Below are tables that summarize the best trading strategies for gains on Tuesday.

The data was gathered from February of 1993 through January of 2005.  Over this period, the average stock gained about .04% per Tuesday...an annualized gain of 10%.

So...what are the most interesting results in these tables?...

1)  If the stock in question fared poorly in the previous session (usually a Monday, of course), it'll tend to rebound.  Other indicators of recent losses (e.g. a weak 5 day moving average) also serve as good predictors of a Tuesday bounce.  Likewise, big gains in the previous session tend to reverse on Tuesday.

2) A positive, if not spectacular, Monday for the general market tends to predict Tuesday gains.  In other words, Monday's gains in the Russell 3000 (the index we use) tend to carry over into Tuesday.  Likewise, a negative Monday tends to carry over into Tuesday, though the rule doesn't apply if Monday was exceedingly negative (losses of greater than 1.25%).

3)  Tuesdays are weak when they occur in the few 2 days of the month.  To amplify the losses even further, choose a volatile stock on such a Tuesday...the losses approach 1.7%.

4)  Industries don't appear at all in the tables below...there simply aren't any industries that tend to fare well on Tuesday.  Perhaps that shouldn't be surprising...why should a particular industry outperform on Tuesday?

 

Date(ymd): 050131 Average Gain: 10.72 Group Stdev: 53.80 Market Focus: 2.8+3.4 (0.00000, 0.00000) Market Focus5: 2.0+1.4 p=n=r=1, period = 30

Top Gaining Groups 383.81 high-close 4.27 to 45.46 (10)+ prd_lastyear -3.08 to -1.71 (2) 366.55 high-close 4.27 to 45.46 (10)+ markcap_est 0.24 to 19.52 (1) 347.64 high-close 4.27 to 45.46 (10)+ vstdev 18.03 to 18.31 (5) 343.73 1monthgain -90.72 to -12.89 (1)+ vslice47 0.05 to 0.08 (9) 340.47 1monthgain -90.72 to -12.89 (1)+ yest_market 0.80 to 1.24 (9) 334.58 momentum -99.96 to -29.15 (1)+ markcap_est 465.37 to 825.76 (7) 333.58 big_pslice -634.89 to -277.50 (2)+ move_ave5 -0.85 to -0.03 (1) 327.64 prd_3yrs 0.99 to 1.01 (7)+ move_ave5 -0.85 to -0.03 (1) 326.53 gain1 -79.16 to -3.03 (1)+ vslice97 0.01 to 0.04 (7) 323.81 prd_lastyear -3.08 to -1.71 (2)+ gain1 -79.16 to -3.03 (1)

Losing Groups -428.37 day_of_month 1.00 to 4.00 (1)+ stdev 0.05 to 0.20 (10) -368.71 high-close -0.00 to 0.00 (1)+ stdev 0.05 to 0.20 (10) -361.70 day_of_month 1.00 to 4.00 (1)+ recent_std 0.05 to 0.31 (10) -361.06 day_of_month 1.00 to 4.00 (1)+ yest_market -1.24 to -0.59 (2) -318.70 high-close -0.00 to 0.00 (1)+ recent_std 0.05 to 0.31 (10) -318.32 day_of_month 1.00 to 4.00 (1)+ high-close 4.27 to 45.46 (10) -307.47 close-low 4.29 to 57.61 (10)+ big_pslice -43.38 to -3.21 (5) -299.24 volume1_3 -1.00 to -0.57 (1)+ move_ave5 0.03 to 0.50 (10) -284.20 high-close -0.00 to 0.00 (1)+ open-yclose 1.33 to 41.46 (10) -280.96 day_of_month 1.00 to 4.00 (1)+ gain2 3.11 to 94.80 (10)

Date(ymd): 050131 Average Gain: 10.71 Group Stdev: 31.73 Market Focus: 3.2+4.9 (0.00000, 0.00000) Market Focus5: 3.0+1.4 p=n=r=1, period = 30

Top Gaining Groups 210.17 high-close 2.76 to 45.45 (5)+ big_vslice -601.85 to 3398.25 (4) 206.84 high-close 2.76 to 45.45 (5)+ markcap_est 0.24 to 45.94 (1) 202.51 day_of_month 25.00 to 31.00 (5)+ high-close 2.76 to 45.45 (5) 202.31 day_of_month 25.00 to 31.00 (5)+ gain1 -79.16 to -1.71 (1) 202.00 day_of_month 25.00 to 31.00 (5)+ move_ave5 -0.85 to -0.02 (1) 195.83 close-low -0.00 to 0.24 (1)+ momentum -99.96 to -17.18 (1) 191.34 momentum -99.96 to -17.18 (1)+ yest_market 0.80 to 5.41 (5) 185.81 day_of_month 25.00 to 31.00 (5)+ momentum -99.96 to -17.18 (1) 183.99 day_of_month 25.00 to 31.00 (5)+ mov_ave20 -0.89 to -0.04 (1) 181.35 close-low -0.00 to 0.24 (1)+ gain2 -90.15 to -1.55 (1)

