ETF Prophet

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Quantifiable Edges

Thursday’s close marked the beginning of the next seasonally strong period.  The study below is the “Twas 3 Nights Before Christmas” study, and I have shown it each year on the blog.  Results are updated.

The stats all appear quite strong.  I would note the “Max Losing Trade” column shows very mild numbers from days 1-8, with no decline being worse than 2.5%.  Of course the fiscal cliff appears to be getting us off to a rough start this morning, and we could be in danger of the worst “Day 1” of the study…

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