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John Dundee wrote:
> The last two years in a row you could have bought November 1 and made a
> ton in that month, sold the first week of December, bought the last week
> of December and sell by the end of January for another ton.
John,
This occurrence has been noted and analysed. It is refered to as
"The January Effect". For more information, call the CME and request
their free booklet on this phenomenon. It will show you some
interesting ways to spread the indexes against each other for
profit during this time frame. :)
Walt Downs
CIS Trading
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