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part of a market letter I received today
I believe the rally last week was the result of seasonal
factors.Most of the indicators failed to confirm the Wednesday-Thursday
highs.
There is a FOMC meeting next Tuesday and, except for the last
one, the markethas fallen after every one.
Seasonally the next week and a half has been weak.As you
can see by the tables below there is little strength until the 3rd Thursday
which would be Dec 20.The seasonally strong end of December period
begins 3 trading days before Christmaswhich also happens to be December
20.
I will be taking short positions as of Monday's close in the
Profunds and Rydex Titian/Tempest accounts.
Monthly day of week report for DecS&P-500 Composite
*************************************************************The days are
the Day of the week of Dec
In the averages, unchanged is counted as a win.The number after the
year is the position in the presidential cycle.
Dec Mondays
Year
1
2
3
4 5
Totals
1989-1 0.22% -0.04%
-1.84%
-1.66% 1990-2 0.58%
0.35% -0.24% -0.56% 0.46%
0.59% 1991-3 1.65%
-0.22% 0.00% 2.53%
2.14% 6.09% 1992-4 0.75%
-0.21% -0.13%
-0.14%
0.27% 1993-1 0.33%
0.38% -0.11%
0.68%
1.28% 1994-2 0.00%
0.56%
-0.19%
0.37% 1995-3 1.10%
0.33%
-1.55%
-0.11% 1996-4 -0.06% 1.38%
-1.05% -0.26% -0.39%
-0.38% 1997-1 2.03%
-0.14% 1.05% 0.73%
1.80% 5.47% 1998-2 0.93%
-2.17% 1.25%
-0.06%
-0.05% 1999-3 -0.70% -0.13%
-0.21%
-0.09%
-1.12% 2000-4 0.74%
0.75%
0.81%
2.30% 2001-1
-0.84%
-0.84%
Avg 0.56%
0.05% -0.10% 0.35%
1.00% 0.27%Win%
79% 46%
31% 38%
75%
52%------------------------------------------------------------
Dec Tuesday's
Year
1
2
3
4 5
Totals
1989-1 -0.52% 0.91%
-0.36%
-0.18%
-0.14% 1990-2 0.69%
-0.74%
1.24%
1.19% 1991-3 -0.12% -0.10%
-0.45% 0.63% 0.47%
0.44% 1992-4 -0.13% 0.39%
-0.06% -0.09% -0.27%
-0.16% 1993-1 0.07% -0.57%
-0.12%
0.09%
-0.53% 1994-2 -0.05% 0.15%
-0.18%
0.57%
0.50% 1995-3 0.65%
-0.12% 0.84%
0.38%
1.76% 1996-4 -1.09% -0.30%
0.70% 0.55% -1.74%
-1.88% 1997-1 -0.32% -0.67%
0.48% -1.53% 1.83%
-0.20% 1998-2 1.00%
-0.53% 1.90% 0.06%
1.33% 3.76% 1999-3 -0.99%
-0.85% 1.08%
0.04%
-0.73% 2000-4 3.89% -0.65%
-1.30%
0.71%
2.65% 2001-1
1.32%
1.32%
Avg .38%
-.24% .25%
.07% .33%
0.14%Win%
50% 23%
46% 67%
60%
48%------------------------------------------------------------
Dec Wednesday's
Year
1
2
3
4 5
Totals
1989-1 -0.29% 0.29%
0.11%
0.58%
0.68% 1990-2 1.09%
1.15% 0.05%
0.29%
2.58% 1991-3 -0.23% -0.05%
0.19%
-0.09% 1992-4 -0.21% -0.31%
-0.24% -0.29% 0.19%
-0.85% 1993-1 0.02% -0.10%
-0.26% 0.43% -0.08%
0.02% 1994-2 -0.41%
1.07% 0.55%
-0.35%
0.86% 1995-3 0.40%
0.47% -0.98%
0.04%
-0.07% 1996-4 -0.42% -0.91%
0.76%
-0.58% 1997-1 0.52% -0.61%
-0.26% -0.68% -0.04%
-1.08% 1998-2 -0.34% 0.18%
