The following tables show market behavior on the first trading day of the year.  The first three tables show data for Russell 3000 stocks over the period 1994-2003.  The next four tables show data culled from the S&P 500 over the period 1984-2004.

The data is ranked and not adjusted for risk.

 
Date(ymd): 021231
Average Gain: -78.92
Group Stdev: 164.32
Market Focus: 3.4+2.9
(0.00000, 0.00000)
Market Focus5: 3.3+2.1
p = n = r = 1, period = 30

Dual Data

Top Gaining Groups
935.79 1monthgain 1.00 to 6.00 (1)+ t_pratio 1.00 to 6.00 (1)
927.51 best_p 21.00 to 26.00 (5)+ 1monthgain 1.00 to 6.00 (1)
923.05 mov_ave20 1.00 to 6.00 (1)+ t_vratio 6.00 to 11.00 (2)
919.13 recent_price 1.00 to 6.00 (1)+ close-low 1.00 to 6.00 (1)
913.26 inertia 46.00 to 50.01 (10)+ mov_ave20 1.00 to 6.00 (1)
872.33 best_p 21.00 to 26.00 (5)+ mov_ave100 1.00 to 6.00 (1)
870.88 best_p 21.00 to 26.00 (5)+ pstdev 46.00 to 50.01 (10)
846.37 mov_ave20 1.00 to 6.00 (1)+ t_pratio 1.00 to 6.00 (1)
841.36 high-close 46.00 to 50.01 (10)+ t_pratio 1.00 to 6.00 (1)
838.67 best_p 21.00 to 26.00 (5)+ mov_ave20 1.00 to 6.00 (1)
Losing Groups
-1025.86 move_ave5 46.00 to 50.01 (10)+ break_ave 41.00 to 46.00 (9)
-965.84 momentum 46.00 to 50.01 (10)+ break_ave 41.00 to 46.00 (9)
-943.20 markcap_est 36.00 to 41.00 (8)+ mov_ave20 46.00 to 50.01 (10)
-908.86 high-close 1.00 to 6.00 (1)+ mov_ave100 46.00 to 50.01 (10)
-879.35 open-yclose 21.00 to 26.00 (5)+ momentum 46.00 to 50.01 (10)
-869.30 momentum 46.00 to 50.01 (10)+ markcap_est 36.00 to 41.00 (8)
-856.29 mov_ave20 46.00 to 50.01 (10)+ t_vratio 41.00 to 46.00 (9)
-852.60 open-yclose 21.00 to 26.00 (5)+ move_ave5 46.00 to 50.01 (10)
-842.42 1monthgain 46.00 to 50.01 (10)+ markcap_est 36.00 to 41.00 (8)
-840.20 slice97 16.00 to 21.00 (4)+ move_ave5 46.00 to 50.01 (10)
Date(ymd): 021231
Average Gain: -74.91
Group Stdev: 122.68
Market Focus: 4.8+3.7
(0.00000, 0.00000)
Market Focus5: 3.9+2.5
p = n = r = 1, period = 30
Top Gaining Groups
684.68 momentum 1.00 to 3.00 (1)
659.08 mov_ave20 1.00 to 3.00 (1)
606.86 recent_price 1.00 to 3.00 (1)
578.56 move_ave5 1.00 to 3.00 (1)
568.29 1monthgain 1.00 to 3.00 (1)
536.36 high-close 49.00 to 50.01 (25)
473.13 yeargain 1.00 to 3.00 (1)
459.43 resist2 1.00 to 3.00 (1)
452.49 mov_ave100 1.00 to 3.00 (1)
412.82 resist3 1.00 to 3.00 (1)
Losing Groups
-696.66 mov_ave20 49.00 to 50.01 (25)
-680.24 move_ave5 49.00 to 50.01 (25)
-609.35 1monthgain 49.00 to 50.01 (25)
-573.79 momentum 49.00 to 50.01 (25)
-546.34 mov_ave100 49.00 to 50.01 (25)
-502.84 gain1 49.00 to 50.01 (25)
-477.37 yeargain 49.00 to 50.01 (25)
-473.91 mov_ave20 47.00 to 49.00 (24)
-471.34 momentum 47.00 to 49.00 (24)
-456.92 close-low 49.00 to 50.01 (25)
Date(ymd): 021231
Average Gain: -74.89
Group Stdev: 113.23
Market Focus: 3.8+3.2
(0.00000, 0.00000)
Market Focus5: 3.0+2.4
p = n = r = 1, period = 30
Top Gaining Groups
436.53 mov_ave20 1.00 to 6.00 (1)
404.64 move_ave5 1.00 to 6.00 (1)
379.23 momentum 1.00 to 6.00 (1)
377.80 recent_price 1.00 to 6.00 (1)
344.89 1monthgain 1.00 to 6.00 (1)
344.42 yeargain 1.00 to 6.00 (1)
340.28 high-close 46.00 to 50.01 (10)
327.54 resist3 1.00 to 6.00 (1)
321.16 mov_ave100 1.00 to 6.00 (1)
317.35 resist2 1.00 to 6.00 (1)
Losing Groups
-531.18 mov_ave20 46.00 to 50.01 (10)
-483.37 momentum 46.00 to 50.01 (10)
-472.66 move_ave5 46.00 to 50.01 (10)
-448.06 1monthgain 46.00 to 50.01 (10)
-438.22 mov_ave100 46.00 to 50.01 (10)
-378.88 yeargain 46.00 to 50.01 (10)
-368.35 gain1 46.00 to 50.01 (10)
-362.28 resist2 46.00 to 50.01 (10)
-342.71 resist3 46.00 to 50.01 (10)
-323.12 resist1 46.00 to 50.01 (10)

