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Here's the Bull / Bear / Flat sort for the SX 240 day contracts from 1969 to
1998. Normalized data is used.
The circled area on the chart is the SX seasonal trade time frame
You're right ... the seasonal trade strategy needs to be
considered with the 240 day analysis.
Best regards
Walter
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Bull Years (most to least)
70
83
76
71
95
73
88
74
72
80
78
93
87
Bear Years (least to most)
75
91
92
77
86
84
94
82
98
81
85
89
Flat Years
96
79
90
69
97
Attachment Converted: "f:\eudora\attach\SX - Bull-Bear Averages.gif"
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