S&P 500 Stocks bullish high odds seasonal trades for December

S&P 500 Stocks bullish high odds seasonal trades for December

Four_seasons

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 gaining in the month of December 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 gain in December is at-least 4%
  • Percentage win rate for December is at-least 80%
  • Pay-Off Ratio ( defined as Avg win% divided by Avg Loss% ) more than 2

below the six most bullish S&P 500 stocks which qualifies for the bullish high odds seasonal trades for December

Symbol Company Name Month # Avg # Wins Avg if Win # Loss Avg if Loss % Wins Avg Win/ Avg Loss
DHR Danaher Corp. Dec 23 4.72 19 6.16 4 -2.11 83 2.93
ESRX Express Scripts Inc. Dec 21 8.84 17 11.64 4 -3.08 81 3.79
PHM PulteGroup, Inc. Dec 23 8.55 19 10.91 4 -2.69 83 4.06
POM Pepco Holdings, Inc. Dec 23 3.34 19 4.41 4 -1.74 83 2.54
SO Southern Company Dec 23 3.47 19 4.59 4 -1.84 83 2.5
SYK Stryker Corp. Dec 23 7.02 19 9.09 4 -2.85 83 3.19

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  !

check out Quant-Ideas ( starting from $ 49.95 per month) to aid the speculators to find high probability winning trades.

One thought on “S&P 500 Stocks bullish high odds seasonal trades for December

Leave a Reply