Trading the Stats: Week 49

December Month-to-Date: SPX .54%, W4500 1.09%, and AGG -.52%

Previous Week 48: SPX .08%, W4500 -1.31%, and AGG -.49%

Week 49: Looking ahead, SPX is below average, W4500 is slightly above average and AGG’s is below average.

(Below Average) Wk 49 SPX ranks as the 9th best week in the 13-week 4[SUP]th[/SUP] quarter period, with the 12[SUP]th[/SUP] best winning ratio, 8[SUP]th[/SUP] best positive average gains, 8th best average gains, and 6[SUP]th[/SUP] best negative average gains.
2015 - Week 49 - Weekly - SPX.png

(Above Average) Wk 49 W4500 ranks as the 5th best week in the 13-week 4[SUP]th[/SUP] quarter period, with the 3rd best winning ratio, 10[SUP]th[/SUP] best positive average gains, 6th best average gains, and 4th best negative average gains.
2015 - Week 49 - Weekly - W4500.png

(Disappointing) Wk 49 AGG ranks as the 9th best week in the 13-week 4[SUP]th[/SUP] quarter period, with the 5th best winning ratio, 7[SUP]th[/SUP] best positive average gains, 10th best average gains, and 11th best negative average gains.
2015 - Week 49 - Weekly - AGG.png

Let’s see what happens to week 49 after week 48 closes up or down.

This week there isn’t much to be gained from the data, everything looks flat.
2015 - Week 49 - Weekly - ALL.png

DAILY: The first 3 days of December closed down for SPX/W4500/AGG. Posted below is the monthly results that followed. We can see both SPX & W4500 maintain their strong winning ratios.
2015 - Week 49 - Monthly - 1st 3.png

JTH-ESD (Evolving Statistical Data): Month-to-Date, ESD is down -0.89 % and will be in the F-Fund this Wednesday.
View attachment 36194

Not much else to add, it was a busy weekend, I didn’t have time to crunch additional stats, perhaps next week

Stay invested…Jason
 
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