-0.08% 2.07% -0.80%
1.04% 1999-3 0.63%
-0.38% 0.72% 0.19%
0.40% 1.57% 2000-4 -1.82%
-0.82% -3.13%
1.04%
-4.72% 2001-1
2.23%
2.23%
Avg .10%
-.03% -.20% .31%
-.06% 0.03%Win%
50% 38%
46% 73%
40%
50%------------------------------------------------------------
Dec Thursday's
Year
1
2
3
4 5
Totals
1989-1 -0.28% -0.52%
0.57%
0.53%
0.31% 1990-2 -0.26% -0.26%
-0.02%
-0.77%
-1.31% 1991-3 -0.71% 1.02%
-0.25%
1.38%
1.44% 1992-4 0.00%
-0.23% 0.91% 0.17%
-0.71% 0.14% 1993-1 0.26%
-0.45% 0.32% 0.01% -0.41%
-0.26% 1994-2 -1.05% -1.28%
0.08% 0.01% 0.07%
-2.17% 1995-3 -0.65% -0.77%
0.75%
-0.07%
-0.73% 1996-4 -0.10% -1.54%
1.94%
0.64%
0.95% 1997-1 -0.38% -1.53%
-1.06%
-2.97% 1998-2 -1.80% -1.56%
1.55% -0.18% -0.22%
-2.21% 1999-3 0.81%
0.30% 0.39% 1.55%
0.07% 3.11% 2000-4 -0.59%
-1.40% 0.80%
0.40%
-0.79% 2001-1
-0.28%
-0.28%
Avg -.39%
-.68% .43%
.29% -.06%
-0.09%Win%
21% 15%
69% 67%
50%
43%------------------------------------------------------------
Dec Friday's
Year
1
2
3
4 5
Totals
1989-1 1.34% 0.32%
-0.23% 0.77% 0.78%
2.98% 1990-2 -0.40% -0.77%
0.49%
0.13%
-0.54% 1991-3 0.45%
0.77% 1.18%
0.40%
2.80% 1992-4 0.50%
-0.21%
1.34%
1.63% 1993-1 0.38%
-0.05% 0.66%
-0.47%
0.52% 1994-2 0.98%
0.34% 0.76% 0.03%
-0.41% 1.70% 1995-3
0.27% 0.21% -0.09%
0.24% 0.29% 0.92% 1996-4
-0.64% -0.09% 0.42%
0.13%
-0.19% 1997-1 1.10% -0.16%
-0.89%
0.40%
0.45% 1998-2 2.31%
0.12%
0.68%
3.12% 1999-3 1.72%
0.63% 0.16%
0.33%
2.84% 2000-4 0.02%
1.96% -2.15% 2.44% -1.04%
1.23%
Avg
.60% .25%
.24% .43% -.20%
0.32%Win%
77% 62%
69% 91%
40% 71%
NASDAQ Composite
******************************************************Dec Mondays
Year
1
2
3
4 5
Totals
1989-1 0.26% -0.83%
-1.76%
-2.33% 1990-2 0.63% -0.02%
-0.84% -0.32% 0.71%
0.16% 1991-3 1.34%
-0.18% 0.52% 1.52%
2.48% 5.69% 1992-4 0.75%
-0.16% 0.18%
0.06%
0.82% 1993-1 -0.15% -0.13%
0.12%
0.31%
0.15% 1994-2 0.09%
0.01%
-0.16%
-0.06% 1995-3 1.37% -0.09%
-2.71%
-1.42% 1996-4 0.56%
2.22% -1.86% -0.70% -0.28%
-0.07% 1997-1 1.88%
1.08% 0.00% 0.48%
1.72% 5.17% 1998-2 1.87%
-3.07% 2.49%
0.80%
2.08% 1999-3 0.72%
1.05% 0.82%
0.15%
2.74% 2000-4 -1.12% 3.35%
-1.08%
1.15% 2001-1
-1.33%
-1.33%
Avg 0.52%
0.23% -0.32% 0.29%
1.16% 0.25%Win%
79% 38%
46% 75%
75%
60%------------------------------------------------------------
Dec Tuesday's
Year
1
2
3
4 5
Totals
1989-1 0.07% -0.44%
-0.37%
0.16%
-0.59% 1990-2 0.77%
-0.94%
1.22%
1.05% 1991-3 0.46% -0.21%
-0.74% 1.04% 1.14%
1.68% 1992-4 0.19%
0.09% -0.61% -0.24% 0.41%
-0.16% 1993-1 -0.23% -1.09%
-0.59%
0.46%
-1.45% 1994-2 -0.60%
0.05% 0.09%
0.54%
0.07% 1995-3 -0.36% -0.89%
2.38%
0.24%
1.36% 1996-4 0.04%
-0.28% 0.42% 0.63%
0.25% 1.07% 1997-1 -1.49%
-1.88% 1.07% -1.45% 1.79%
-1.95% 1998-2 2.78%
-0.29% 2.32% -0.80%
0.07% 4.08% 1999-3 1.15%
-2.36% 3.36%
-0.08%
