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Posted: Sat Jun 15, 2013 4:18 pm
June sucks !
Posted: Sat Jun 15, 2013 8:18 pm
Sell in May and go away. (link)
Posted: Sun Jun 16, 2013 12:55 pm
"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)
Posted: Sun Jun 16, 2013 2:17 pm
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
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