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One warning . . . seasonally is great, until it is not all that great.
Everyone should keep in mind that seasonals contain data that was very much
"against the seasonal" in any given year or time frame.
As I have said before (specifically on bonds) seasonality is about the 6th
indicator one should follow . . and then only as a confirming only.
It is said that if one works hard at it, one can always find a seasonal that
supports what one is looking for.
Attached is the weekly bond seasonal that had worked so well before not
working so well. My comments to at the time to another poster was, be
careful . . . of "seasonals"?
don ewers
----- Original Message -----
From: "profitok" <profitok@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Cc: <panda22@xxxxxxxxx>
Sent: Saturday, December 15, 2001 3:00 PM
Subject: [RT] seaonality
> The last 7 trading days of the year begin next Thursday and, as you can
see
> by the tables below, small caps are the place to be.
>
>
> Last 7 days of December
> S&P-500
> Day7 Day6 Day5 Day4 Day3 Day2
Day1 Totals
> 1989-1 -0.03% 3 -0.18% 4 0.36% 5 -0.37% 2 0.09% 3 0.84%
-0.60% 5 0.10%
> 1990-2 0.11% 3 0.57% 4 0.77% 5 -0.18% 2 0.58% 3 0.53% 4
0.78% 5 3.16%
> 1991-3 -0.02% 4 0.49% 5 -0.56% 1 0.29% 3 -0.77% 4 0.13% 5
0.46% 1 0.01%
> 1992-4 1.18% 5 2.53% 1 0.63% 2 1.38% 4 0.40% 5 2.14% 1
0.47% 2 8.73%
> 1993-1 -0.09% 2 -0.29% 3 0.17% 4 -0.14% 1 -0.27% 2 0.19% 3
0.00% 0 -0.43%
> 1994-2 0.43% 3 0.01% 4 0.68% 1 0.09% 2 -0.08% 3 -0.41% 4
0.00% 0 0.72%
> 1995-3 0.55% 3 0.01% 4 0.03% 5 0.57% 2 -0.35% 3 0.07%
-0.41% 5 0.48%
> 1996-4 -0.98% 3 0.75% 4 0.24% 5 0.38% 2 0.04% 3 -0.07% 4
0.29% 5 0.66%
> 1997-1 0.42% 5 -0.26% 1 0.55% 2 0.64% 4 0.13% 5 -0.39%
-1.74% 2 -0.65%
> 1998-2 0.73% 1 -1.53% 2 -0.68% 3 0.40% 5 1.80% 1 1.83% 2
0.00% 0 2.56%
> 1999-3 0.06% 2 2.07% 3 -0.18% 4 -0.06% 1 1.33% 2 -0.80% 3
0.00% 0 2.42%
> 2000-4 0.19% 3 1.55% 4 -0.09% 1 0.04% 2 0.40% 3 0.07% 4
0.00% 0 2.16%
> 2001-1 -3.13% 3 0.80% 4 2.44% 5 0.71% 2 1.04% 3 0.40%
-1.04% 5 1.21%
>
> Averages -0.04% 0.50% 0.34% 0.29% 0.33%
0.35% -0.22% 1.62%
> % Winners 62% 69% 69% 69% 69% 69%
50%
>
>
> NASDAQ Composite
> Day7 Day6 Day5 Day4 Day3 Day2
Day1 Totals
