seasonal pattern for MSFT
20 Day Calendar Hold For 03/02
Years Analyzed: 20
Win %: 80.0%
Avg G/L: -3.6%
Std Dev: 5.4%
Past Performance:
1992 -8.3%
1993 -10.1%
1994 -4.3%
1995 2.7%
1996 11.3%
1997 -7.2%
1998 4.7%
1999 -6.8%
2000 -9.0%
2001 -6.7%
2002 -7.5%
2003 1.8%
2004 -2.5%
2005 -3.5%
2006 -2.9%
2007 -3.9%
2008 -8.7%
2009 -6.3%
2010 -0.6%
2011 -3.3%
Luca Giusti
http://www.qtlab.ch
http://www.lucagiusti.it
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