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