Below are tables that summarize the best trading strategies for gains on
Wednesday.
The data was gathered from February of 1993 through January of 2005.
Over this period, the average stock gained about .097% per Wednesday...an annualized
gain of 24%.
So...what are the most interesting results in these tables?...
1) As is often the case, a high "high-close" or low
"close-low" differential in the previous session predicts gains.
Other indicators of recent losses (e.g. a large loss on Monday or Tuesday) also
predict gains. Combining such indicators with a low market capitalization
can be all the more potent.
2) Wednesdays are strong on the 28th, 29th, 30th, and 31st.
Wednesdays are weak if they occur on the 8th, 9th, 18th, or 19th of the month.
3) As with other days of the week, a strong market on the previous day
presages a strong Wednesday. A weak Tuesday presages a weak Wednesday.
There's one small oddity here, however: a very strong Tuesday session, with
gains above 1.95% in the Russell 3000, tends to forecast a weak Wednesday.
- Date(ymd): 050201
- Average Gain: 23.90
- Group Stdev: 53.63
- Market Focus: 5.3+2.3
- (0.00000, 0.00000)
- Market Focus5: 3.8+1.6
- p=n=r=1, period = 30
|
- Top Gaining Groups
- 513.75 markcap_est 0.27 to 19.33 (1)+
move_ave5 -0.55 to -0.03 (1)
- 489.76 high-close 4.25 to 76.66 (10)+
markcap_est 0.27 to 19.33 (1)
- 461.03 close-low -0.00 to 0.00 (1)+
recent_std 0.05 to 0.31 (10)
- 435.82 corr -0.00 to 0.55 (1)+
move_ave5 -0.55 to -0.03 (1)
- 433.01 leadership -44.80 to -20.10 (3)+
momentum -100.00 to -29.65 (1)
- 422.65 high-close 4.25 to 76.66 (10)+
corr -0.00 to 0.55 (1)
- 408.89 high-close 4.25 to 76.66 (10)+
yest_market -0.71 to -0.37 (3)
- 398.94 gain1 -60.21 to -2.95 (1)+
markcap_est 0.27 to 19.33 (1)
- 397.60 gain3 3.12 to 96.58 (10)+
move_ave5 -0.55 to -0.03 (1)
- 388.25 high-close 4.25 to 76.66 (10)+
pkurt 2.86 to 2.90 (6)
|
- Losing Groups
- -309.68 day_of_month 7.00 to 10.00 (3)+
slice97 -5.85 to -0.85 (1)
- -288.26 corr 0.80 to 0.99 (10)+ slice47
-3.15 to -0.65 (1)
- -287.12 markcap_est 0.27 to 19.33 (1)+
move_ave5 0.03 to 0.35 (10)
- -273.10 close-low 4.37 to 65.80 (10)+
markcap_est 0.27 to 19.33 (1)
- -272.83 close-low 4.37 to 65.80 (10)+
yest_market -0.15 to 0.04 (5)
- -270.29 day_of_month 7.00 to 10.00 (3)+
corr 0.80 to 0.99 (10)
- -269.82 close-low 4.37 to 65.80 (10)+
yest_market -0.37 to -0.15 (4)
- -260.94 volume3_10 -0.23 to -0.14 (4)+
big_pslice -8748.42 to -597.21 (1)
- -250.44 day_of_month 7.00 to 10.00 (3)+
vstock_ind 0.26 to 0.70 (8)
- -249.35 gain1 3.11 to 41.11 (10)+
markcap_est 0.27 to 19.33 (1)
|
- Date(ymd): 050201
- Average Gain: 23.96
- Group Stdev: 32.90
- Market Focus: 6.3+2.6
- (0.00000, 0.00000)
- Market Focus5: 3.6+2.0
- p=n=r=1, period = 30
|
- Top Gaining Groups
- 324.57 high-close 2.78 to 76.66 (5)+
markcap_est 0.27 to 46.47 (1)
- 270.89 markcap_est 0.27 to 46.47 (1)+
move_ave5 -0.55 to -0.02 (1)
- 246.35 close-low -0.00 to 0.24 (1)+
stdev 0.04 to 0.20 (5)
- 245.22 high-close 2.78 to 76.66 (5)+
yest_market 0.23 to 0.73 (4)
- 234.98 gain1 -60.21 to -1.67 (1)+
markcap_est 0.27 to 46.47 (1)
- 232.30 close-low -0.00 to 0.24 (1)+
recent_std 0.03 to 0.31 (5)
- 225.78 close-low -0.00 to 0.24 (1)+
prcvd_risk 3.04 to 187.47 (5)
- 220.12 markcap_est 0.27 to 46.47 (1)+
mov_ave20 -0.65 to -0.04 (1)
- 218.42 momentum -100.00 to -17.66 (1)+
markcap_est 0.27 to 46.47 (1)
- 213.26 recent_price 0.56 to 10.70 (1)+
close-low -0.00 to 0.24 (1)
|
- Losing Groups
- -152.30 high-close -0.00 to 0.15 (1)+
stdev 0.04 to 0.20 (5)
