Seasonality Map for September, 2010
MarketSci Blog　31Aug2010
http://marketsci.wordpress.com/2010/08/31/seasonality-map-for-september-2010/

About the Monthly Seasonality Map

One of the unexpected side effects of keeping this blog is I’ve become a proponent of seasonality (i.e. bullish/bearish biases around certain times of the month, year, etc). This seasonality map forces me to tie my seasonality studies together every month and is even being used in our own proprietary strategies (read how).

The studies included are: (a) the turn of the month, (b) the first and last day of the month, (c) the day-after options expiration, (d) the monthly W, (e) individual holidays, (f) scheduled Fed meetings, and (g) strong/weak calendar months.

To be clear, I do NOT think that seasonality alone is sufficient to justify a trade; however, all of the seasonality plays included in this report have been consistent enough that I do think they should be one of many tools in the trader’s toolbox.

Some observations have been stronger than others, so I’ve rated the strength of each from -100% (most bearish) to +100% (most bullish). Very low ratings (+/- 25%) indicate the play has been very inconsistent and needs to be viewed with an extra skeptical eye.

This is a constantly evolving work and reader input is always appreciated.

Happy Trading,

興味のある方は、"つづきはこちらです"をクリック！
 

[4回]

"Walk in the Spirit"さんの処から拾ってきたものなんだけれども、
過去の実績から9月の株式の強弱は大体下記のトレンドがあって、
上記を見てもらえば判るんだけれども、
9/1って、100％で上昇日ってホントかよ！？

これ、一昨日わかっていれば、買っていたのに、
マッ、来年用ということで･････

でも、まだあるぞ！
レーバーデイの前日は上げやすい、
米MSQの翌日9/20は下げ、
FOMCの9/21は上げ、

但し、実際、ドーなるかは保証の限りではない