seasonal pattern for ^NDX

seasonal pattern for ^NDX

60 Day Calendar Hold For 05/07
Years Analyzed: 19

Win %: 78.9%
Avg G/L: 2.2%
Std Dev: 8.6%

Past Performance:
1992 2.4%
1993 2.6%
1994 9.7%
1995 5.5%
1996 1.8%
1997 11.5%
1998 -9.3%
1999 6.8%
2000 12.3%
2001 -16.1%
2002 -15.2%
2003 10.5%
2004 -7.4%
2005 4.4%
2006 2.3%
2007 0.4%
2008 0.9%
2009 11.0%
2010 8.2%

Luca Giusti
http://www.qtlab.ch
http://www.lucagiusti.it