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Strategies & Market Trends : A.I.M Users Group Bulletin Board
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To: LemonHead who wrote (9476)12/14/1999 6:43:00 PM
From: fuzzymath  Read Replies (3) of 18928
 
Is there a January Effect? Well, maybe a November-January Effect is more like it. Thanks for the invite, LemonHead. This sounds like an interesting forum.

What I did was simply tabulate the monthly percent gains for the NYSE Index from 1969 through 1998, and made a bar graph of the average gain over the 30 year period for each month. The study indicates that more than 50% of the market's total annual gains have come in the November through January period over the course of the 30 years.

The report's available at mathematicalanalysis.com for anyone who's interested.

As for credentials: as my profile says, I've done lots of mathematical modeling in my past work in the Defense industry. I'm now in the financial industry writing portfolio analysis and performance evaluation software. All my models use end-of-day prices.

I'll write more soon--right now my web site has been thrown into disarray by my web server provider, so I'm trying to straighten that out.

By the way, all my models say today was a pivotal day--and that now both bonds and stocks are quite vulnerable to further near-term selling. If it wasn't December, I'd be out of the market. But the upward force at this time of year has been quite strong historically, so I'm still in, fully invested in FDEGX, my favorite mutual fund.

Kevin Farnham
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