Friday, August 17, 2007

spx eom strategy - highest 5 day probability of rising

End of Month Strategy
hiest 5d prob (sum of ea ds prob of risg):
11/20 64.2%
12/24 63.7%
12/30 62.3%
7/1 61.9%
11/5 60.9%
4/30 60.5%
Mo
1 -1 - +5
2 -3 - +2
3 -2 - +5
4 -2 - +5
5 -2 - +5
6 -2 - +4
7 -2 - +4
8 -2 - +5
9 -2 - +5
10 -1 - +5
11 -2*- +6 *b4 Thanksgiving
12 -1*- +4 *b4 Xmas

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