Comments on: Kaeppel’s Sector Seasonality Strategy http://marketsci.wordpress.com/2010/01/08/kaeppel%e2%80%99s-sector-seasonality-strategy/ a repository for my research on wrangling these unruly markets Sat, 01 Jun 2013 16:51:10 +0000 hourly 1 http://wordpress.com/ By: MarketSci http://marketsci.wordpress.com/2010/01/08/kaeppel%e2%80%99s-sector-seasonality-strategy/#comment-4311 Fri, 06 Aug 2010 20:24:48 +0000 http://marketsci.wordpress.com/?p=5740#comment-4311 RE to Robert G: there are many ways to profit in the markets in many different timeframes. This approach is very focused on long-term seasonality (which is very different than how we trade which is much more focused on the short-term), but I think that’s perfectly fine.

I will say however that I think the observations above (calendar month seasonality & presidential year cycle) are by their nature highly curve-fit (because there have been so few historical observations) and a bit suspect. Expect to underperform the market frequently.

Just my $0.02.

michael

]]> By: robert g. http://marketsci.wordpress.com/2010/01/08/kaeppel%e2%80%99s-sector-seasonality-strategy/#comment-4306 Fri, 06 Aug 2010 15:21:35 +0000 http://marketsci.wordpress.com/?p=5740#comment-4306 reviewing the follow plan ( a composite from various sources ) for investing :
buy MDY nov 1 to end of MAY and then into a bond fund , PTTRX for remaining time.
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exception is 3 rd year of presidential year:

invest 1/2 invest in each of SPY & QQQQ starting nov 2010 thru 2011 and revert back to MDY & PTTRX.
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comments and suggestions welcome

]]> By: Sector Seasonality and “The Optimism Hypothesis” (part 1) « CSS Analytics http://marketsci.wordpress.com/2010/01/08/kaeppel%e2%80%99s-sector-seasonality-strategy/#comment-3167 Mon, 11 Jan 2010 04:55:17 +0000 http://marketsci.wordpress.com/?p=5740#comment-3167 [...] Sector Seasonality and “The Optimism Hypothesis” (part 1) January 10, 2010 david varadi Leave a comment Go to comments This is a follow up to Michael’s (MarketSci) excellent post reviewing Jay Kaeppel’s Fidelity sector rotation strategy. http://marketsci.wordpress.com/2010/01/08/kaeppel%e2%80%99s-sector-seasonality-strategy/ [...]

]]> By: Sunday links: dividend dearth Abnormal Returns http://marketsci.wordpress.com/2010/01/08/kaeppel%e2%80%99s-sector-seasonality-strategy/#comment-3163 Sun, 10 Jan 2010 11:10:45 +0000 http://marketsci.wordpress.com/?p=5740#comment-3163 [...] Are there investable seasonality effects on equity sectors?  (MarketSci Blog) [...]

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