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I think "the traditional summer rally" is a lie. More than often its "the
summer doldrums" or the "traditional summer slowdown". Or maybe it depends
on what the analysts would prefer us to believe (and trade on).
-- John
> -----Original Message-----
> From: bruce.larson@xxxxxxxxxxxxx [mailto:bruce.larson@xxxxxxxxxxxxx]
> Sent: Sunday, October 28, 2001 10:07 PM
> To: realtraders@xxxxxxxxxxxxxxx
> Subject: [RT] Re: seasonaliy
>
>
> 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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>
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