For the last 30 years, these are the average daily returns of SPX. Included the standard deviation of occurences
First conclusion: statistically bullish (low standard deviations) until 4th July (pre holidays periods are often bullish)
These statistics are supporting our serial correlation chart with August 1980
http://groups.yahoo.com/group/futuresystem/
First conclusion: statistically bullish (low standard deviations) until 4th July (pre holidays periods are often bullish)
These statistics are supporting our serial correlation chart with August 1980
http://groups.yahoo.com/group/futuresystem/