seasonal pattern for CAT
30 Day Calendar Hold For 27/02
Years Analyzed: 20
Win %: 90.0%
Avg G/L: 4.3%
Std Dev: 5.8%
Past Performance:
1992 1.8%
1993 4.0%
1994 2.9%
1995 5.4%
1996 -1.3%
1997 0.6%
1998 1.7%
1999 3.7%
2000 6.4%
2001 5.0%
2002 1.7%
2003 7.6%
2004 2.2%
2005 -5.3%
2006 0.2%
2007 2.1%
2008 3.9%
2009 23.3%
2010 11.3%
2011 8.4%
Luca Giusti
www.qtlab.ch
www.lucagiusti.it
