S&P 500 Stocks bearish high odds seasonal trades for January 2014

S&P 500 Stocks bearish high odds seasonal trades for January 2014

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image courtesy : ashdenizen.blogspot.com/2008/05/there-are-various-blogs-discussing.html

here are three S&P 500 Stocks that meet the following criteria of high odds seasonal trades of loosing in the month of January from seasonal perspective.

With the aid of ” Paststat Seaonality Search ” 

  • 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 January is at-least -2%
  • Percentage win rate for January is less than or equal to 30%
  • Pay-Off Ratio ( defined as Avg win% divided by Avg Loss% ) more than 1

below the three most bullish S&P 500 stocks which qualifies for the bearish high odds seasonal trades for January 

Symbol Company Name # # Wins % Wins Avg Avg Win # Loss Avg Loss Pay Off Max Min
BF-B Brown-Forman Corporation 24 6 25 -4.09 2.69 18 -4.54 0.59 4.62 -16.12
CPB Campbell Soup Co. 24 7 29 -3.49 3.62 17 -6.42 0.56 6.92 -17.71
KO The Coca-Cola Company 24 7 29 -2.09 3.59 17 -4.43 0.81 10 -10.85
PGR Progressive Corp. 24 6 25 -4.09 7.6 18 -7.99 0.95 13.66 -26.25

High Odds Seasonal Trades definitions

  • # : Total number of instances
  • Avg: Average January Monthly Returns in percentage
  • Max : Best January Monthly returns in percentage
  • Min: Worst January Monthly returns in percentage
  • # Wins : Number of winning January Months ( i’e number of months when returns are positive)
  • Avg if Win : Average % change if the returns in January month are positive
  • # Loss: Number of loosing January Months ( i’e number of months when returns are negative)
  • Avg if Loss : Average % change if the returns in January month are negative
  • % Wins: Percentage times that January 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 can see MBoxWave.com to know more useful tips on trading.

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One thought on “S&P 500 Stocks bearish high odds seasonal trades for January 2014

  1. Pingback: Daily Quant Ideas from Paststat » Blog Archive January 2014 Seasonal Trades Walk forward performance

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