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)
OMXS30 Hour Development
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.
S&P500 All time high
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.
OMXS30 Turn of the Month May
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.
OMXS30 – Statistics – May
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.
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