Archive for November, 2010
TAA Model for December, 2010
This is a new monthly feature at the MarketSci Blog. Our Tactical Asset Allocation (TAA) model selects up to four assets from a diversified basket of asset classes on the final trading day of each month. Below is our allocation for today’s close. Click to read more about the TAA model. I eat my own cooking, so I’ve devoted a [...]
Filed under: Tactical Asset Allocation | 7 Comments
This is a monthly feature at the MarketSci Blog. Below is a map of potentially strong/weak days for the US stock market in December based on historical seasonality patterns. Read more after the image. Scorecard: since launching in April, the monthly seasonality map has called the closing direction of the S&P 500 correct 48% of the time with winning [...]
Filed under: Monthly Seasonality Map | 3 Comments
Bullish December
The end of November is nigh. Here’s a quick look at how the U.S. market has performed historically in December. First the numbers… From this 30,000 foot view, December has solidly outperformed the average month, with about twice the average return (with a third less volatility) and a 79% win rate. But averages can be [...]
Filed under: Time-based | 4 Comments
Out & About
The Other and I are off to travel the Philippines for a couple of weeks. I’ll be out and about until Turkey Day, but back in time to issue the December Seasonality Map and Tactical Asset Allocation trade. The blog will be sleeping. Business, trading, and the State of the Market report will go on as usual. I’ll [...]
Filed under: Random Stuff | 3 Comments
An Early Look at Thanksgiving
I’ll be away through the end of the month, so this is an early look at how the market has fared around turkey day. Unlike most other holidays, seasonality around Thanksgiving has been strong (and thus important to short-term traders like us). Just the Numbers From 1950, the market has on average been bullish the day before [...]
Filed under: Time-based | 4 Comments
