Seasonality in February

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Seasonal Charts

Seasonality: Short to Mid-term Patterns

Yearly and Half-Yearly Patterns

Data for Download

Tests of Various Strategies

Date(ymd): 940131
Average Gain: 25.53
Group Stdev: 1.76
Revised h/l prob: 31.14, 0.0
Market Focus: 0.1+1.2
(29.46, 0.00000)
Market Focus5: -0.1+0.4
p = n = r = 20, period = 180

The following three tables show the results of a test where we ranked the gains (in red) in addition to the indicator values. To be clear...the gains ARE NOT percentage gains, but merely scale values (from 1-50)

Top Gaining Groups
33.14 yeargain 46.00 to 50.01 (10)+ volume3_10 41.00 to 45.01 (9)
33.02 gain4 1.00 to 6.00 (1)+ mov_ave100 21.00 to 26.00 (5)
32.93 momentum 1.00 to 6.00 (1)+ pskew 45.01 to 50.01 (10)
32.82 slice3 21.00 to 26.00 (5)+ vave 1.00 to 6.00 (1)
32.71 pskew 45.01 to 50.01 (10)+ move_ave5 1.00 to 6.00 (1)
32.71 volume1_3 6.00 to 11.00 (2)+ vave 6.00 to 11.00 (2)
32.68 resist3 46.00 to 50.01 (10)+ pskew 45.01 to 50.01 (10)
32.67 big_vslice 35.01 to 40.01 (8)+ t_pratio 21.00 to 26.00 (5)
32.52 vave 6.00 to 11.00 (2)+ t_pratio 15.01 to 21.00 (4)
32.51 momentum 1.00 to 6.00 (1)+ resist2 41.00 to 45.01 (9)

Losing Groups
16.30 high-close 46.00 to 50.01 (10)+ markcap_est 45.01 to 50.01 (10)
17.03 stdev 45.01 to 50.01 (10)+ vskew 36.00 to 40.01 (8)
17.08 high-close 26.00 to 31.00 (6)+ vave 45.01 to 50.01 (10)
17.15 resist3 1.00 to 6.00 (1)+ markcap_est 45.01 to 50.01 (10)
17.67 stdev 45.01 to 50.01 (10)+ ptot_neg 40.01 to 45.01 (9)
17.72 vstdev 45.01 to 50.01 (10)+ ptot_neg 40.01 to 45.01 (9)
17.88 volume1_3 46.00 to 50.01 (10)+ vstdev 45.01 to 50.01 (10)
17.90 gain2 46.00 to 50.01 (10)+ gain3 15.01 to 20.01 (4)
17.91 stdev 45.01 to 50.01 (10)+ resist3 6.00 to 11.00 (2)
17.92 best_p 25.01 to 30.01 (6)+ pstdev 41.00 to 45.01 (9)

Date(ymd): 940131
Average Gain: 25.51
Group Stdev: 0.93
Market Focus: 2.0+1.2
(0.00365, 0.1147)
Market Focus5: -0.3+0.1
p = n = r = 20, period = 180

Top Gaining Groups
29.89 industry 49.27 to 52.61 (9)
28.31 volume10_60 48.01 to 50.01 (25)
28.10 industry 90.39 to 91.79 (22)
27.95 vslice47 1.00 to 3.00 (1)
27.71 industry 62.71 to 65.86 (13)
27.64 momentum 3.00 to 5.00 (2)
27.63 volume10_60 44.01 to 46.01 (23)
27.58 slice97 45.00 to 46.01 (23)
27.57 gain2 34.01 to 36.01 (18)
27.51 vskew 15.00 to 17.00 (8)

Losing Groups
21.63 vstdev 49.00 to 50.01 (25)
22.18 stdev 47.00 to 49.00 (24)
22.18 gain2 47.00 to 48.01 (24)
22.52 stdev 44.01 to 47.00 (23)
22.60 industry 18.39 to 21.77 (4)
22.62 ptotal 1.00 to 3.00 (1)
22.71 pstdev 43.00 to 45.00 (22)
22.72 vave 47.00 to 49.00 (24)
22.78 pstdev 49.00 to 50.01 (25)
22.81 volume10_60 1.00 to 3.00 (1)

Date(ymd): 940131
Average Gain: 25.51
Group Stdev: 0.68
Revised h/l prob: 2.19, 0.0
Market Focus: 1.0+1.9
(0.5243, 0.00000)
Market Focus5: 0.3+0.8
p = n = r = 20, period = 180

Top Gaining Groups
27.54 industry 46.06 to 58.74 (4)
27.31 pkurt 1.00 to 6.00 (1)
27.19 pskew 45.01 to 50.01 (10)
27.08 close-low 1.00 to 5.01 (1)
27.03 volume10_60 40.01 to 45.01 (9)
27.02 3monthgain 16.00 to 21.00 (4)
26.97 vave 1.00 to 6.00 (1)
26.83 big_pslice 40.01 to 45.01 (9)
26.82 inertia 41.00 to 46.00 (9)
26.77 volume1_3 36.00 to 41.00 (8)

Losing Groups
22.82 stdev 45.01 to 50.01 (10)
23.18 vave 45.01 to 50.01 (10)
23.40 vstdev 45.01 to 50.01 (10)
23.40 gain2 46.00 to 50.01 (10)
23.57 ptotal 1.00 to 6.00 (1)
23.71 yeargain 1.00 to 6.00 (1)
23.73 industry 17.45 to 31.57 (2)
23.76 prd_lastyear 46.00 to 50.01 (10)
23.77 close-low 40.01 to 45.01 (9)
23.85 big_pslice 6.00 to 10.01 (2)