 

Date(ymd): 831230
Average Gain: 68.83
Group Stdev: 78.55
Revised h/l prob: 0.0, 56.64
Market Focus: 3.1+0.0
(0.00000, 44.46)
Market Focus5: 1.2+-0.6
p = n = r = 1, period = 30

Dual Ranked S&P 500 Data 1984-2004

Top Gaining Groups
623.48 high-close 41.01 to 50.01 (5)+ close-low 41.01 to 50.01 (5)
566.61 industry 61.00 to 78.00 (4)+ 1monthgain 1.00 to 11.00 (1)
523.09 industry 61.00 to 78.00 (4)+ mov_ave20 1.00 to 11.01 (1)
499.71 high-close 41.01 to 50.01 (5)+ slice47 31.01 to 41.01 (4)
476.16 best_p 21.01 to 31.01 (3)+ high-close 41.01 to 50.01 (5)
470.26 high-close 41.01 to 50.01 (5)+ stock_ind 31.01 to 41.01 (4)
463.94 high-close 41.01 to 50.01 (5)+ markcap_est 1.00 to 11.01 (1)
459.43 recent_price 1.00 to 11.01 (1)+ industry 61.00 to 78.00 (4)
451.62 recent_price 1.00 to 11.01 (1)+ volume10_60 1.00 to 11.01 (1)
447.36 industry 61.00 to 78.00 (4)+ yeargain 1.00 to 11.00 (1)
441.71 stdev 41.01 to 50.01 (5)+ move_ave5 1.00 to 11.01 (1)
437.18 markcap_est 1.00 to 11.01 (1)+ mov_ave20 1.00 to 11.01 (1)
435.48 volume1_3 31.01 to 41.01 (4)+ mov_ave20 1.00 to 11.01 (1)
433.28 pave 21.01 to 31.01 (3)+ stock_ind 31.01 to 41.01 (4)
432.84 high-close 41.01 to 50.01 (5)+ volume3_10 1.00 to 11.00 (1)
430.94 prd_lastyear 41.01 to 50.01 (5)+ mov_ave20 1.00 to 11.01 (1)
429.54 industry 61.00 to 78.00 (4)+ move_ave5 1.00 to 11.01 (1)
427.05 high-close 41.01 to 50.01 (5)+ move_ave5 41.01 to 50.01 (5)
420.73 vslice3 11.00 to 21.01 (2)+ mov_ave20 1.00 to 11.01 (1)
411.27 recent_price 1.00 to 11.01 (1)+ vave 1.00 to 11.00 (1)
Losing Groups
-217.35 big_vslice 31.00 to 41.01 (4)+ pskew 41.01 to 50.01 (5)
-211.32 open-yclose 1.00 to 11.00 (1)+ gain1 21.01 to 31.01 (3)
-183.81 resist3 41.01 to 50.01 (5)+ move_ave5 31.01 to 41.01 (4)
-165.55 high-close 11.00 to 21.01 (2)+ vskew 41.01 to 50.01 (5)
-163.38 close-low 41.01 to 50.01 (5)+ pave 1.00 to 11.00 (1)
-162.62 high-close 1.00 to 11.00 (1)+ gain2 41.01 to 50.01 (5)
-158.88 momentum 31.01 to 41.01 (4)+ resist3 41.01 to 50.01 (5)
-156.89 1monthgain 41.01 to 50.01 (5)+ volume3_10 31.01 to 41.01 (4)
-155.83 prd_lastyear 31.00 to 41.01 (4)+ pskew 31.01 to 41.01 (4)
-154.80 recent_price 31.01 to 41.01 (4)+ pstdev 1.00 to 11.00 (1)
-154.50 volume3_10 41.01 to 50.01 (5)+ pave 1.00 to 11.00 (1)
-154.13 high-close 1.00 to 11.00 (1)+ ptotal 21.01 to 31.01 (3)
-151.78 yeargain 21.01 to 31.01 (3)+ markcap_est 41.01 to 50.01 (5)
-151.32 pskew 41.01 to 50.01 (5)+ mov_ave20 41.01 to 50.01 (5)
-151.12 recent_price 31.01 to 41.01 (4)+ big_vslice 31.00 to 41.01 (4)
-150.68 recent_price 31.01 to 41.01 (4)+ vslice47 11.01 to 21.01 (2)
-150.36 resist3 41.01 to 50.01 (5)+ vslice97 41.01 to 50.01 (5)
-149.72 vslice3 1.00 to 11.00 (1)+ ptot_neg 21.01 to 31.01 (3)
-149.61 vslice3 1.00 to 11.00 (1)+ stock_ind 41.01 to 50.01 (5)
-149.54 gain2 1.00 to 11.00 (1)+ pkurt 41.01 to 50.01 (5)
Date(ymd): 831230
Average Gain: 70.25
Group Stdev: 73.57
Revised h/l prob: 0.0, 31.04
Market Focus: 3.1+0.4
(0.00000, 17.38)
Market Focus5: 0.4+-0.4
p = n = r = 1, period = 30

