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To: Les H who wrote (3624)11/17/2002 6:04:15 PM
From: Les H  Read Replies (1) | Respond to of 29597
 
The market, the calendar, ...

traders.com

full article in the magazine. end of month seasonality is completely reversed in bear markets. in the 73-74 and 00-02 bear markets, you'd average a -30% annual return playing the end of month "bullish" trade.