JANUARY EFFECT - A simple, non-comprehensive study.
futures / day range on 2 Jan, on 3 Jan
ES / 1.2%, 1%
dax / 1.9%, 1.9%
Taiwan index / 1.3%, 2%
crude oil / 3.1%, 5.2%
Natural gas / 5.5%, 6.7%
Germany bund / 0.6%, 1%
day range - the higher the better.
So far so good !!!!
Very good start...