We’ve investigated the best-day-of-the-week and the best-day-of-the-month, so I thought my series wouldn’t be complete without taking a look at the best-month-of-the-year. For the test I simply computed the average return for each month of the year across every liquid stock listed on the JSE since 2003 till the present …
Category: Seasonal Patterns
I’ve seen studies in the past that suggest that there’s an optimal day of the week to trade. One well know trader in particular, Larry Williams (famous for trading $10K to $1.1 mill in a single year with real funds in a global trading competition) , discusses “best-day-of-the-week” as a …
Last week we explored the “best-day-of-the-week” theory and found no significant evidence to suggest that there is an optimal day of the week to trade. This week I’m going to test the theory that there is an optimal time of month to trade, and as you shall soon learn, things …
Ho, ho, ho…. it’s that time of year again! Will Santa come to town bearing gifts in the form of a rally in equites in the final week of the year? If you are not familiar with the Santa Claus rally, as this has come to be known as, it’s …