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Seasonality

Posted: Sat Jun 15, 2013 4:18 pm
by marriot
June sucks ! :roll:

Posted: Sat Jun 15, 2013 8:18 pm
by sluggo
Sell in May and go away. (link)

Posted: Sun Jun 16, 2013 12:55 pm
by stamo
"OCTOBER: This is one of the peculiarly dangerous months to speculate in stocks in. The other are July, January, September, April, November, May, March, June, December, August, and February."
- Pudd'nhead Wilson's Calendar


by American Author Mark Twain (Samuel Clemens)

seasonality.

Posted: Sun Jun 16, 2013 2:17 pm
by marriot
Here are results from Triple, Dual, Rsi, Donchian, Bollinger, Atr Systems, Long and Short on a 150 futures portfolio. Parameters as they come with TB.
But you can also optimize, results do not change.

For your convenience i sum and write down results of all June and all Dec results.
June sucks : )

Posted: Mon Jun 17, 2013 3:12 am
by Chris67
this season is called trend following doesnt work anymore and at present its 3 years long - hopefully at some point in the next decade markets may become normal again