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Below, we've tried something you won't find in most other tables in the site:  we've ranked the gains (in red), as well as the indicators that point toward the gains, on a scale of 1-50.  This means a gain of 10% in a very lousy market year might be accorded the same status as a gain of 200% in a very strong year.  In the same vein, a 1000% gain in one year, followed by a 50% loss the next, might result in a stock being deemed "average":   such a system sets a premium on consistent, year-after-year results, rather than a monster gain in one year followed by massive losses the next, even if the latter approach ultimately results in superior gains. It also cancels out the data-skewing effect of giant one-year gains or losses.

Ultimately, users would like to know what sort of yearly percentage gains we're talking about when we offer up the ranked results.  The table below should help.
 

Ranked Results (red)

Real-world % gains

38

32

33

19

28

9

20

-4

18

-7

15

-13

Several results of interest are found below.  As is the case in virtually every yearly table we've pulled together, a cheap stock price has been a great indicator of future gains in recent years.  To push those gains further still, you could pair a cheap stock with decreased volume (!) in the last half of December.

The most consistent industry:  bank stocks!  They've gained around 9% per year over the 9 year span of our experiment.  Don't forget that many of these stocks have dividends, so the total return for the investor is certainly higher.  Other groups, of course, have ultimately netted higher gains, but this group has done investors well without an excess of heart attacks along the way. 

Not surprisingly, pricy stocks tend to lose money.  Choosing a stock whose 20 day moving average is either well above or well below its 100 day average at the end of December results in losses.

Risk-adjusted results are quite similar to the non-adjusted results shown below, so we don't include those tables.
 
