seasonal pattern for IBM
20 Day Calendar Hold For 15/11
Years Analyzed: 19
Win %: 94.7%
Avg G/L: 3.9%
Std Dev: 4.9%
Past Performance:
1993 4.9%
1994 -2.4%
1995 0.3%
1996 9.3%
1997 10.6%
1998 4.3%
1999 18.9%
2000 4.0%
2001 5.8%
2002 3.8%
2003 0.4%
2004 1.2%
2005 3.4%
2006 1.5%
2007 4.4%
2008 0.3%
2009 0.2%
2010 1.2%
2011 1.1%
Luca Giusti
http://www.qtlab.ch
http://www.lucagiusti.it