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Strategies & Market Trends : MARKET INDEX TECHNICAL ANALYSIS - MITA -- Ignore unavailable to you. Want to Upgrade?


To: Dan Duchardt who wrote (12313)5/15/2002 7:28:20 AM
From: Dominick  Respond to of 19219
 
Wanna try something neat??

I used to keep monthly closing prices of the S&P also. I wanted to find the best month, the best quarter etc to trade. So I had the spreadsheet list separate columns of closing prices for each month, quarter etc. and determined the average return for each of the months since the beginning of my data. It'll be interesting.

It's been years ago but I seem to recall that December was the best month and the best quarter to semi-annual ended just before April, (tax time).

Dominick