S&P500 – Statistics – December

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Monthly statistics for the S&P500 based on the closing price between year 1950-1958 and 2013. In pictures, mean, median, win rate per trading day, sum %, profit factor, avg. trade %, quartiles and percentiles, range statistics. Monthly statistics for the S&P500 based on the closing price between year 1950-1958 and 2013. In pictures, mean, median, win rate per trading day, sum %, profit factor, avg. trade %, quartiles and percentiles, range statistics.

Quartiles and Percentiles on monthly development, graph at top is the gathering graph for all quartiles and percentiles for the month. The rest are zoomed in on different levels. Based on closing price of November.

Green bar represents the mean of positive trading day and red for negative. Win rate is the line that marks how each trading day has performed in the S&P500 history since 1950 to 2013.

The graph shows where the top and bottom has been in the month since 1957. Dots show on which trading day and value as either the top or bottom has occurred. The line shows the number of events per trading day.

Range statistics, lower left is the mean and median for the month when the range is filled. Lower right is based per trading day, the month range is completely filled and where it has historically occurred. Upper graph shows for each year when the month has had its full range. Separate graph shows quartiles and percentiles for the whole month.

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

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 57 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, with various ENTRY.

The first table shows the monthly development for the closing price and divided for each year back to 1957. Second table is HIGH, the third is for LOW, the fourth is for daily development, and the last is if the trading day was positive or negative.

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S&P500 – Fibonacci Statistics

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Fibonacci statistics, >P95 in VALUE and tomorrow P95 in TIME (1 Dec). IF lower LOW tomorrow than during Friday then valid bottom, otherwise highly unusual movement patterns and minimal reversals during this upswing. P99 in VALUE are at 2080 IF it continues upwards without new LOW. Green/red area to left are from previous upward move that ended P90 in VALUE and P80 in TIME.

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