Ranked S&P 500 Data 1984-2004

Top Gaining Groups
541.53 mov_ave20 1.00 to 3.00 (1)
436.77 high-close 49.01 to 50.01 (25)
395.08 yeargain 1.00 to 3.00 (1)
390.64 mov_ave100 1.00 to 3.00 (1)
343.81 recent_price 1.00 to 3.00 (1)
324.93 recent_price 5.00 to 7.00 (3)
323.67 resist3 1.00 to 3.00 (1)
323.30 pstdev 1.00 to 3.00 (1)
316.46 stdev 49.01 to 50.01 (25)
305.72 1monthgain 1.00 to 3.00 (1)
299.75 gain1 1.00 to 3.00 (1)
296.30 3monthgain 1.00 to 3.00 (1)
291.81 gain2 1.00 to 3.00 (1)
289.44 industry 72.00 to 76.00 (19)
280.05 prd_lastyear 49.01 to 50.01 (25)
278.50 gain1 49.01 to 50.01 (25)
275.99 pave 21.01 to 23.01 (11)
273.38 resist2 1.00 to 3.00 (1)
250.18 gain3 1.00 to 3.00 (1)
245.96 vskew 31.01 to 33.01 (16)
Losing Groups
-172.61 pskew 43.01 to 45.01 (22)
-133.71 industry 58.00 to 61.00 (15)
-122.65 big_pslice 9.00 to 11.00 (5)
-118.33 vtotal 15.00 to 17.01 (8)
-111.18 leadership 17.01 to 19.01 (9)
-95.34 markcap_est 49.01 to 50.01 (25)
-94.18 momentum 39.01 to 41.01 (20)
-92.53 gain2 9.01 to 11.00 (5)
-91.20 1monthgain 43.01 to 45.01 (22)
-86.84 move_ave5 45.01 to 47.01 (23)
-85.68 ptot_neg 41.01 to 43.01 (21)
-84.54 vslice97 43.01 to 45.01 (22)
-83.31 prd_lastyear 11.00 to 13.01 (6)
-81.21 vkurt 19.01 to 21.01 (10)
-78.78 high-close 11.00 to 13.00 (6)
-76.04 gain1 21.01 to 23.01 (11)
-74.14 vslice3 47.01 to 49.01 (24)
-71.71 recent_price 37.01 to 39.01 (19)
-69.22 ptotal 17.01 to 19.01 (9)
-66.98 vstdev 11.00 to 13.00 (6)
Date(ymd): 831230
Average Gain: 70.37
Group Stdev: 51.16
Revised h/l prob: 0.0, 43.01
Market Focus: 2.0+0.1
(0.00000, 42.18)
Market Focus5: 0.7+-0.5
p = n = r = 1, period = 30

