OMXS30 Turn of the Month January

admin OMXS30, Turn of the Month

Ahead of the upcoming Turn of the Month Jan/Feb, the statistics are always calculated after closing price and from year 1987 to 2014. This statistics applies only to Turn of the Month Jan/Feb. 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 21/1 and trading day 8 is Wednesday 11/2.

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 % and drawdown.

I would say that from trading day -3 (close) until trading day 4 (close) are recommended to go LONG. According to profit factor -3 to 4 has given high return over the years 19.72 in value and high win rate (82%).

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.

Win rate
82%
Profit factor
19.72