Trading the Stats: Week 52

___This last week is usually the busiest for me, as stats for the year get closed out and new charts are created, so I’ll cut it short.

Looking back to previous Week 51:

  • SPX closed up 2.76%
  • W4500 closed up 2.88%
  • AGG closed down -0.34%

Looking ahead to week 52: This is the last trading week of the year!

SPX’s week 52 ranks as the 4th best week in the 13-week 4th quarter period (HOT)

  • 6th best winning ratio
  • 9th best positive average gains
  • 4th best average gains
  • 1st best negative average gains
2015 - Week 52 - Weekly - SPX.png

W4500’s week 52 ranks as the 3rd best week in the 13-week 4th quarter period (HOT)


  • 1st best winning ratio
  • 7th best positive average gains
  • 3rd best average gains
  • 9th best negative average gains
2015 - Week 52 - Weekly - W4500.png

AGG’s week 52 ranks as the 9th best week in the 13-week 4th quarter period (COLD)


  • 5th best winning ratio
  • 11th best positive average gains
  • 8th best average gains
  • 9th best negative average gains
2015 - Week 52 - Weekly - AGG.png

Taking a look at what has historically happened to week 52 when the previous week has closed up or down.


  • SPX loses its historical edge, with a weaker winning ratio & weaker average gains.
  • W4500 gains a mixed historical edge, with a significantly stronger winning ratio but weaker average gains.
  • AGG gains a strong historical edge, with a stronger winning ratio, and stronger average gains.
2015 - Week 52 - Weekly - All.png


Note TSP.Gov: Because January 1 is a federal holiday, the TSP will be closed. Transactions that would have been processed Friday night (January 1) will be processed Monday night (January 4) at Monday’s closing share prices.

DAILY – Pre New Year’s Eve - Trading day of the week: Monday starts trading day 19, it will be another short week, with a holiday on Friday. SPX appears relatively flat, while W4500 trends strong. If you look at the “Days Counted” row, you will see there are less days Wednesday & Thursday. This is because the range of data I’ve chosen to use, only covers the months of December where there were 22 trading days, such as the case of this year’s 2015.
2015 - Week 51 - Daily - Trd - Post-Christmas.png

DAILY – Post New Year’s Eve - Trading day of the week: Monday starts January’s trading day 1. The 1st day of the year has a below average winning ratio with SPX having above average returns. Tuesday looks pretty good, with the rest of the week fading down.
2015 - Week 51 - Daily - Trd - Jan 1-5.png

JTH-ESD (Evolving Statistical Data): Month-to-Date, ESD is down -2.12 % and will start off 2016 in the C-Fund.
2015 - ESD - Jan.jpg

Stay invested…Jason

 
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