seasonal pattern for ^OEX

seasonal pattern for ^OEX

60 Day Calendar Hold For 01/03
Years Analyzed: 20

Win %: 80.0%
Avg G/L: 3.1%
Std Dev: 5.7%

Past Performance:
1992 1.2%
1993 0.0%
1994 -3.8%
1995 7.5%
1996 1.5%
1997 2.2%
1998 6.9%
1999 9.3%
2000 5.1%
2001 0.6%
2002 -7.6%
2003 9.4%
2004 -5.0%
2005 -4.3%
2006 1.8%
2007 6.0%
2008 4.5%
2009 16.6%
2010 5.9%
2011 3.6%

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