seasonal pattern for XLF
5 Day Calendar Hold For 19/09
Years Analyzed: 1999 to 2010
Win %: 90.9%
Avg P/L %: -2.5%
Std Dev: 2.5%
Past Performance:
1999 -2.9%
2000 -0.7%
2001 -1.0%
2002 -2.4%
2003 -2.5%
2004 -2.7%
2005 -1.1%
2006 0.1%
2007 -2.2%
2008 -9.5%
2009 -2.7%
Luca Giusti
http://www.additiva.it
http://www.lucagiusti.it
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