Showing posts with label weekly seasonality. Show all posts
Showing posts with label weekly seasonality. Show all posts

Friday, March 16, 2012

Global indexes and currencies

The latest bullish development with Western indexes has been a little bit weird, because the bullishness hasn't been reflected into other markets and risky assets.

EUR-USD has been pointing down. 


AUD-JPY has been struggling with upside resistance.


Hang Seng has been struggling with 61,8% Fibonacci resistance for a month.


Currently Dax is going  lose it's moment and to have a negative divergence with RSI, although this can be solved by having a positive day on Monday. 


The upcoming seasonality supports higher highs according that the next 4 weeks has historically been very bullish and April been the second best month in a year. 

Saturday, December 10, 2011

Dax weekly seasonality

The last two weeks of the year has historically been very bullish. If you would have invested only during months with 65% probability or more, it had been 85,7% profitable on annual basis. This year would have been up +22,9%.



WeekAverage-%Prob.StdevMaxMin
All0.20 %55.25 %3.15 %16.12 %-21.61 %
11.76 %65.00 %3.57 %8.91 %-3.21 %
2-0.61 %45.00 %2.92 %5.78 %-8.02 %
3-0.74 %40.00 %3.11 %3.42 %-8.73 %
4-0.33 %50.00 %2.97 %5.58 %-6.89 %
51.31 %75.00 %2.39 %5.35 %-3.11 %
60.02 %55.00 %3.21 %7.06 %-6.50 %
70.72 %61.90 %2.22 %4.32 %-4.98 %
8-0.69 %52.38 %2.96 %3.35 %-9.03 %
90.07 %42.86 %3.19 %7.41 %-5.57 %
100.28 %66.67 %3.04 %5.14 %-5.48 %
11-0.50 %38.10 %3.14 %7.83 %-7.57 %
120.50 %52.38 %4.14 %12.98 %-6.36 %
130.62 %71.43 %2.79 %5.15 %-7.15 %
141.39 %71.43 %2.82 %5.29 %-5.37 %
150.38 %57.14 %2.08 %5.32 %-4.09 %
161.23 %80.95 %1.87 %6.07 %-2.07 %
170.13 %57.14 %2.29 %3.81 %-5.38 %
180.02 %47.62 %2.62 %5.21 %-6.86 %
190.28 %47.62 %2.39 %5.98 %-3.47 %
20-0.30 %47.62 %2.43 %3.38 %-4.12 %
210.19 %61.90 %2.96 %4.58 %-5.56 %
221.10 %71.43 %2.52 %8.77 %-1.75 %
230.17 %57.14 %2.83 %4.85 %-4.97 %
24-0.04 %47.62 %2.66 %5.80 %-6.64 %
25-0.67 %38.10 %1.88 %2.86 %-4.53 %
260.31 %61.90 %2.56 %4.19 %-5.24 %
270.98 %61.90 %2.16 %5.87 %-3.24 %
28-0.21 %52.38 %2.81 %3.93 %-7.86 %
290.28 %61.90 %3.30 %8.79 %-5.78 %
30-0.88 %28.57 %3.43 %5.73 %-8.04 %
31-0.29 %52.38 %3.32 %3.67 %-12.89 %
32-0.19 %47.62 %3.27 %6.46 %-5.27 %
33-1.11 %42.86 %2.96 %3.35 %-8.63 %
340.34 %57.14 %2.30 %3.90 %-5.22 %
35-0.04 %57.14 %2.20 %3.73 %-4.16 %
36-1.13 %38.10 %3.50 %3.93 %-8.82 %
37-0.75 %42.86 %4.24 %7.39 %-12.99 %
38-1.03 %42.86 %3.86 %4.91 %-8.79 %
390.08 %42.86 %4.37 %13.75 %-7.09 %
40-0.10 %52.38 %4.31 %5.75 %-13.13 %
410.10 %66.67 %5.90 %7.96 %-21.61 %
420.99 %57.14 %3.92 %12.69 %-3.97 %
430.31 %52.38 %3.66 %6.80 %-10.16 %
440.85 %61.90 %4.99 %16.12 %-5.99 %
450.97 %61.90 %2.38 %7.13 %-3.88 %
460.66 %71.43 %2.69 %4.12 %-4.62 %
47-0.50 %33.33 %3.97 %7.21 %-12.37 %
481.88 %66.67 %4.03 %13.13 %-3.13 %
490.22 %52.38 %3.05 %5.53 %-6.76 %
50-0.57 %45.00 %3.15 %6.43 %-5.57 %
510.96 %70.00 %1.88 %6.74 %-1.72 %
520.93 %70.00 %2.56 %6.97 %-6.09 %
530.58 %75.00 %0.61 %1.19 %0.00 %