> 1989-1 -0.13% 3 0.24% 4 0.22% 5 -0.20% 2 0.05% 3 0.61% 4
0.61% 5 1.40%
> 1990-2 0.58% 3 0.96% 4 0.79% 5 0.16% 2 0.79% 3 0.27% 4
1.07% 5 4.61%
> 1991-3 0.29% 4 0.35% 5 -0.32% 1 0.00% 3 -0.36% 4 0.04% 5
0.71% 1 0.71%
> 1992-4 0.23% 5 1.52% 1 1.04% 2 1.77% 4 1.15% 5 2.48% 1
1.14% 2 9.33%
> 1993-1 -0.24% 2 0.32% 3 0.44% 4 0.06% 1 0.41% 2 0.42% 3
0.00% 0 1.41%
> 1994-2 0.06% 3 0.35% 4 0.31% 1 0.46% 2 0.51% 3 0.34% 4
0.00% 0 2.03%
> 1995-3 1.18% 3 0.30% 4 0.39% 5 0.54% 2 -0.50% 3 0.95% 4
0.32% 5 3.18%
> 1996-4 -0.11% 3 1.50% 4 0.60% 5 0.24% 2 -0.12% 3 -0.56% 4
0.95% 5 2.49%
> 1997-1 -0.56% 5 -0.70% 1 0.63% 2 0.54% 4 -0.25% 5 -0.28% 1
0.25% 2 -0.36%
> 1998-2 0.48% 1 -1.45% 2 -0.69% 3 0.79% 5 1.72% 1 1.79% 2
0.00% 0 2.66%
> 1999-3 -0.80% 2 2.43% 3 -0.44% 4 0.80% 1 0.07% 2 -0.68% 3
0.00% 0 1.38%
> 2000-4 0.67% 3 0.82% 4 0.15% 1 -0.08% 2 1.75% 3 -0.11% 4
0.00% 0 3.18%
> 2001-1 -7.12% 3 0.31% 4 7.56% 5 -0.93% 2 1.84% 3 0.72%
-3.41% 5 -1.03%
>
> Averages -0.42% 0.53% 0.82% 0.32% 0.54% 0.46%
0.21% 2.38%
> % Winners 54% 85% 77% 69% 69% 69%
88%
>
>
> Russell 2000
> Day7 Day6 Day5 Day4 Day3 Day2
Day1 Totals
> 1989-1 -0.20% 3 0.21% 4 0.26% 5 -0.14% 2 0.19% 3 0.52% 4
1.14% 5 1.98%
> 1990-2 0.12% 3 0.56% 4 0.77% 5 0.13% 2 0.37% 3 0.15% 4
1.23% 5 3.33%
> 1991-3 0.12% 4 0.09% 5 -0.30% 1 0.28% 3 -0.16% 4 -0.12% 5
1.33% 1 1.24%
> 1992-4 -0.07% 5 1.04% 1 0.93% 2 1.56% 4 1.03% 5 1.96% 1
1.11% 2 7.56%
> 1993-1 -0.09% 2 0.21% 3 0.46% 4 -0.17% 1 0.44% 2 -0.25% 3
0.00% 0 0.61%
> 1994-2 -0.05% 3 0.38% 4 0.44% 1 0.52% 2 0.90% 3 0.07% 4
0.00% 0 2.25%
> 1995-3 1.12% 3 0.12% 4 0.46% 5 0.49% 2 -0.27% 3 0.66% 4
1.41% 5 3.99%
> 1996-4 0.92% 3 0.60% 4 0.53% 5 0.17% 2 0.40% 3 -0.03% 4
0.63% 5 3.22%
> 1997-1 0.17% 5 -0.36% 1 0.13% 2 0.52% 4 0.41% 5 0.23% 1
0.73% 2 1.82%
> 1998-2 0.68% 1 -0.20% 2 -0.23% 3 0.11% 5 1.23% 1 1.72% 2
0.00% 0 3.30%
> 1999-3 -0.40% 2 1.14% 3 0.19% 4 0.67% 1 0.52% 2 0.37% 3
0.00% 0 2.49%
> 2000-4 0.45% 3 0.94% 4 0.42% 1 0.83% 2 1.75% 3 -0.09% 4
0.00% 0 4.30%
> 2001-1 -3.27% 3 0.73% 4 3.57% 5 0.79% 2 2.72% 3 3.07%
-2.13% 5 5.48%
>
> Averages -0.04% 0.42% 0.59% 0.44% 0.73% 0.64%
0.68% 3.20%
> % Winners 54% 85% 85% 85% 85% 69%
88%
>
> Good luck
>
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