Second half momentum trade on $SPX

Second half momentum trade on $SPX

$SPX 2'nd half returns , since 1950

inspired by http://blog.stocktradersalmanac.com/post/DJIA-SPX-Second-Halves-Following-Flat-First-Halves

&&

the mega-bull @RyanDetrick ‘s  $SPX AFTER up 5 months in a row is up the next month 82% of time

1) Below a look the trading odds for the second HY $SPX bulls for all the years , assuming one goes long at June’s last trading day’s close and exit at the Dec last trading day’s close , data since 1950

  • Winners : 45
  • Losers : 19
  • % Winners : 70%
  • Average Change % : 4.59
  • Median Change % : 4.84
  • Maximum Gain % : 28.31
  • Maximum Loss % : -29.43
  • Average Gain %if Winner : 10.22
  • Average Loss % if Loser : -8.73
  • Payoff Ratio 1.17

2) the average first half year returns since 1950’s were 4.13% , and so far in this year $SPX had returned 6.05% , so below the second half returns trading odds for $SPX longs , when First HY returned above average returns , since 1950 

  • Winners : 27
  • Losers : 6
  • % Winners : 82%
  • Average Change % : 7.01
  • Median Change % : 8.14
  • Maximum Gain % : 23.18
  • Maximum Loss % : -18.72
  • Average Gain %if Winner : 9.91
  • Average Loss % if Loser : -6.03
  • Payoff Ratio 1.64

you see how the odds increased !!

the median first half year return’s for $SPX were 5.01 % , and for this year 2014 , $SPX returned above median average returns , ( which might have gone un-noticed , compared with the 2013 market’s pampering of the bulls 🙂 )

3) below the second HY trading odds for $SPX longs , when first HY returns were above historic median , since 1950’s 

  • Winners : 26
  • Losers : 6
  • % Winners : 81%
  • Average Change % : 6.91
  • Median Change % : 7.59
  • Maximum Gain % : 23.18
  • Maximum Loss % : -18.72
  • Average Gain %if Winner : 9.90
  • Average Loss % if Loser : -6.03
  • Payoff Ratio 1.64

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