S&P 500 Stocks bearish high odds seasonal trades for December
image courtesy : ashdenizen.blogspot.com/2008/05/there-are-various-blogs-discussing.html
here are four S&P 500 Stocks that meet the following criteria of high odds seasonal trades of loosing in the month of November from seasonal perspective.
With the aid of ” S&P 500 Stocks December Month Seasonality” Excel Working Sheet
- Current S&P 500 Constituents and the stock is trading since 1990 ( or with a minimum trading history of 20 years)
- The Average loss in December is more than1%
- Percentage win rate for December is less than or equal to 40% , in other words the loosing rate is more than 60%
- Pay-Off Ratio ( defined as Avg win% divided by Avg Loss% ) less than 1
below the four most bearish S&P 500 stocks which qualifies for the “bearish high odds seasonal trades “ for December
|Symbol||Company Name||Month||#||Avg||# Wins||Avg if Win||# Loss||Avg if Loss||% Wins||Avg Win/ Avg Loss|
|BBY||Best Buy Co. Inc.||Dec||23||-6.24||8||12.49||15||-16.23||35||0.77|
High Odds Seasonal Trades definitions
- # : Total number of instances
- Avg: Average December Monthly Returns in percentage
- Max : Best December Monthly returns in percentage
- Min: Worst December Monthly returns in percentage
- # Wins : Number of winning December Months ( i’e number of months when returns are positive)
- Avg if Win : Average % change if the returns in December month are positive
- # Loss: Number of loosing December Months ( i’e number of months when returns are negative)
- Avg if Loss : Average % change if the returns in December month are negative
- % Wins: Percentage times that December Month had given positive returns.
- Avg Win/ Avg Loss: Ratio of Average Win % divided by Average Loss% , a.k.a Pay-off Ratio.
warning ! Seasonality alone never justifies a trade all by itself, but it deserves as yet another tool in trader’s toolbox for market timing .
you might want to consider subscribing to our daily quant rants email !