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[RT] Re: seasonaliy



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Uhhh.  That's what they said in July-Aug.  We never had the 
traditional summer rally.

 In realtraders@xxxx, profitok <profitok@xxxx> wrote:
> Hello
> 
> this is   a strong  week  historically
> For next week the big story is seasonally.
> As you can see by the tables below, it does not matter much where 
you go.
> The last 2-3 days in October and first 2-3 days in November are 
second only to
> the period between Christmas and the New Year for consistent 
returns.
> The Russell 2k has been up every Halloween day since its inception 
in 1987.
> Over the FastTrack database Monday's, if they are the first or last 
day of 
> the trade have not been favorable so the approach will be to buy as 
of 
> Monday's close and sell at Friday's close.
> 
> I am a little concerned about the overbought condition of the 
market so it
> would be a big plus if Monday was down.
> 
> If the seasonally scenario plays out with the last 4 days of next 
week strong,
> the week will be ending overbought with bearish divergences on the 
momentum
> indicators setting up for a weak period beginning the week of Nov 5.
> 
> I will be taking long positions in all accounts as of Monday's 
close.
> The sector account will be split between Basic Materials because 
over the 
> short life of the fund its performance has been spectacular in the 
OCT/NOV period.
> Biotech and Banking because have had consistently great performance 
in the 
> OCT/NOV period.
> 
> Last  3 days of October and  first  3 days of November.
> S&P-500 Composite              
> Mondays excluded
> The number following the daily return represents the day of the 
week;
> 1 = Monday, 2 = Tuesday etc.
> 
>                Day3      Day2      Day1      Day1      Day2      
Day3      Totals
>  1989-1      -0.85% 5   0.00% 1   1.58% 2   0.25% 3  -0.80% 4  -
0.25% 5    -0.07%
>  1990-2        Monday   0.72% 2  -0.02% 3   0.99% 4   1.57% 5    
Monday     3.27%
>  1991-3       0.50% 2   0.38% 3  -0.13% 4  -0.29% 5  -0.27% 1  -
0.40% 2    -0.20%
>  1992-4       0.39% 3   0.17% 4  -0.52% 5   0.97% 1  -0.67% 2  -
0.67% 3    -0.32%
>  1993-1       0.07% 3   0.67% 4   0.02% 5   0.27% 1  -0.14% 2  -
1.16% 3    -0.27%
>  1994-2       0.70% 4   1.70% 5  -0.30% 1  -0.83% 2  -0.41% 3   
0.30% 4     1.16%
>  1995-3       0.52% 5   0.61% 1  -0.30% 2   0.47% 3   0.94% 4   
0.14% 5     2.38%
>  1996-4       0.61% 2  -0.09% 3   0.62% 4  -0.21% 5   0.42% 1   
1.05% 2     2.40%
>  1997-1      -0.29% 3  -1.68% 4   1.21% 5   2.66% 1   0.19% 2   
0.21% 3     2.30%
>  1998-2       0.26% 3   1.67% 4   1.17% 5   1.18% 1  -0.07% 2   
0.70% 3     4.91%
>  1999-3       1.15% 3   3.53% 4   1.53% 5  -0.65% 1  -0.47% 2   
0.53% 3     5.62%
>  2000-4       1.11% 5   1.38% 1   2.20% 2  -0.57% 3   0.50% 4  -
0.11% 5     4.50%
> 
> Averages      0.38%     0.76%     0.59%     0.35%     0.07%     
