seasonal pattern for ADM
60 Day Calendar Hold For 14/02
Years Analyzed: 20
Win %: 90.0%
Avg G/L: -4.6%
Std Dev: 8.7%
Past Performance:
1992 -16.0%
1993 -7.7%
1994 -9.4%
1995 -4.4%
1996 -0.6%
1997 -8.5%
1998 -1.9%
1999 -6.0%
2000 -6.7%
2001 -21.6%
2002 -1.3%
2003 -2.0%
2004 -0.5%
2005 -15.3%
2006 19.7%
2007 8.8%
2008 -1.3%
2009 -8.9%
2010 -4.3%
2011 -4.5%
Luca Giusti
www.qtlab.ch
www.lucagiusti.it
