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Strategies & Market Trends : Daytrading stocks and futures -- Ignore unavailable to you. Want to Upgrade?

To: Rarebird who wrote (1187)	12/21/2006 9:29:30 AM
From: otherbrotherdaryl	Respond to of 5884

The January Effect seems to begin earlier and earlier. We might ought call it the December Effect. An optimal Dow Dogs idea has moved forward by a month in recent years. Everyone is getting in the door quicker and quicker.

To: Rarebird who wrote (1187)	12/21/2006 11:47:24 AM
From: okavango	Respond to of 5884

Spread trading & pairs trading has never really been my thing, tho this one would be super-easy to implement. I'm going to track it this year... Yes, it is a January Effect play; as mentioned last year was it's most profitable in 23 yrs for whatever reason. Finally, because small caps outperform (in general) and more so in a bull market (in general), I would switch your indicator around and track it using long Russell, short SP. Just more intuitive TO ME that way. One of my 12 charts I publish publicly at stockcharts is a simple QQQQ/SPY ratio to gauge similar "bullish" strength. Lately the Qs have been obvious underperformers, fwiw.