-
Nov-64878.086.236,32219-May-65932.122.612,298
> 26-Oct-65956.32-2.535,4142-May-66931.95-16.410,281 17-Oct-
66778.8914.340,47812-May-67890.03-2.110,065 21-Nov-67870.955.542,7048-
May-68918.863.410,407 14-Oct-68949.960.242,78921-May-69951.78-
11.99,169 16-Oct-69838.77-6.739,92315-Apr-70782.60-1.49,040 6-Nov-
70771.9720.848,2263-May-71932.41-11.08,046 29-Nov-
71829.7315.455,65324-Apr-72957.48-0.67,998 25-Oct-72951.38-
1.454,87426-Apr-73937.76-11.07,118 11-Dec-73834.180.154,92926-Apr-
74834.64-22.45,524 10-Oct-74648.0828.270,4191-May-75830.960.15,529 17-
Oct-75832.1818.583,4475-May-76986.46-3.45,341 28-Oct-76952.63-
3.080,94327-Apr-77923.76-11.44,732 31-Oct-77818.350.581,3489-May-
78822.07-4.54,519 14-Nov-78785.269.388,91317-Apr-79857.93-5.34,280 5-
Nov-79812.637.095,13720-Jun-80869.719.34,678 10-Oct-
80950.684.799,6091-May-81995.59-14.63,995 14-Oct-81850.650.4100,0074-
May-82854.4515.54,614 8-Oct-82986.8523.5123,50913-May-
831218.752.54,729 21-Oct-831248.88-7.3114,49311-May-841157.143.34,886
17-Oct-841195.893.9118,9581-May-851242.057.05,228
> 4-Oct-851328.7438.1164,28125-Apr-861835.57-2.85,081 6-Oct-
861784.4528.2210,60813-Apr-872287.07-14.94,324 4-Nov-
871945.293.0216,92610-May-882003.656.14,588 12-Oct-
882126.2411.8242,5238-May-892376.479.85,037 14-Nov-
892610.253.3250,52720-Apr-902695.95-6.74,700 22-Oct-
902516.0915.8290,11026-Apr-912912.384.84,926 17-Oct-
913053.0011.3322,89211-May-923397.58-6.24,620 21-Oct-
923187.106.6344,20326-Apr-933398.375.54,874 7-Oct-
933583.635.6363,47813-Jun-943783.123.75,055 17-Oct-
943923.9313.1411,09423-May-954436.447.25,418 23-Oct-
954755.4816.7479,74717-Apr-965549.939.25,917 17-Oct-
966059.2021.9584,81127-May-977383.413.66,130 18-Nov-
977650.8218.5693,00124-Apr-989064.62-12.45,370 13-Oct-
987938.1439.9969,50913-May-9911107.19-6.45,026 20-Oct-
9910392.365.11,018,95413-Apr-0010923.55-6.04,725 23-Oct-
0010271.725.41,073,97811-May-0110821.31-17.33,907 2-Oct-
018950.5915.81,243,6661-Apr-0210362.70-25.22,923 2-Oct-
027755.616.01,318,28610-Apr-038221.3316.43,402
> 3-Oct-039572.317.81,421,11220-Apr-0410314.50-0.93,371 4-Oct-
0410216.5455-Year Loss($6,629) 54-Year Gain$1,411,112 * MACD
generated entry and exit points (earlier or later) can lengthen or
shorten eight month periods
>
> Actual Entry and Exit Dates : NASDAQ
>
> MACDWorst 4 Months MACDBest 8 MonthsSignalJuly 1-Oct 31*Investing
SignalNov 1-June 30*InvestingDateNASDAQ% Change10,000 DateNASDAQ%
Change10,00022-Apr-50109.54-3.69,640 4-Nov-71105.5624.112,4107-Jun-
72131.00-1.89,467 23-Oct-72128.66-22.79,59325-Jun-7399.43-7.28,785 7-
Dec-7392.32-20.27,6553-Jul-7473.66-23.26,747 7-Oct-
7456.5747.811,31411-Jun-7583.60-9.26,126 7-Oct-7575.8820.813,66822-
Jul-7691.66-2.45,979 19-Oct-7689.4513.215,47227-Jul-77101.25-4.05,740
4-Nov-7797.2126.619,5877-Jun-78123.10-6.55,367 6-Nov-
78115.0819.123,3283-Jul-79137.03-1.15,308 30-Oct-79135.4815.526,94420-
Jun-80156.5126.26,698 9-Oct-80197.5311.229,9624-Jun-81219.68-
17.65,520 1-Oct-81181.09-4.028,7647-Jun-82173.8412.56,209 7-Oct-
82195.5957.445,2741-Jun-83307.95-10.75,545 3-Nov-83274.86-14.238,8451-
Jun-84235.905.05,822 15-Oct-84247.6717.345,5653-Jun-85290.59-3.05,648
1-Oct-85281.7739.463,51810-Jun-86392.83-10.35,066 1-Oct-
86352.3420.576,53930-Jun-87424.67-22.73,916 2-Nov-87328.3320.191,9248-
Jul-88394.33-6.63,658
> 29-Nov-88368.1522.4112,51413-Jun-89450.730.73,683 9-Nov-
89454.071.9114,65211-Jun-90462.79-23.02,836 2-Oct-
90356.3939.3159,71111-Jun-91496.626.43,018 1-Oct-91528.517.4171,52911-
Jun-92567.681.53,063 14-Oct-92576.2220.5206,6937-Jun-93694.619.93,366
1-Oct-93763.23-4.4197,59817-Jun-94729.355.03,534 11-Oct-
94765.5713.5224,2741-Jun-95868.8217.24,142 13-Oct-
951018.3821.6272,7173-Jun-961238.731.04,184 7-Oct-
961250.8710.3300,8074-Jun-971379.6724.45,204 3-Oct-