- -147.75 prd_lastyear -0.38 to 0.34 (3)+
move_ave5 0.02 to 0.35 (5)
- -143.88 high-close -0.00 to 0.15 (1)+
recent_std 0.03 to 0.31 (5)
- -138.51 markcap_est 0.27 to 46.47 (1)+
move_ave5 0.02 to 0.35 (5)
- -133.61 high-close -0.00 to 0.15 (1)+
prcvd_risk 3.04 to 187.47 (5)
- -133.59 corr 0.75 to 0.99 (5)+ slice47
-3.15 to -0.40 (1)
- -130.06 close-low 2.83 to 65.80 (5)+
markcap_est 0.27 to 46.47 (1)
- -124.58 resist1 0.31 to 90.81 (5)+
yest_market -4.00 to -0.71 (1)
- -120.98 high-close -0.00 to 0.15 (1)+
gain2 -62.29 to -1.71 (1)
- -119.52 close-low 2.83 to 65.80 (5)+
vskew -7.95 to -0.91 (2)
|
- Date(ymd): 050201
- Average Gain: 24.54
- Group Stdev: 31.61
- Market Focus: 4.7+2.0
- (0.00000, 0.00000)
- Market Focus5: 2.6+0.7
- p=n=r=1, period = 30
|
- Top Gaining Groups
- 243.91 high-close 6.65 to 76.66 (25)
- 224.57 move_ave5 -0.55 to -0.05 (1)
- 213.64 gain1 -60.21 to -4.90 (1)
- 188.04 momentum -100.00 to -45.48 (1)
- 176.49 gain2 -62.29 to -5.00 (1)
- 148.33 yest_market 1.09 to 1.38 (23)
- 141.30 close-low 0.00 to 0.00 (4)
- 140.41 mov_ave20 -0.65 to -0.12 (1)
- 137.78 high-close 3.84 to 4.78 (23)
- 133.42 high-close 4.78 to 6.65 (24)
|
- Losing Groups
- -112.17 day_of_month 8.00 to 9.00 (7)
- -98.52 day_of_month 18.00 to 19.00 (15)
- -89.96 big_pslice -8748.42 to -1114.03
(1)
- -72.79 yest_market -1.82 to -1.46 (2)
- -72.39 yest_market 1.95 to 4.98 (25)
- -68.94 slice47 -3.15 to -0.98 (1)
- -67.34 vslice97 -0.00 to 0.01 (12)
- -66.53 yest_market -0.82 to -0.71 (5)
- -60.95 high-close -0.00 to 0.00 (2)
- -60.18 mov_ave20 0.13 to 1.12 (25)
|
- Date(ymd): 050201
- Average Gain: 24.57
- Group Stdev: 23.61
- Market Focus: 4.6+1.9
- (0.00278, 0.00595)
- Market Focus5: 2.0+1.0
- p=n=r=1, period = 30
|
- Top Gaining Groups
- 173.72 high-close 4.25 to 76.66 (10)
- 150.09 move_ave5 -0.55 to -0.03 (1)
- 134.01 momentum -100.00 to -29.65 (1)
- 129.07 gain1 -60.21 to -2.95 (1)
- 111.63 prcvd_risk 5.66 to 187.47 (10)
- 106.48 day_of_month 28.00 to 31.00 (10)
- 105.54 mov_ave20 -0.65 to -0.07 (1)
- 95.22 recent_price 0.56 to 6.94 (1)
- 91.10 close-low 0.00 to 0.24 (2)
- 89.18 close-low -0.00 to 0.00 (1)
|
- Losing Groups
- -63.55 high-close -0.00 to 0.00 (1)
- -57.09 day_of_month 7.00 to 10.00 (3)
- -52.11 big_pslice -8748.42 to -597.21
(1)
- -47.15 momentum 31.17 to 770.27 (10)
- -42.32 move_ave5 0.03 to 0.35 (10)
- -39.19 slice97 -5.85 to -0.85 (1)
- -29.32 high-close 0.00 to 0.15 (2)
- -22.72 mov_ave20 0.08 to 1.13 (10)
- -22.10 move_ave5 0.02 to 0.03 (9)
- -21.29 vslice97 -0.01 to 0.01 (5)
|
- Date(ymd): 050201
- Average Gain: 24.54
- Group Stdev: 19.23
- Market Focus: 3.5+2.3
- (0.00000, 0.00000)
- Market Focus5: 1.9+0.5
- p=n=r=1, period = 30
|
- Top Gaining Groups
- 115.38 high-close 2.78 to 76.66 (5)
- 98.49 move_ave5 -0.55 to -0.02 (1)
- 93.39 momentum -100.00 to -17.66 (1)
- 90.96 close-low -0.00 to 0.24 (1)
- 86.21 gain1 -60.21 to -1.67 (1)
- 80.07 mov_ave20 -0.65 to -0.04 (1)
- 73.49 recent_price 0.56 to 10.70 (1)
- 69.18 mov_ave100 -0.94 to -0.09 (1)
- 66.50 prcvd_risk 3.04 to 187.47 (5)
- 64.39 day_of_month 25.00 to 31.00 (5)
|
- Losing Groups
- -45.96 high-close -0.00 to 0.15 (1)
- -36.89 day_of_month 7.00 to 13.00 (2)
- -31.81 move_ave5 0.02 to 0.35 (5)
- -15.71 momentum 16.50 to 770.27 (5)
- -12.49 slice97 -5.85 to -0.51 (1)
- -11.51 mov_ave20 0.05 to 1.13 (5)
- -9.73 gain2 1.69 to 61.48 (5)
- -8.01 big_pslice -8748.42 to -260.31
(1)
- -6.92 yest_market -4.00 to -0.71 (1)
- -5.21 close-low 2.83 to 65.80 (5)
|
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