Monthly statistics for OMXS30 based on the closing price between year 1987 and 2014.

The Q/P graphs are quartile/percentile for the month and based on Close of October, then recalculated to fit November. First graph are with MAX/MIN, next is zoomed in and from P90/P10.

Matrices, read from left and up for variation of ENTRY and EXIT. The matrices show different things such as index points, sum, win rate, win rate mean/median, avg. trade, profit factor, total net profit, avg. trade net profit, median and standard deviation.

Total net profit is calculated at 100 000 and no specific currency. Total net profit is profit minus loss and avg. trade profit is average profit per trade. Count matrix is how many trades there are in the data set, most are 28 but the last days of the month can vary because some months is longer or shorter than others.

Matrix graphs, sum %, win rate %, avg. trade %, profit factor, net profit graphs, median trade % and STDEV, with various ENTRY.

Do you have any questions about this post write to me, contact page form, OR follow me on twitter @stockdotnu

Inlägget OMXS30 – Statistics – November dök först upp på stockdotnu.

]]>Development for OMXS30 during time period 2015 October, 22 trading days. Below are a line/area graph with multiplied percentage to see the total development during a intraday for each intraday. Easy development thru 13:00 CET then more movement and more spread. TIME CET

October 2015

Inlägget OMXS30 2015 October – 5 min Dev. dök först upp på stockdotnu.

]]>Development for OMXS30 during time period 2013 to 2015-09-04. Divided into years 2013, 2014, 2015 and weekdays/all, interval 5 min. Below are staple/line graphs with multiplied percentage factors to see the total development during a intraday. TIME CET

Inlägget OMXS30 5 min Development dök först upp på stockdotnu.

]]>Ahead of the upcoming Turn of the Month May/June, the statistics are always calculated after closing price and from year 1987 to 2014. This statistics applies only to Turn of the Month August/September. Last trading day of the month is -1 and the first trading day of the new month is 1. The trading day -8 is Thursday 20/8 and trading day 8 is Thursday 10/9.

Statistics are presented with graphs and matrices. The three graphs, first graph at top is all percentiles and quartiles and MAX and MIN, next is reduced to P90 and P10, the bottom graph is scaled to the upper and lower quartile.

Third graph from the top is the one that is most useful, noting the normal range for this month end with the mean and median in the middle of the field. In this post there are matrices that show different values for the calculated period and most importantly win rate, profit factor and avg. trade %, but also index points, sum %.

I would say this Turn of the Month have in history been quite bad and you have to be more careful trading this TOM. BUY and SELL according to statistics is always done at closing price.

Inlägget OMXS30 Turn of the Month August dök först upp på stockdotnu.

]]>Hour development for S&P500 since 2013 to 2015. Divided into years 2013, 2014, 2015 and All, also divided into weekdays. TIME CET, interval 1 hour. Top left ALL weekdays, top right Monday and down to Friday. (TIME CET)

Inlägget S&P500 Hour Development dök först upp på stockdotnu.

]]>Hour development for OMXS30 since 2013 to 2015. Divided into years 2013, 2014, 2015 and All, also divided into weekdays. TIME CET, interval 1 hour. Top left ALL weekdays, top right Monday and down to Friday.

Inlägget OMXS30 Hour Development dök först upp på stockdotnu.

]]>The graph shows the all-time high on the S&P500, since year 1957 to 2015, and the line is moving and in close-up one can see how long each ATH has been going on. However, this is a smaller picture of the graph and the real is very big and I will not put it out due to the size. Longest ATH in a row on number of trading days are 14.

Inlägget S&P500 All time high dök först upp på stockdotnu.

]]>Ahead of the upcoming Turn of the Month May/June, the statistics are always calculated after closing price and from year 1987 to 2014. This statistics applies only to Turn of the Month May/June. Last trading day of the month is -1 and the first trading day of the new month is 1. The trading day -8 is Wednesday 20/5 and trading day 8 is Wednesday 10/6.

Statistics are presented with graphs and matrices. The three graphs, first graph at top is all percentiles and quartiles and MAX and MIN, next is reduced to P90 and P10, the bottom graph is scaled to the upper and lower quartile.

Third graph from the top is the one that is most useful, noting the normal range for this month end with the mean and median in the middle of the field. In this post there are matrices that show different values for the calculated period and most importantly win rate, profit factor and avg. trade %, but also index points, sum %.

I would say that to trading day 1 (close) are recommended to go close LONG and be more careful. According to profit factor -7 to 1 has given over the years 2 in value and high win rate (61%).

Looking at the overall statistics for all, the end of the month, so is strongest period between trading -3 to 4. BUY and SELL according to statistics is always done at closing price.

Inlägget OMXS30 Turn of the Month May dök först upp på stockdotnu.

]]>Monthly statistics for OMXS30 based on the closing price between year 1987 and 2014. Matrices, read from left and up for variation of ENTRY and EXIT. The matrices show different things such as index points, sum, win rate, win rate mean/median, avg. trade, profit factor, total net profit, avg. trade net profit, median and standard deviation.

Total net profit is calculated at 100 000 and no specific currency. Total net profit is profit minus loss and avg. trade profit is average profit per trade. Count matrix is how many trades there are in the data set, most are 28 but the last days of the month can vary because some months is longer or shorter than others.

Matrix graphs, sum %, win rate %, avg. trade %, profit factor, net profit graphs, median trade % and STDEV, with various ENTRY.

Do you have any questions about this post write to me, contact page form, OR follow me on twitter @stockdotnu

Inlägget OMXS30 – Statistics – May dök först upp på stockdotnu.

]]>Statistics for daily high and where its been located during intraday in the last 2 years. First graph is divided into hours and presents frequency and percentage. Big picture has three graphs on same row and it is in 5 min interval and begins with Frequency, Percentage and CDF. First row All weekdays, second row Monday and so on downwards, 2 year data history.

TIME CET

Inlägget S&P500 Daily high dök först upp på stockdotnu.

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