seasonal pattern for MMM
20 Day Calendar Hold For 07/01
Years Analyzed: 1991 to 2010
Win %: 90.0%
Avg P/L %: -3.1%
Std Dev: 2.7%
Past Performance:
1991 -0.3%
1992 -3.4%
1993 -2.2%
1994 -0.8%
1995 -2.6%
1996 -3.3%
1997 -2.2%
1998 -4.5%
1999 -3.3%
2000 -6.3%
2001 -6.3%
2002 -3.9%
2003 -1.6%
2004 -1.4%
2005 0.7%
2006 -7.6%
2007 1.6%
2008 -6.9%
2009 -7.0%
2010 -1.7%
Luca Giusti
http://www.additiva.it
http://www.lucagiusti.it
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