SX seasonal trades

["Walter Lake" <wlake@xxxxxxxxx>]

Thanks for your emails

Enclosed is the data for SX seasonal trades for the last 15 years (84 to 98)
from MRCI:

The optimized entry date is ~June 19th and the exit is ~August 7. The
assumption is that you buy and hold to the exit date unless stopped out.
Just a nice basic concept <G>

The following are the yearly best equity amounts (profit or MFE) and worst
equity amounts (loss or MAE) paired and sorted by MAE from least to most. I
broke the list and put lines on the chart at the obvious stop points.
There's lots of profit in the first group for the $300 risk. The second
group has questionable amounts of profit for the risk and of course the last
group has lots of downside.

3912.5    0
5512.5    0
4337.5    0
1812.5    -275
7462.5    -275
4462.5    -312.5

2137.5    -1112.5
1575       -1425
4375       -1612.5
5262.5    -1625
11425     -1875

1187.5    -2950
837.5      -3237.5
3100       -3337.5
50           -5675

Best regards

Walter


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