2.07% 2000-4 10.48% -2.76%
-4.30%
-0.93%
2.48% 2001-1
3.06%
3.06%
Avg 1.19%
-.87% .32%
-.05% .73%
0.22%Win%
71% 15%
54% 50%
100%
53%------------------------------------------------------------
Dec Wednesday's
Year
1
2
3
4 5
Totals
1989-1 -0.41% 0.16%
0.58%
0.79%
1.10% 1990-2 1.86%
0.66% 0.28%
0.00%
2.80% 1991-3 0.36%
-0.48%
0.03%
-0.10% 1992-4 -0.16% -0.48%
-0.17% 0.32% 0.42%
-0.07% 1993-1 1.25%
-0.19% 0.20% 0.06%
0.51% 1.83% 1994-2 -0.94%
0.86% 1.18%
-0.50%
0.60% 1995-3 -0.39% 0.42%
-0.11%
-0.12%
-0.19% 1996-4 -0.26% -0.26%
1.51%
0.99% 1997-1 0.55% -1.48%
-0.36% -0.69% 0.34%
-1.64% 1998-2 -0.43% 0.77%
-0.16% 2.43% -0.68%
1.93% 1999-3 0.53%
-0.02% 1.41% 0.67%
1.75% 4.33% 2000-4 -3.23%
-3.72% -7.12%
1.84%
-12.23% 2001-1
4.27%
4.27%
Avg .20%
-.29% -.22%
.44% .47%
0.06%Win%
43% 38%
54% 64%
80%
52%------------------------------------------------------------
Dec Thursday's
Year
1
2
3
4 5
Totals
1989-1 -0.09% -0.80%
0.96%
0.27%
0.34% 1990-2 0.38%
0.29% 0.29%
-0.36%
0.60% 1991-3 -0.23% 0.82%
-0.98%
1.77%
1.38% 1992-4 0.53%
-0.75% 1.36% 0.44%
0.76% 2.34% 1993-1 0.38%
-0.83% 0.34% 0.35%
0.34% 0.58% 1994-2 -1.22%
-2.06% 0.69% 0.30%
0.95% -1.34% 1995-3 -0.81%
-1.74% 1.50%
-0.56%
-1.61% 1996-4 0.24%
-0.82% 0.82%
0.54%
0.77% 1997-1 -0.11% -2.38%
-1.56%
-4.05% 1998-2 -2.05% -1.68%
1.72% -0.44% 1.19%
-1.26% 1999-3 2.95%
0.23% 2.57% 0.82%
-0.11% 6.45% 2000-4 -1.57%
-3.34% 0.31%
0.72%
-3.87% 2001-1
0.36%
0.36%
Avg -.04%
-1.03% .62%
.34% .62%
0.03%Win%
50% 23%
85% 75%
83%
60%------------------------------------------------------------
Dec Friday's
Year
1
2
3
4 5
Totals
1989-1 0.22% -0.02%
-0.83% 0.79% 1.07%
1.23% 1990-2 -0.20% -0.72%
0.35%
0.04%
-0.53% 1991-3 0.43%
0.91% 0.23%
1.15%
2.71% 1992-4 0.80%
-0.48%
0.43%
0.75% 1993-1 0.72%
-0.10% 0.49%
0.74%
1.85% 1994-2 0.52% -0.01%
-0.22% 0.39% 0.32%
1.00% 1995-3 -0.37% 0.88%
-0.74% 0.60% 0.95%
1.32% 1996-4 -0.96% -1.03%
-0.56%
-0.25%
-2.80% 1997-1 1.27%
-1.41% 0.10%
0.79%
0.75% 1998-2 2.50%
0.66%
2.07%
5.23% 1999-3 1.97%
0.73% 1.02%
0.80%
4.52% 2000-4 1.82%
5.99% -2.76% 7.56% -3.41%
9.20%
Avg
.67% .41% .03%
1.17% -.09%
0.49%Win%
77% 46%
62% 91%
80% 70%
Using Russell 2000
************************************************Dec Mondays
Year
1
2
3
4 5
Totals
1989-1 0.05% -0.44%
-1.55%
-1.94% 1990-2 0.50% -0.19%
-0.81% -0.30% 1.33%
0.53% 1991-3 0.16%
-0.48% 0.59% 1.04%
1.96% 3.26% 1992-4 1.23%
-0.15% -0.26%
-0.17%
0.65% 1993-1 0.05% -0.23%
-0.13%
0.44%
0.13% 1994-2 0.05%
0.14%
-0.23%
-0.04% 1995-3 0.89%
0.17%
-2.16%
-1.10% 1996-4 0.35%
1.40% -1.04% -0.36% 0.23%
0.57% 1997-1 0.99%
0.91% -0.44% 0.68%
1.23% 3.36% 1998-2 0.70%
-1.88% 1.11%
0.67%
0.60% 1999-3 0.25%
0.79% 0.21%
0.42%
1.67% 2000-4 -1.41%
1.70%
1.14%
1.43% 2001-1
-0.81%
-0.81%
Avg 0.25%
0.12% -0.27% 0.30%
1.19% 0.17%Win%
