Saturday, December 13, 2014

what are the chances of a santa claus rally?

sdi_seasonalstgy on spy set to buy on trading day 241 and sell after 11 trading days
santa claus rallys occur approximately 2 out of 3 years based on the last 10 years, admittedly not a big sample. 1 out of 3 years you get a lump of coal. overall there is positive expectancy.

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