After a long run of positive days back to back, I consulted several dailies that I'm currently guided by. Most begin January in either G or F, but on January 17th or 18th move to S until about January 28th. Looks like a short period of seasonal strength to me, so I checked those approximate dates back to the beginning and here's what I got for that short time period:
average return of 1.08 and 77% of the time positive returns for the period. 13 positive to 3 negative - the negatives were really big though. The positive years only average +2.45. I thought it was impressive enough to share.
I'd love to hear thoughts on this, current indicators versus indicators at the time of these examples, perhaps? I'm too sleepy to see if next week has a historic crushing low to offset the upside...
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