Australian (ASX) Stock Market Forum

Chart TV - how to determine the best months to trade

charttv said:
I've just completed a study on the seasonality of the aussie market here

www.pollux.biz/charttv/months/months.html

Interestingly, the Christmas Rally effect seems to hold true with 86% of all Decembers since 1983 being up months.

Great material as usual Malcolm! Glad to see you stacking up the numbers to test conventional wisdom about Christmas rallies and the like. Thanks for sharing! We can also test sayings like 'Sell in May and go away'... we could even do it for sectors within the All Ords...
 
Buy Feb 1st, Exit May 1st.
Buy Dec 1st, Exit Jan 1st.

For sake of consistency I have used 1 SPI futures contract. Obviously buying $10,000 on each signal will be degraded as the index rises.

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