seasonal pattern for COP
60 Day Calendar Hold For 24/02
Years Analyzed: 20
Win %: 90.0%
Avg G/L: 8.4%
Std Dev: 9.9%
Past Performance:
1992 5.0%
1993 4.1%
1994 18.0%
1995 7.8%
1996 15.3%
1997 -9.4%
1998 4.6%
1999 24.1%
2000 35.2%
2001 8.8%
2002 4.5%
2003 1.5%
2004 4.2%
2005 -1.3%
2006 8.8%
2007 5.4%
2008 2.8%
2009 5.0%
2010 20.1%
2011 4.1%
Luca Giusti
www.qtlab.ch
www.lucagiusti.it
