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I think seasonality has nothing to do with mostly bubble's data of
90-s he has presented. Out of 15 years throw out only tree positive
periods of 1991, 1998 and 2000 years and you will get negative average
return -0.23% for remaining years. Doing such a statistic you need
considerable period of 50-70 years of data.
Sunday, February 1, 2004, 12:18:07 AM, you wrote:
p> First five trading days of February.
p> The number following the daily return represents the day of the week;
p> 1 = Monday, 2 = Tuesday etc.
p> The number following the year is its position in the presidential cycle
p> R2K Day1 Day2 Day3 Day4 Day5 Totals
p> 1989-1 0.34% 3 0.36% 4 0.48% 5 -0.07% 1 0.81% 2 1.93%
p> 1990-2 0.72% 4 1.06% 5 0.57% 1 0.01% 2 0.86% 3 3.22%
p> 1991-3 0.92% 5 1.83% 1 1.38% 2 1.39% 3 -0.79% 4 4.72%
p> 1992-4 0.34% 1 0.95% 2 0.73% 3 0.42% 4 -0.07% 5 2.37%
p> 1993-1 0.41% 1 0.29% 2 0.98% 3 0.17% 4 -0.80% 5 1.05%
p> 1994-2 -0.01% 2 0.42% 3 -0.02% 4 -2.21% 5 0.00% 1 -1.81%
p> 1995-3 0.26% 3 0.45% 4 0.87% 5 0.66% 1 0.21% 2 2.46%
p> 1996-4 0.62% 4 0.13% 5 0.23% 1 0.53% 2 -0.23% 3 1.27%
p> 1997-1 0.07% 1 -0.38% 2 -0.77% 3 0.00% 4 0.35% 5 -0.73%
p> 1998-2 1.02% 1 0.78% 2 0.92% 3 0.50% 4 0.32% 5 3.54%
p> 1999-3 -0.27% 1 -1.02% 2 0.47% 3 -1.40% 4 -1.21% 5 -3.43%
p> 2000-4 1.52% 2 1.22% 3 2.30% 4 0.75% 5 1.31% 1 7.09%
p> 2001-1 0.13% 4 -1.56% 5 -0.06% 1 1.00% 2 0.26% 3 -0.23%
p> 2002-2 -0.63% 5 -2.07% 1 -0.27% 2 -1.37% 3 -0.87% 4 -5.21%
p> 2003-3 -0.52% 1 -0.41% 2 -0.47% 3 -0.61% 4 -1.63% 5 -3.65%
p> Averages 0.33% 0.14% 0.49% -0.02% -0.10% 0.84%
p> Winners 73% 67% 67% 60% 53%
p> This report is free to anyone who wants it, so please tell your friends.
p> They can sign up at:
p> http://www.guaranteed-profits.com
p> If it is not for you, reply with REMOVE in the subject line.
p> Thank you,
p> Mike Burk
p> W0/L3/T1
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