Trading the Stats: Week 50



December Month-to-Date: SPX -3.27%, W4500 -4.32%, and AGG -.11%

Previous Week 49: SPX -3.79%, W4500 -4.50%, and AGG .42%

Week 50: Looking ahead, SPX is above average, W4500 is very strong and AGG’s is above average.

(Above Average) Wk 50 SPX ranks as the 7th best week in the 13-week 4[SUP]th[/SUP] quarter period, with the 7[SUP]th[/SUP] best winning ratio, 12[SUP]th[/SUP] best positive average gains, 7th best average gains, and 3rd best negative average gains.
2015 - Week 50 - Weekly - SPX.png



(Very Strong) Wk 50 W4500 ranks as the 2nd best week in the 13-week 4[SUP]th[/SUP] quarter period, with the 2nd best winning ratio, 2nd best positive average gains, 2nd best average gains, and 5th best negative average gains.
2015 - Week 50 - Weekly - W4500.png



(Above Average) Wk 50 AGG ranks as the 4th best week in the 13-week 4[SUP]th[/SUP] quarter period, with the 5th best winning ratio, 8[SUP]th[/SUP] best positive average gains, 4th best average gains, and 3rd best negative average gains.
2015 - Week 50 - Weekly - AGG.png



Let’s see what happens to week 50 when week 49 closes down

When week 49 closes down, the winning ratios & average returns for both SXP & W4500 show very strong results, while AGG is slightly down (partially due to the limited historical stats).
2015 - Week 50 - Weekly - All.png



DAILY, Trading day of the week: Monday starts trading day 10, where we can see SPX & W4500 are off to a rough start early in the week, but pick up steam as the week progresses. Conversely, AGG appears to put in a fairly solid week.
2015 - Week 50 - Daily - Trd.png



DAILY, Day of the week: Despite last Friday’s steep loss, Wednesday and Friday have shown the strongest gains for SPX & W4500.
2015 - Week 50 - Daily - DoW.png



JTH-ESD (Evolving Statistical Data): Month-to-Date, ESD is down -2.38% and will be in the S-Fund this Wednesday 16 December.
View attachment 36306


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

Stay invested…Jason
 
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