86% 46%
38% 63%
100%
62%------------------------------------------------------------
Dec Tuesday's
Year
1
2
3
4 5
Totals
1989-1 -0.09% 0.01%
-0.68%
0.13%
-0.64% 1990-2 0.45%
-0.64%
0.65%
0.47% 1991-3 0.42% -0.51%
-0.50% 0.93% 1.11%
1.45% 1992-4 0.00%
0.16% -0.57% -0.09% 0.44%
-0.06% 1993-1 0.02% -0.93%
-0.56%
0.52%
-0.95% 1994-2 -0.38%
0.15% 0.07%
0.49%
0.33% 1995-3 0.19%
-0.16% 0.75%
0.17%
0.95% 1996-4 0.70%
0.22% -0.10% 0.13%
0.73% 1.68% 1997-1 -0.39%
-0.88% 1.09% -0.20%
1.72% 1.35% 1998-2
0.25% 0.08% 0.42%
-0.40% 0.52% 0.87% 1999-3
-0.01% -1.62% 1.84%
0.83%
1.04% 2000-4 4.61% -1.94%
-0.96%
0.79%
2.49% 2001-1
2.37%
2.37%
Avg .61%
-.48% .11%
.26% .90%
0.20%Win%
64% 38%
46% 67%
100%
58%------------------------------------------------------------
Dec Wednesday's
Year
1
2
3
4 5
Totals
1989-1 0.26%
0.18% 0.12%
0.37%
0.94% 1990-2 1.53%
0.54% 0.47%
0.28%
2.82% 1991-3 0.24% -0.61%
-0.16%
-0.54% 1992-4 0.19% -0.40%
-0.46% 0.21% -0.25%
-0.71% 1993-1 0.88%
0.13% -0.02% -0.05% 0.90%
1.84% 1994-2 -0.76%
0.86% 1.12%
-0.27%
0.96% 1995-3 -0.14%
0.33% 0.92%
0.40%
1.51% 1996-4 0.08%
-1.00%
0.84%
-0.08% 1997-1 0.31%
-1.22% 0.26% -0.23% 0.69%
-0.19% 1998-2 -0.31%
0.12% 0.07% 1.14%
0.37% 1.38% 1999-3 -0.09%
0.67% -0.31% 0.45%
1.75% 2.48% 2000-4 -1.62%
-1.64% -3.27%
2.72%
-3.81% 2001-1
2.48%
2.48%
Avg .22%
-.16% -.05%
.47% .69%
0.16%Win%
64% 62%
54% 73%
80%
64%------------------------------------------------------------
Dec Thursday's
Year
1
2
3
4 5
Totals
1989-1 -0.17% -0.65%
0.56%
0.15%
-0.10% 1990-2 0.33%
0.30% 0.12%
-0.16%
0.59% 1991-3 -0.33% 0.62%
-0.66%
1.56%
1.19% 1992-4 0.27%
-0.66% 0.70% 0.46%
2.17% 2.94% 1993-1 0.12%
-0.38% 0.30% 0.38%
0.07% 0.48% 1994-2 -0.91%
-1.70% 1.40% 0.12%
0.66% -0.43% 1995-3 -0.55%
-0.02% 0.60%
-0.03%
0.00% 1996-4 0.27%
-0.37% 0.86%
0.52%
1.27% 1997-1 0.25% -1.87%
-1.43%
-3.05% 1998-2 -0.63% -1.36%
1.01% 0.19% 2.44%
1.65% 1999-3 1.49%
-0.84% 0.85% 0.94%
-0.09% 2.36% 2000-4 -0.53%
-1.72% 0.73%
3.07%
1.55% 2001-1
0.59%
0.59%
Avg .04%
-.68% .39%
.62% .96%
0.17%Win%
57% 15%
77% 83%
83%
61%------------------------------------------------------------
Dec Friday's
Year
1
2
3
4 5
Totals
1989-1 0.20% 0.11%
-0.44% 0.77% 1.23%
1.86% 1990-2 -0.14% -0.60%
0.09%
-0.12%
-0.77% 1991-3 0.18%
0.98% -0.07%
1.03%
2.12% 1992-4 0.00%
-0.09%
0.63%
0.53% 1993-1 0.38%
-0.23% 0.67%
0.94%
1.75% 1994-2 0.32% -0.39%
-0.08% 0.46% 1.41%
1.71% 1995-3 0.38%
0.19% -0.68% 0.53%
0.63% 1.05% 1996-4 -0.99%
-0.62% 0.17%
0.41%
-1.03% 1997-1 0.72% -0.49%
-0.08%
0.11%
0.27% 1998-2 0.85%
-0.28%
0.92%
1.49% 1999-3 0.90%
0.39% 0.20%
1.64%
3.14% 2000-4 2.44%
3.90% -0.82% 3.57% -2.13%
6.97%
Avg
.41% .22%
.10% .87% .46%
0.39%Win%
85% 46%
54% 91%
80% 69%
Good luck
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