Monthly statistics for the S&P500 based on the closing price between year 1950-1958 and 2014 or 1995 to 2014. In pictures, mean, median, win rate per trading day, sum %, profit factor, avg. trade %, quartiles and percentiles.

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 previous month.

To the left OR at top (1950-1958 to 2014) to the right OR below (1995-2014)

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 2014 (top) OR 1995 to 2014 (below).

Matrices data from 1957 (left) and 1995 (right), 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 58 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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