Date(ymd): 011231
Average Gain: 25.54
Group Stdev: 1.85
Market Focus: 3.1+1.4
(0.00000, 0.00000)
Market Focus5: 2.0+0.9
p = n = r = 20, period = 252
Top Gaining Groups
38.18 recent_price 1.00 to 6.00 (1)+ volume1_3 6.00 to 10.01 (2)
37.33 recent_price 6.00 to 11.00 (2)+ t_pratio 41.00 to 46.00 (9)
36.87 recent_price 1.00 to 6.00 (1)+ 1monthgain 11.00 to 16.00 (3)
36.56 recent_price 1.00 to 6.00 (1)+ resist2 46.00 to 50.01 (10)
36.12 recent_price 1.00 to 6.00 (1)+ pkurt 46.00 to 50.01 (10)
35.68 recent_price 1.00 to 6.00 (1)+ vslice47 25.01 to 30.01 (6)
35.66 recent_price 1.00 to 6.00 (1)+ volume10_60 1.00 to 6.00 (1)
35.54 recent_price 1.00 to 6.00 (1)+ slice97 36.00 to 41.00 (8)
35.30 recent_price 1.00 to 6.00 (1)+ t_vratio 15.01 to 20.01 (4)
35.29 recent_price 1.00 to 6.00 (1)+ slice47 10.01 to 16.00 (3)
Losing Groups
15.27 recent_price 46.00 to 50.01 (10)+ mov_ave100 46.00 to 50.01 (10)
15.71 stdev 46.00 to 50.01 (10)+ break_ave 46.00 to 50.01 (10)
15.82 recent_price 46.00 to 50.01 (10)+ resist1 46.00 to 50.01 (10)
16.14 markcap_est 46.00 to 50.01 (10)+ mov_ave20 1.00 to 6.00 (1)
16.28 close-low 41.00 to 46.00 (9)+ break_ave 46.00 to 50.01 (10)
16.28 vstdev 36.00 to 41.00 (8)+ break_ave 46.00 to 50.01 (10)
16.29 recent_price 46.00 to 50.01 (10)+ resist3 46.00 to 50.01 (10)
16.32 recent_price 46.00 to 50.01 (10)+ 3monthgain 46.00 to 50.01 (10)
16.40 open-yclose 41.00 to 46.00 (9)+ ptotal 1.00 to 6.00 (1)
16.64 recent_price 46.00 to 50.01 (10)+ pave 1.00 to 5.01 (1)
Date(ymd): 011231
Average Gain: 25.53
Group Stdev: 1.18
Market Focus: 4.0+3.0
(0.2469, 0.2257)
Market Focus5: 3.5+2.2
p = n = r = 20, period = 252
Top Gaining Groups
33.55 recent_price 1.00 to 11.00 (1)+ volume10_60 1.00 to 11.00 (1)
33.53 recent_price 1.00 to 11.00 (1)+ resist3 41.00 to 50.01 (5)
33.38 recent_price 1.00 to 11.00 (1)+ ptotal 41.00 to 50.01 (5)
33.18 recent_price 1.00 to 11.00 (1)+ resist2 41.00 to 50.01 (5)
33.00 recent_price 1.00 to 11.00 (1)+ yeargain 41.00 to 50.01 (5)
32.86 recent_price 1.00 to 11.00 (1)+ resist1 41.00 to 50.01 (5)
32.80 recent_price 1.00 to 11.00 (1)+ big_pslice 41.00 to 50.01 (5)
32.51 recent_price 1.00 to 11.00 (1)+ pstdev 21.00 to 31.00 (3)
32.42 recent_price 1.00 to 11.00 (1)+ volume1_3 1.00 to 10.01 (1)
32.41 recent_price 1.00 to 11.00 (1)+ pkurt 41.00 to 50.01 (5)
Losing Groups
18.67 recent_price 41.00 to 50.01 (5)+ yeargain 41.00 to 50.01 (5)
18.70 recent_price 41.00 to 50.01 (5)+ mov_ave20 41.00 to 50.01 (5)
19.29 recent_price 31.00 to 41.00 (4)+ move_ave5 41.00 to 50.01 (5)
19.41 recent_price 41.00 to 50.01 (5)+ 1monthgain 41.00 to 50.01 (5)
19.52 recent_price 41.00 to 50.01 (5)+ open-yclose 41.00 to 50.01 (5)
19.57 stdev 41.00 to 50.01 (5)+ break_ave 41.00 to 50.01 (5)
19.76 recent_price 41.00 to 50.01 (5)+ resist1 41.00 to 50.01 (5)
19.82 recent_price 31.00 to 41.00 (4)+ resist1 41.00 to 50.01 (5)
19.88 recent_price 41.00 to 50.01 (5)+ mov_ave100 41.00 to 50.01 (5)
19.94 recent_price 41.00 to 50.01 (5)+ vave 1.00 to 10.01 (1)
Date(ymd): 011231
Average Gain: 25.52
Group Stdev: 1.05
Market Focus: 4.2+2.5
(0.00000, 0.00000)
Market Focus5: 0.8+1.2
p = n = r = 20, period = 252
Top Gaining Groups
32.71 recent_price 1.00 to 3.00 (1)
31.43 recent_price 3.00 to 5.00 (2)
30.20 markcap_est 1.00 to 3.00 (1)
29.89 recent_price 5.00 to 7.00 (3)
29.17 markcap_est 3.00 to 5.00 (2)
29.01 recent_price 9.00 to 11.00 (5)
28.75 industry 89.92 to 91.68 (22)
28.70 break_ave 23.00 to 25.00 (12)
28.60 break_ave 29.00 to 31.00 (15)
28.37 momentum 9.00 to 11.00 (5)
Losing Groups
20.29 break_ave 49.00 to 50.01 (25)
20.85 break_ave 1.00 to 3.00 (1)
21.49 recent_price 45.00 to 47.00 (23)
21.51 recent_price 49.00 to 50.01 (25)
21.68 recent_price 47.00 to 49.00 (24)
22.31 recent_price 33.00 to 35.00 (17)
22.44 ptot_neg 49.00 to 50.01 (25)
22.48 recent_price 43.00 to 45.00 (22)
22.56 break_ave 45.00 to 47.00 (23)
22.77 recent_price 41.00 to 43.00 (21)
Date(ymd): 011231
Average Gain: 25.52
Group Stdev: 0.84
Market Focus: 5.4+2.7
(0.00000, 0.00000)
Market Focus5: 1.7+0.5
p = n = r = 20, period = 252
Top Gaining Groups
31.48 recent_price 1.00 to 6.00 (1)
29.47 markcap_est 1.00 to 6.00 (1)
28.92 recent_price 6.00 to 11.00 (2)
28.48 industry 86.05 to 92.28 (9)
28.38 break_ave 20.01 to 25.01 (5)
28.10 recent_price 11.00 to 16.00 (3)
27.94 break_ave 25.01 to 31.00 (6)
27.65 break_ave 16.00 to 20.01 (4)
27.46 break_ave 31.00 to 36.00 (7)
27.24 momentum 6.00 to 11.00 (2)
Losing Groups
21.52 recent_price 46.00 to 50.01 (10)
21.99 break_ave 46.00 to 50.01 (10)
22.46 recent_price 41.00 to 46.00 (9)
22.82 break_ave 1.00 to 6.00 (1)
23.42 recent_price 31.00 to 36.00 (7)
23.49 ptot_neg 46.00 to 50.01 (10)
23.70 vave 1.00 to 6.00 (1)
23.73 break_ave 41.00 to 46.00 (9)
23.81 recent_price 36.00 to 41.00 (8)
23.84 markcap_est 36.00 to 41.00 (8)

 

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