Historical 4th quarter analysis for SPY

fan27

fan27

I ran a backtest to see how SPY performs in the 4th quarter. The results show for holding 1, 2 or 3 months when purchasing SPY on the last day in September. Results are certainly bullish!

The backtest can be run at the link below (can also be modified to include additional conditions).

http://www.fasterbull.com/members/strategy-builder.php?id=864

thanks
fan27
 

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fan27 said:
I ran a backtest to see how SPY performs in the 4th quarter. The results show for holding 1, 2 or 3 months when purchasing SPY on the last day in September. Results are certainly bullish!

The backtest can be run at the link below (can also be modified to include additional conditions). UNquote
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Amen; thanks i figured the same, as a result of experience + Mr Hirsch= Stock Traders Almanac[2001 + 2012 editions]Not a prediction.Like Mr Carl Ichan noted on the news ''correction'' Old turkey/nickname'' liked to say ''its a bull market you know LOL''

Actually its an extended bull market you know; it may get more extended in the 4th quarter. Thanks Not a prediction sinply probabilities.[a] AIG, BAC [c] C ,look bearish on 1 yea r candle chart


thanks
fan27
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fan27 said:
I ran a backtest to see how SPY performs in the 4th quarter. The results show for holding 1, 2 or 3 months when purchasing SPY on the last day in September. Results are certainly bullish!

The backtest can be run at the link below (can also be modified to include additional conditions).

http://www.fasterbull.com/members/strategy-builder.php?id=864

thanks
fan27
More...

Unless the next year takes the low of the previous year, you will absolutely make money buying the october fear and holding through qtr 1 earnings.
 
bashatrader said:
Has there been any discussion of the spike last week? This is interesting.
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OK;
DEC spike still looks bullish+ uptrendy,SPY,QQQ..... Its an old extended uptrend;
may get older, more extended, the old central bank in japan is buying again . Not a prediction;tek stocks tend to be bullish 4th, 1st quarter.OIL still looks like a good downtrend; TX like Arabia,, selling big, making profit on volume.Wisdom is profitable to direct. Thanks
 
Last two days of the 2015 the major indexes declined. Check the NYSE High-Low range chart below:

nya-highlow-rangechart-201412-1.png


As you may notice from the chart above, there are not a lot of changes in stocks traded close to their 52-weeks lows - the main bearish action was among strongest stocks on the market. Just 4 trading sessions ago we had 443 stocks traded in 5%-range from their 52-week highs and on the last trading session the number of these stocks dropped to 169.

let's check last two correction.

See NYSE High-Low Range chart at the end of September 2014 - before diving into the last strong correction - the major movements were among the weakest stocks on the market - 316 stocks were traded in the 5% range from their 52-week lows on September 30 of 2014 versus only 61 stocks on September 1 of 2014.

See NYSE High-Low Range chart at the beginning of December 2014 - before diving into the last minor correction - the same picture - 365 stocks were traded in the 5% range from their 52-week lows on December 8 of 2014 versus only 117 stocks on November 26 of 2014.

Now we have something different - S&P 500, DJI and Nasdaq 100 were pushing down while the Russell 2000 was behind. The questions now are
1. will bearish sentiment in strong stocks will go into January of 2015?
2. will weak stocks become affected by bearish sentiment in strong stocks?

If answer on these two questions is yes, then we are following into a correction which will be stronger that the one seen in October 2014.
 
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