0.03%       2.14%
> % Winners       82%       83%       58%       58%       42%       
55%
> 
> NASDAQ Composite               
>                Day3      Day2      Day1      Day1      Day2      
Day3      Totals
>  1989-1      -1.18% 5  -0.31% 1   0.93% 2   0.22% 3  -0.77% 4  -
0.02% 5    -1.13%
>  1990-2        Monday  -0.05% 2   0.00% 3   0.23% 4   1.77% 5    
Monday     1.95%
>  1991-3       0.96% 2   1.27% 3   0.31% 4  -0.38% 5  -0.63% 1   
0.25% 2     1.78%
>  1992-4       0.74% 3   0.74% 4  -0.11% 5   0.40% 1  -0.49% 2   
0.16% 3     1.43%
>  1993-1       0.84% 3   0.21% 4   0.75% 5   0.58% 1   0.24% 2  -
1.62% 3     1.00%
>  1994-2       0.55% 4   1.13% 5   0.17% 1  -0.68% 2  -0.05% 3   
0.04% 4     1.16%
>  1995-3       0.78% 5   1.38% 1  -0.35% 2   0.43% 3   1.62% 4   
0.79% 5     4.65%
>  1996-4      -1.06% 2   0.26% 3   1.27% 4   0.02% 5  -0.11% 1   
0.70% 2     1.09%
>  1997-1      -0.02% 3  -2.02% 4   1.48% 5   2.28% 1   0.07% 2   
0.38% 3     2.18%
>  1998-2       1.15% 3   1.14% 4   0.81% 5   1.67% 1  -0.69% 2   
1.96% 3     6.04%
>  1999-3      -0.32% 3   2.59% 4   3.17% 5   0.04% 1   0.47% 2   
1.57% 3     7.53%
>  2000-4       0.19% 5  -2.65% 1   5.58% 2  -1.08% 3   2.87% 4   
0.66% 5     5.57%
> 
> Averages      0.24%     0.31%     1.17%     0.31%     0.36%     
0.44%       2.77%
> % Winners       64%       67%       83%       75%       50%       
82%
> 
> 
> Russell 2000                   
>                Day3      Day2      Day1      Day1      Day2      
Day3      Totals
>  1989-1      -1.08% 5  -0.39% 1   0.69% 2   0.21% 3  -0.34% 4   
0.08% 5    -0.83%
>  1990-2        Monday  -0.73% 2   0.00% 3   0.08% 4   1.20% 5    
Monday     0.55%
>  1991-3       0.64% 2   0.80% 3   0.88% 4  -0.19% 5  -0.41% 1   
0.05% 2     1.77%
>  1992-4       0.64% 3   0.23% 4   0.32% 5   0.50% 1  -0.14% 2  -
0.04% 3     1.52%
>  1993-1       0.45% 3   0.36% 4   0.90% 5   0.12% 1   0.26% 2  -
1.18% 3     0.91%
>  1994-2       0.57% 4   1.09% 5   0.01% 1  -0.60% 2   0.11% 3   
0.16% 4     1.33%
>  1995-3      -0.03% 5   0.57% 1   0.00% 2   0.49% 3   1.11% 4   
0.60% 5     2.74%
>  1996-4      -0.60% 2   0.04% 3   0.71% 4  -0.24% 5   0.04% 1  -
0.01% 2    -0.07%
>  1997-1       1.16% 3  -1.43% 4   1.07% 5   1.78% 1   0.30% 2   
0.55% 3     3.44%
>  1998-2      -0.01% 3   0.81% 4   0.98% 5   2.29% 1   0.19% 2   
1.39% 3     5.66%
>  1999-3       0.24% 3   1.45% 4   1.38% 5   0.74% 1   0.13% 2   
1.40% 3     5.34%
>  2000-4       0.02% 5   0.60% 1   3.10% 2  -0.50% 3   2.38% 4   
0.15% 5     5.75%
> 
> Averages      0.18%     0.28%     0.91%     0.39%     0.40%     
0.29%       2.34%
> % Winners       64%       75%      100%       67%       75%       
73%
> 
> 
> Fidelity Sel Biotechnology
>                Day3      Day2      Day1      Day1      Day2      
Day3      Totals
>  1989-1      -2.00% 5  -0.49% 1   1.62% 2   0.07% 3  -0.35% 4  -
0.14% 5    -1.28%
>  1990-2        Monday  -0.22% 2  -0.95% 3   0.68% 4   1.69% 5    
