Non-adjusted data for second to last day of the year.  The trend toward January gains via cheap stocks has not manifested...looking on the right hand side of the tables, you can even see a hint toward losses via cheap stocks.  On the other hand, the tables do indicate a trend toward gains via stocks with recent losses.

 

Date(ymd): 021227 Average Gain: 126.18 Group Stdev: 91.21 Market Focus: 3.3+1.1 (0.00000, 0.00000) Market Focus5: 0.8+0.9 p = n = r = 1, period = 30

Top Gaining Groups 900.59 industry 74.13 to 85.18 (8)+ mov_ave100 6.00 to 11.00 (2) 726.78 gain3 41.00 to 46.00 (9)+ mov_ave20 1.00 to 6.00 (1) 711.37 volume1_3 46.00 to 50.01 (10)+ mov_ave100 1.00 to 6.00 (1) 691.09 high-close 46.00 to 50.01 (10)+ mov_ave100 11.00 to 16.00 (3) 674.72 gain1 1.00 to 6.00 (1)+ pkurt 16.00 to 21.00 (4) 659.08 momentum 1.00 to 6.00 (1)+ break_ave 21.00 to 26.00 (5) 643.47 high-close 46.00 to 50.01 (10)+ vstdev 26.00 to 31.00 (6) 638.32 1monthgain 1.00 to 6.00 (1)+ volume1_3 46.00 to 50.01 (10) 637.72 1monthgain 1.00 to 6.00 (1)+ markcap_est 31.00 to 36.00 (7) 629.59 stdev 41.00 to 46.00 (9)+ resist3 6.00 to 11.00 (2)

Losing Groups -331.88 break_ave 26.00 to 31.00 (6)+ ptot_neg 1.00 to 6.00 (1) -325.17 vstdev 46.00 to 50.01 (10)+ vskew 31.00 to 36.00 (7) -317.70 pstdev 46.00 to 50.01 (10)+ vskew 31.00 to 36.00 (7) -317.09 slice97 16.00 to 21.00 (4)+ pstdev 41.00 to 46.00 (9) -312.71 big_vslice 26.00 to 31.00 (6)+ pstdev 46.00 to 50.01 (10) -304.98 close-low 46.00 to 50.01 (10)+ t_vratio 26.00 to 31.00 (6) -304.68 best_p 31.00 to 36.00 (7)+ pstdev 46.00 to 50.01 (10) -302.92 gain1 46.00 to 50.01 (10)+ stock_ind 26.00 to 31.00 (6) -299.46 recent_price 1.00 to 6.00 (1)+ high-close 6.00 to 11.00 (2) -289.94 pstdev 46.00 to 50.01 (10)+ vskew 21.00 to 26.00 (5)

Date(ymd): 021227 Average Gain: 126.63 Group Stdev: 50.43 Market Focus: 2.3+1.6 (0.00000, 0.00000) Market Focus5: 1.0+0.6 p = n = r = 1, period = 30

Top Gaining Groups 380.45 1monthgain 1.00 to 3.00 (1) 366.14 momentum 1.00 to 3.00 (1) 324.00 mov_ave20 1.00 to 3.00 (1) 319.59 stdev 43.00 to 45.00 (22) 314.42 gain1 1.00 to 3.00 (1) 294.39 high-close 49.00 to 50.01 (25) 279.74 vskew 49.00 to 50.01 (25) 279.11 high-close 45.00 to 47.00 (23) 279.02 mov_ave20 7.00 to 9.00 (4) 276.64 move_ave5 1.00 to 3.00 (1)

Losing Groups -87.57 close-low 49.00 to 50.01 (25) -70.11 mov_ave20 49.00 to 50.01 (25) -59.75 move_ave5 49.00 to 50.01 (25) -37.35 gain1 49.00 to 50.01 (25) -36.72 pstdev 49.00 to 50.01 (25) -31.25 vstdev 49.00 to 50.01 (25) -28.23 open-yclose 49.00 to 50.01 (25) -14.45 slice97 15.00 to 17.00 (8) -11.61 pave 49.00 to 50.01 (25) -0.48 best_p 45.00 to 47.00 (23)

Date(ymd): 021227 Average Gain: 126.65 Group Stdev: 36.20 Revised h/l prob: 0.20, 0.0 Market Focus: 1.8+1.7 (0.00165, 0.00062) Market Focus5: 1.2+0.3 p = n = r = 1, period = 30

Top Gaining Groups 267.32 momentum 1.00 to 6.00 (1) 253.37 high-close 46.00 to 50.01 (10) 252.26 1monthgain 1.00 to 6.00 (1) 251.95 move_ave5 1.00 to 6.00 (1) 246.25 mov_ave20 1.00 to 6.00 (1) 241.45 break_ave 1.00 to 6.00 (1) 232.03 gain1 1.00 to 6.00 (1) 228.04 resist3 6.00 to 11.00 (2) 219.62 vstdev 36.00 to 41.00 (8) 218.83 mov_ave100 1.00 to 6.00 (1)

Losing Groups -3.08 industry 0.00 to 3.03 (1) 21.56 mov_ave20 46.00 to 50.01 (10) 33.72 move_ave5 46.00 to 50.01 (10) 49.68 close-low 46.00 to 50.01 (10) 49.76 vslice3 26.00 to 31.00 (6) 53.55 resist3 36.00 to 41.00 (8) 53.92 markcap_est 46.00 to 50.01 (10) 55.04 mov_ave100 46.00 to 50.01 (10) 56.53 stdev 46.00 to 50.01 (10) 57.08 high-close 6.00 to 11.00 (2)