Charting the Santa Claus Rally, 2012 Edition

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Charting the Santa Claus Rally, 2012 Edition

By Woodshedder – Tue Dec 18, 2012 1:04am – No Comments – 685 views

Charting December to date against previous Decembers shows that the Santa Rally may have just started a few days early.

Let’s take a look at the S&P 500, starting in 1928, and $SPY, starting in 1993, to chart the average December performance.

I’ve assumed that the $SPX and $SPY was bought on the open on the first trading day of December and sold at the close on the last trading day of December.

Santa really gets flying about halfway through December. In fact Santa rarely disappoints. We can see how true this is above.

While current December action (white line) is more volatile due to not being smoothed by the averaging process, the month seems to be following a typical December pattern, except that Santa appears to have started his run several days earlier than normal.

December Statistics (using $SPX)

• Average Monthly Profit/Loss = 0.89%
• Winning Months= 69.41%
• Worst December = 1931 loss of -17.27%
• Best December = 1991 gain of +11.16%

Equity Curve: (using $SPX)

Profit Distributions: (using $SPX)

The Christmas Spirit is really building around my house…Here’s hoping that today’s rally means Santa has fired up his sleigh and is heading your way!

soulvirus

今年的圣诞股市牛牛会很爽，大家好好过年。起码账户+10%

lite1067

soulvirus 发表于 2012-12-19 12:37 AM
今年的圣诞股市牛牛会很爽，大家好好过年。起码账户+10%

wow.

what biotech plays you are looking at recently :-)

dsp

soulvirus 发表于 2012-12-19 12:37 AM
今年的圣诞股市牛牛会很爽，大家好好过年。起码账户+10%

SPY would be 154?

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