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Strategies & Market Trends : General market lab and commentary
SPY 683.310.0%Nov 12 4:00 PM EST
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To: Robohogs who wrote (353)4/21/2016 9:06:22 AM
From: Robohogs  Read Replies (1) of 668
 
I have decided to do the manual stuff first looking at 10 year averages to start just to tease out some interesting tidbits.

  1. The best two single days are within a week of each other in late November, with returns in excess of 1.5% per day on average.
  2. The two single worst days are within a week of each other in late September, with returns around -1.5%.
  3. May 10 looks to be the average top out day with re-entry advised early in the last week of June, but with an exit before an actually pretty bad last week of July (July still very positive despite last week being horrid). So Geminis are the problem with the stock market says this Gemini.
  4. September, October and November have the most big days up and down. Very volatile months.
  5. On a 10 year basis, June is horrid (see advise above to exit May 10 or so).
  6. On 10 year averages, one big historical day swings these things.


Jon

PS This is a massive ugly working spreadsheet. I am not the pretty it up guy. I will save it in a dropbox folder and link to it once I feel comfortable. Even then I kinda have answers to some of this floating in space. Answers to the monthly sit beside the daily on the last day of each month. When I first populated the averages fields, I felt good as January 1 errored out - no data to average. But then I noticed I had positive Christmas Day! Oops! And July 4 also had some data somewhere. I realized good old February 29 shifted the formulas after that date!!! I fixed them and errors appeared in December 25 and Jul 4.
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