seasonal pattern for SFD
10 Day Calendar Hold For 12/09
Years Analyzed: 19
Win %: 84.2%
Avg G/L: -3.9%
Std Dev: 6.4%
Past Performance:
1993 -7.3%
1994 -6.0%
1995 -0.5%
1996 3.4%
1997 6.0%
1998 12.4%
1999 -9.8%
2000 -4.4%
2001 -9.9%
2002 -0.6%
2003 -2.8%
2004 -6.7%
2005 -2.2%
2006 -7.5%
2007 -8.9%
2008 -16.2%
2009 -3.9%
2010 -4.1%
2011 -4.8%
Luca Giusti
http://www.qtlab.ch
http://www.lucagiusti.it