seasonal pattern for ^GDAXI

seasonal pattern for ^GDAXI

20 Day Calendar Hold For 27/11
Years Analyzed: 19

Win %: 84.2%
Avg G/L: 1.3%
Std Dev: 3.9%

Past Performance:
1993 5.1%
1994 0.9%
1995 2.1%
1996 0.6%
1997 4.9%
1998 -7.8%
1999 6.6%
2000 -5.5%
2001 0.2%
2002 -6.2%
2003 2.7%
2004 0.7%
2005 3.1%
2006 4.6%
2007 3.9%
2008 0.9%
2009 2.8%
2010 1.9%
2011 3.8%

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