971715.871.8306,2211-Jun-981746.82-7.84,799 15-Oct-
981611.0149.7458,4131-Jun-992412.0318.55,686 6-Oct-
992857.2135.7622,06729-Jun-003877.23-18.24,651 18-Oct-003171.56-
32.2421,7611-Jun-012149.44-31.13,205 1-Oct-011480.465.5444,9583-Jun-
021562.56-24.02,436 2-Oct-021187.3038.5616,26720-Jun-
031644.7216.02,825 6-Oct-031907.853.5637,83621-Jun-041974.38-1.62,780
1-Oct-041942.2034-Year Loss($7,220) 33-Year Gain$627,836 * MACD
generated entry and exit points (earlier or later) can lengthen or
shorten eight month periods
>
>
> Actual Entry and Exit Dates : S&P 500MACD Worst 6
Months MACD Best 6 MonthsSignal May-
October*Investing Signal November-
April*InvestingDateS&P500% Change10,000 DateS&P500% Change10,00022-
Apr-5017.9611.011,100 14-Nov-5019.9412.911,29010-May-5122.511.211,233
13-Nov-5122.795.311,8885-Apr-5224.002.211,480 31-Oct-
5224.520.411,93630-Apr-5324.62-1.111,354 23-Oct-5324.3518.314,12014-
May-5428.8013.612,898 5-Nov-5432.7116.116,39429-Apr-5537.9612.214,472
21-Oct-5542.5914.118,7059-Apr-5648.61-4.513,821 8-Oct-5646.43-
0.218,6689-May-5746.36-12.212,134 29-Oct-5740.696.619,90016-May-
5843.3616.914,185 6-Oct-5850.6814.022,6865-May-5957.75-1.114,029 6-
Oct-5957.09-2.922,02822-Apr-6055.42-2.513,678 7-Oct-
6054.0321.726,80821-Apr-6165.773.314,130 9-Oct-6167.940.927,04923-Apr-
6268.53-16.511,798 10-Oct-6257.2422.233,0541-May-6369.974.812,365 18-
Oct-6373.329.136,06214-Apr-6479.996.513,168 9-Nov-6485.195.337,97419-
May-6589.672.813,537
> 26-Oct-6592.20-1.437,4422-May-6690.90-14.811,534 17-Oct-
6677.4720.745,19312-May-6793.48-0.411,488 21-Nov-6793.106.247,9958-
May-6898.914.512,004 14-Oct-68103.321.148,52221-May-69104.47-
7.811,068 16-Oct-6996.37-10.043,67015-Apr-7086.73-2.910,747 6-Nov-
7084.2222.653,5403-May-71103.29-9.69,715 29-Nov-7193.4115.861,99924-
Apr-72108.192.39,939 25-Oct-72110.72-1.760,94526-Apr-73108.89-
11.88,766 11-Dec-7396.04-6.157,22726-Apr-7490.18-21.16,917 10-Oct-
7471.1423.870,8481-May-7588.100.96,979 17-Oct-7588.8613.580,4125-May-
76100.880.77,028 28-Oct-76101.61-3.677,51727-Apr-7797.96-5.76,627 31-
Oct-7792.343.980,5409-May-7895.90-3.66,388 14-Nov-7892.499.588,19217-
Apr-79101.240.66,427 5-Nov-79101.8212.098,77520-Jun-80114.0614.27,339
10-Oct-80130.291.9100,6511-May-81132.72-10.56,569 14-Oct-81118.80-
1.199,5444-May-82117.4611.67,331 8-Oct-82131.0525.8125,22713-May-
83164.900.67,375 21-Oct-83165.95-4.5119,59111-May-84158.493.67,640 17-
Oct-84164.148.7129,9961-May-85178.372.57,831
> 4-Oct-85182.7832.6172,37425-Apr-86242.29-3.17,588 6-Oct-
86234.7821.7209,78013-Apr-87285.62-12.86,617 4-Nov-
87248.963.5217,12210-May-88257.626.47,041 12-Oct-88273.9811.7242,5258-
May-89306.0010.57,780 14-Nov-89337.99-0.8240,58520-Apr-90335.12-
6.17,305 22-Oct-90314.7620.4289,66426-Apr-91379.023.47,554 17-Oct-
91391.926.8309,36111-May-92418.49-0.77,501 21-Oct-
92415.674.3322,66426-Apr-93433.545.97,943 7-Oct-93459.180.0322,66413-
Jun-94459.102.18,110 17-Oct-94468.9612.7363,64223-May-
95528.5810.78,978 23-Oct-95585.069.7398,91617-Apr-96641.6110.29,894
17-Oct-96706.9920.2479,49627-May-97849.7110.410,923 18-Nov-
97938.2318.1566,28524-Apr-981107.90-10.29,808 13-Oct-
98994.8037.5778,64213-May-991367.56-5.79,249 20-Oct-
991289.4311.7869,74313-Apr-001440.51-3.18,963 23-Oct-001395.78-
10.8775,81111-May-011245.67-15.67,564 2-Oct-011051.339.1846,4101-Apr-
021146.54-27.85,462 2-Oct-02827.915.3891,27010-Apr-03871.5818.26,456
3-Oct-031029.858.6967,91920-Apr-041118.151.26,533 1-Oct-041131.5055-
Year
> Loss($3,467) 54-Year Gain$957,919 * MACD generated entry and exit
points (earlier or later) can lengthen or shorten eight month periods
>
>
>
>
>
> Warm regards,
> Natasha
>
>
>
>
>
>
>
>
> ---------------------------------
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