Ranked S&P 500 Data 1984-2004

Top Gaining Groups
292.70 mov_ave20 1.00 to 6.00 (1)
283.47 high-close 47.00 to 50.01 (10)
270.94 recent_price 1.00 to 6.00 (1)
248.56 yeargain 1.00 to 6.00 (1)
228.93 resist2 1.00 to 6.00 (1)
222.60 resist3 1.00 to 6.00 (1)
222.06 move_ave5 1.00 to 6.00 (1)
210.36 mov_ave100 1.00 to 6.00 (1)
207.64 pstdev 1.00 to 6.00 (1)
206.21 3monthgain 1.00 to 6.00 (1)
198.12 industry 69.00 to 78.00 (8)
191.32 gain2 1.00 to 6.00 (1)
189.21 1monthgain 1.00 to 6.00 (1)
188.54 stdev 47.00 to 50.01 (10)
185.65 stdev 41.01 to 47.00 (9)
185.25 recent_price 6.00 to 11.01 (2)
184.50 momentum 1.00 to 6.00 (1)
184.18 markcap_est 1.00 to 6.00 (1)
182.03 prd_lastyear 47.00 to 50.01 (10)
176.30 slice47 37.00 to 41.01 (8)
Losing Groups
-61.89 pskew 41.01 to 47.00 (9)
-60.70 1monthgain 41.01 to 47.00 (9)
-47.37 recent_price 36.01 to 41.01 (8)
-31.72 vtotal 11.00 to 16.01 (3)
-30.68 high-close 1.00 to 6.00 (1)
-28.92 volume1_3 21.01 to 26.00 (5)
-27.76 resist2 41.01 to 47.00 (9)
-25.05 vslice47 16.01 to 21.01 (4)
-22.96 resist3 36.01 to 41.01 (8)
-19.57 vslice97 41.01 to 47.00 (9)
-18.53 markcap_est 47.00 to 50.01 (10)
-15.12 vskew 47.00 to 50.01 (10)
-14.03 gain1 21.01 to 26.01 (5)
-12.42 recent_price 47.00 to 50.01 (10)
-11.21 gain1 36.01 to 41.01 (8)
-10.01 vskew 1.00 to 6.00 (1)
-9.38 mov_ave20 47.00 to 50.01 (10)
-7.22 prd_lastyear 11.00 to 16.00 (3)
-6.48 mov_ave20 31.01 to 36.01 (7)
-6.38 vstdev 1.00 to 6.00 (1)
Date(ymd): 831230
Average Gain: 70.22
Group Stdev: 40.46
Revised h/l prob: 0.0, 18.42
Market Focus: 2.0+0.4
(0.00066, 13.39)
Market Focus5: 0.6+-0.2
p = n = r = 1, period = 30

Ranked S&P 500 Data 1984-2004

Top Gaining Groups
228.71 recent_price 1.00 to 11.01 (1)
225.59 high-close 41.01 to 50.01 (5)
188.00 stdev 41.01 to 50.01 (5)
186.52 mov_ave20 1.00 to 11.01 (1)
171.24 industry 61.00 to 78.00 (4)
170.99 resist3 1.00 to 11.00 (1)
164.94 yeargain 1.00 to 11.00 (1)
164.27 resist2 1.00 to 11.00 (1)
161.39 markcap_est 1.00 to 11.01 (1)
155.29 1monthgain 1.00 to 11.00 (1)
151.27 mov_ave100 1.00 to 11.00 (1)
149.09 move_ave5 1.00 to 11.00 (1)
145.03 pstdev 1.00 to 11.00 (1)
144.88 vstdev 41.01 to 50.01 (5)
144.87 vtotal 31.01 to 41.01 (4)
139.45 vslice3 11.01 to 21.01 (2)
138.81 break_ave 11.00 to 21.01 (2)
137.06 resist1 1.00 to 11.00 (1)
135.86 gain1 1.00 to 11.00 (1)
135.78 pave 21.01 to 31.01 (3)
Losing Groups
-26.58 recent_price 31.01 to 41.01 (4)
-12.66 high-close 1.00 to 11.00 (1)
-2.38 1monthgain 41.01 to 50.01 (5)
-1.28 recent_price 41.01 to 50.01 (5)
-0.74 move_ave5 21.01 to 31.01 (3)
0.54 vtotal 11.00 to 21.01 (2)
3.45 high-close 11.00 to 21.01 (2)
4.68 markcap_est 41.01 to 50.01 (5)
4.88 vstdev 1.00 to 11.00 (1)
6.85 prd_lastyear 11.00 to 21.01 (2)
10.57 yeargain 31.01 to 41.01 (4)
10.60 gain1 31.01 to 41.01 (4)
10.69 break_ave 41.01 to 50.01 (5)
12.28 stdev 1.00 to 11.01 (1)
13.05 mov_ave20 41.01 to 50.01 (5)
13.69 industry 78.00 to 101.00 (5)
15.03 pave 1.00 to 11.00 (1)
17.52 3monthgain 21.01 to 31.01 (3)
20.11 resist2 31.01 to 41.01 (4)
21.08 gain1 21.01 to 31.01 (3)

 

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