Seasonality

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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marriot
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Seasonality

Post by marriot » Sat Jun 15, 2013 4:18 pm

June sucks ! :roll:

sluggo
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Post by sluggo » Sat Jun 15, 2013 8:18 pm

Sell in May and go away. (link)

stamo
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Post by stamo » 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)

marriot
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seasonality.

Post by marriot » 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 : )
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Chris67
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Post by Chris67 » 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

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