Seasonal tendencies of DJIA

["Michael Clark" <clarkmj@xxxxxxxxxxxxxxxx>]

Here is the output for 1970-1996 for monthly profits for the DJIA in
Points.
System bought on the first day of the trading month and sold on the first
of the next month No deductions are considered.

MON     NetPrft PFact   ROA     MaxDD   %Prft   BigWTrd BigLTrd AvgWTrd
       1  1052.4    2.92  271.59  -387.5      65  252.11 -223.89   94.16
       2  612.23    2.33  320.41 -191.08      65  179.21 -154.78   63.02
       3  311.05    1.62  107.84 -288.43      58  173.61 -215.88   54.44
       4  656.29    3.45  257.31 -255.06      67  147.67   -62.5   51.37
       5  841.94    4.04  340.21 -247.48      59  232.05  -58.65    69.9
       6   94.51    1.19   23.07 -409.74      48  121.52 -114.18   46.13
       7  491.09    1.99   87.71 -559.87      63  188.35  -139.9   58.08
       8   19.19    1.02    3.86 -497.64      63  110.97 -285.89   49.38
       9   55.96     1.1   14.32 -390.81      41  256.51  -97.53    54.7
      10 -366.33    0.64  -35.81-1022.99      58   111.5 -625.11   42.55
      11  187.07    1.25   54.36 -344.11      65  320.45 -171.75   55.76
      12 1157.46   28.45 1067.57 -108.42      81  237.03  -22.36   57.12

Just some info that might be useful.
Mike Clark
clarkmj@xxxxxxxxxxxxxxxx