Losing Groups -252.49 high-close -0.00 to 0.17 (1)+ stdev 0.04 to 0.20 (5) -218.23 high-close -0.00 to 0.17 (1)+ recent_std 0.03 to 0.31 (5) -161.80 high-close -0.00 to 0.17 (1)+ prcvd_risk 3.08 to 158.34 (5) -157.00 close-low 2.81 to 57.61 (5)+ volume1_3 -1.00 to -0.40 (1) -143.12 high-close -0.00 to 0.17 (1)+ open-yclose 0.64 to 41.46 (5) -134.66 high-close -0.00 to 0.17 (1)+ yeargain -96.61 to -20.83 (1) -134.01 recent_price 0.57 to 10.71 (1)+ high-close -0.00 to 0.17 (1) -129.58 close-low 2.81 to 57.61 (5)+ markcap_est 0.24 to 45.94 (1) -128.92 close-low 2.81 to 57.61 (5)+ yest_market -0.10 to 0.28 (3) -128.70 high-close -0.00 to 0.17 (1)+ volume10_60 -0.94 to -0.32 (1)

Date(ymd): 050131 Average Gain: 10.91 Group Stdev: 31.53 Market Focus: 4.1+3.9 (0.00000, 0.00000) Market Focus5: 2.3+1.7 p=n=r=1, period = 30

Top Gaining Groups 227.52 move_ave5 -0.85 to -0.05 (1) 225.75 high-close 6.67 to 45.45 (25) 213.86 gain1 -79.16 to -5.10 (1) 174.76 momentum -99.96 to -45.72 (1) 168.79 mov_ave20 -0.89 to -0.12 (1) 146.20 gain2 -90.15 to -4.61 (1) 123.33 day_of_month 30.00 to 31.00 (25) 115.57 yest_market 0.80 to 0.91 (21) 113.76 move_ave5 -0.05 to -0.04 (2) 106.88 1monthgain -90.72 to -21.07 (1)

Losing Groups -186.21 gain1 5.18 to 69.15 (25) -134.39 mov_ave20 0.13 to 1.19 (25) -132.73 move_ave5 0.06 to 0.50 (25) -127.93 day_of_month 1.00 to 2.00 (1) -117.36 close-low 6.64 to 57.61 (25) -106.50 high-close -0.00 to -0.00 (1) -104.45 yest_market -1.02 to -0.79 (4) -98.56 day_of_month 2.00 to 3.00 (2) -92.75 1monthgain 25.18 to 457.72 (25) -90.98 gain2 5.30 to 94.81 (25)

Date(ymd): 050131 Average Gain: 10.95 Group Stdev: 23.21 Market Focus: 3.8+2.8 (0.00000, 0.00000) Market Focus5: 1.6+1.8 p=n=r=1, period = 30

Top Gaining Groups 140.38 move_ave5 -0.85 to -0.03 (1) 118.16 momentum -99.96 to -29.15 (1) 113.43 high-close 4.27 to 45.45 (10) 104.98 gain1 -79.17 to -3.03 (1) 90.02 day_of_month 28.00 to 31.00 (10) 89.06 close-low 0.00 to 0.24 (2) 85.49 1monthgain -90.72 to -12.89 (1) 84.68 mov_ave20 -0.89 to -0.07 (1) 82.14 gain2 -90.15 to -2.77 (1) 75.87 yest_market 0.80 to 1.24 (9)

Losing Groups -99.11 day_of_month 1.00 to 4.00 (1) -89.07 high-close -0.00 to 0.00 (1) -88.61 gain1 3.08 to 69.15 (10) -85.30 move_ave5 0.03 to 0.50 (10) -75.80 mov_ave20 0.08 to 1.19 (10) -58.72 close-low 4.29 to 57.61 (10) -57.49 gain2 3.11 to 94.80 (10) -46.93 high-close 0.00 to 0.17 (2) -46.39 big_vslice -18103.07 to -10408.00 (2) -44.16 yest_market -1.24 to -0.59 (2)

Date(ymd): 050131 Average Gain: 10.94 Group Stdev: 18.12 Market Focus: 2.4+2.9 (0.00000, 0.00000) Market Focus5: 2.0+1.2 p=n=r=1, period = 30

Top Gaining Groups 81.33 move_ave5 -0.85 to -0.02 (1) 79.95 high-close 2.76 to 45.45 (5) 79.50 close-low -0.00 to 0.24 (1) 76.09 momentum -99.96 to -17.18 (1) 74.36 gain1 -79.16 to -1.71 (1) 69.16 day_of_month 25.00 to 31.00 (5) 62.00 mov_ave20 -0.89 to -0.04 (1) 55.32 1monthgain -90.72 to -7.22 (1) 48.24 yest_market 0.80 to 5.41 (5) 48.21 gain2 -90.15 to -1.55 (1)

Losing Groups -66.66 high-close -0.00 to 0.17 (1) -42.26 move_ave5 0.02 to 0.50 (5) -39.39 day_of_month 1.00 to 7.00 (1) -39.27 close-low 2.81 to 57.61 (5) -35.17 mov_ave20 0.05 to 1.19 (5) -34.24 gain1 1.69 to 69.15 (5) -31.35 momentum 17.13 to 1126.65 (5) -29.87 gain2 1.71 to 94.81 (5) -19.11 1monthgain 9.15 to 457.72 (5) -19.07 move_ave5 0.01 to 0.02 (4)

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