Trading the Stats: November

When ranking the best month(s) of the year, I calculate the individual rankings for each of the categories listed below, add them together, then rank the sums of each different month against each other. I do inverse the Average Negative Gains, so the smaller number ranks 1[SUP]st[/SUP]

Winning ratio (how many time the index closed up)
Average gains (the overall average gains of the month for every year counted)
Average Positive gains (only counts months which closed positive)
Average Negative gains (only counts months which closed negative)

Statistically speaking, November is a very special time of year for the long-term investor

The Month of November ranks as the 3[SUP]rd[/SUP] best month of the year

2[SUP]nd[/SUP] best winning ratio, 4h best average positive gains, 3[SUP]rd[/SUP] best average gains, and 8[SUP]th[/SUP] best average negative gains
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For the 2-Month performance, November ranks as the best 2-Months of the year

1st best winning ratio, 5h best average positive gains, 1st best average gains, and 2nd best average negative gains
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For the 3-Month performance, November ranks as the best 3-Months of the year

3rd best winning ratio, 2nd best average positive gains, 1st best average gains, and 3rd best average negative gains
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No thank you to February, for the 4-Month performance, November ranks as 10[SUP]th[/SUP] best 4-Months of the year

6th best winning ratio, 6th best average positive gains, 11th best average gains, and 12th best average negative gains
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For the 5-Month performance, November ranks as 2nd best 5-Months of the year

5th best winning ratio, 3rd best average positive gains, 2nd best average gains, and 4th best average negative gains
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Finally, we get to the best 6-Months of the year

For the 6-Month performance, November ranks as the best 6-Months of the year

It has the best winning ratio, 3rd best average positive gains, the best average gains, and the best average negative gains.
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Stay invested…Jason
 
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