Monday     1.19%
>  1991-3       0.72% 2   2.12% 3   1.02% 4  -0.06% 5  -1.33% 1   
0.06% 2     2.53%
>  1992-4      -0.11% 3   1.37% 4   0.48% 5   0.73% 1  -0.54% 2  -
0.95% 3     0.98%
>  1993-1       0.93% 3   0.07% 4   0.68% 5   0.92% 1  -0.14% 2  -
0.49% 3     1.97%
>  1994-2       0.29% 4   0.74% 5  -0.86% 1  -1.32% 2  -0.50% 3  -
0.42% 4    -2.07%
>  1995-3       0.13% 5   0.68% 1   0.45% 2   0.19% 3   0.10% 4   
0.32% 5     1.87%
>  1996-4      -0.71% 2  -0.42% 3   1.01% 4  -0.71% 5  -0.77% 1   
0.06% 2    -1.53%
>  1997-1       0.99% 3  -0.87% 4   1.38% 5   2.15% 1   0.67% 2   
1.64% 3     5.95%
>  1998-2       1.01% 3   2.37% 4   0.03% 5   1.87% 1   0.76% 2   
0.38% 3     6.42%
>  1999-3      -0.28% 3   1.82% 4   2.31% 5   0.06% 1  -1.79% 2  -
0.06% 3     2.07%
>  2000-4      -2.02% 5  -1.62% 1   3.15% 2   2.85% 3   4.87% 4  -
0.55% 5     6.69%
> 
> Averages     -0.09%     0.46%     0.86%     0.62%     0.22%    -
0.01%       2.07%
> % Winners       55%       58%       83%       75%       42%       
45%
> 
> 
> Rydex Basic Materials
>                Day3      Day2      Day1      Day1      Day2      
Day3      Totals
>  1998-2      -0.90% 3   1.30% 4   2.81% 5   0.75% 1   1.36% 2   
0.61% 3     5.92%
>  1999-3      -0.12% 3   0.12% 4   3.60% 5  -1.27% 1   1.06% 2   
0.46% 3     3.85%
>  2000-4       0.82% 5   7.31% 1   1.06% 2  -1.35% 3  -0.91% 4   
1.38% 5     8.30%
> 
> Averages     -0.07%     2.91%     2.49%    -0.63%     0.50%     
0.82%       6.02%
> % Winners       33%      100%      100%       33%       67%      
100%
> 
> 
> Fidelity Sel Banking
>                Day3      Day2      Day1      Day1      Day2      
Day3      Totals
>  1989-1      -1.62% 5  -0.41% 1   0.75% 2   0.66% 3   0.08% 4   
0.00% 5    -0.55%
>  1990-2        Monday   0.00% 2  -0.27% 3   1.51% 4   3.38% 5    
Monday     4.61%
>  1991-3       1.43% 2   0.52% 3  -0.37% 4  -0.07% 5  -0.15% 1   
0.07% 2     1.43%
>  1992-4       0.39% 3   0.28% 4  -0.17% 5   0.45% 1  -0.28% 2  -
0.34% 3     0.34%
>  1993-1      -0.71% 3   0.52% 4   0.52% 5   0.94% 1  -0.47% 2  -
2.62% 3    -1.81%
>  1994-2       0.93% 4   1.31% 5  -0.16% 1  -0.86% 2  -0.43% 3   
0.33% 4     1.11%
>  1995-3       1.29% 5  -0.62% 1  -0.40% 2   1.16% 3   1.19% 4  -
0.56% 5     2.05%
>  1996-4       1.21% 2   0.60% 3   0.67% 4  -0.49% 5   0.56% 1   
1.43% 2     3.97%
>  1997-1       0.98% 3  -2.37% 4   1.07% 5   2.12% 1  -0.08% 2   
0.46% 3     2.18%
>  1998-2       1.03% 3   1.66% 4   1.41% 5   0.99% 1  -0.10% 2   
2.14% 3     7.14%
>  1999-3       3.74% 3   5.61% 4  -0.94% 5  -1.16% 1   0.42% 2  -
1.10% 3     6.57%
>  2000-4       2.63% 5   4.27% 1   1.21% 2  -0.60% 3   0.86% 4   
0.16% 5     8.53%
> 
> Averages      1.03%     1.03%     0.28%     0.39%     0.42%     
0.00%       2.96%
> % Winners       82%       73%       50%       58%       50%       
60%
> 
> Good luck


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