seasonal pattern for CAT
20 Day Calendar Hold For 02/27
Years Analyzed: 20
Win %: 95.0%
Avg G/L: 4.3%
Std Dev: 4.0%
Past Performance:
1992 1.0%
1993 0.0%
1994 10.5%
1995 0.7%
1996 5.9%
1997 1.3%
1998 2.7%
1999 2.8%
2000 10.0%
2001 6.2%
2002 6.1%
2003 6.6%
2004 1.9%
2005 1.7%
2006 3.7%
2007 -1.0%
2008 3.6%
2009 15.4%
2010 4.1%
2011 3.0%
Luca Giusti
http://www.qtlab.ch
http://www.lucagiusti.it
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