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By asxiq on May 13, 2013
All Ords after Mothers Day since 1990 M-O-T-H-E-R “M” is for the million things she gave me, “O” means only that she’s growing old, “T” is for the tears she shed to save me, “H” is for her heart of purest gold; “E” is for her eyes, with love-light shining, “R” means right, and right [...]
Posted in all ords, seasonality | Tagged all ordinaries index, all ords, mothers day, seasonality |
By asxiq on May 6, 2013
ASX 200 Shares with High Probability of Gaining in May List of ASX 200 Shares with a minimum of 10 data points for the May Month Returns , and with more than 70% chance of gaining in the May Month. Code Name # Win Loss % Wins Avg Avg Win Avg Loss Win/Loss Min Max [...]
Posted in seasonality | Tagged alq, Australian Share Market, cfs, news corp, seasonality |
By asxiq on May 2, 2013
Sell in May and Go Away All Ords Statistics With the annual “sell in May and go away” chatter is alive and kicking , below some All Ords Statistics !! Returns for any 6 month holding period on All Ords since 1985 below the table with the average returns and percent times positive for any [...]
Posted in all ords, investment research, seasonality | Tagged all ords, sell in may and go away |
By asxiq on May 2, 2013
ASX Sectors May Seasonality Below the details of historical average returns of all the 12 major S&P ASX Sectors ( GICS) and 8 ASX main Indices performance in the month of May. We’ve also included the percentage of time that the group has positive returns as well during the month of May. As a result, investors can get a [...]
Posted in investment research, seasonality | Tagged gics sectors, Major Indices, midcap, seasonality, XEJ, XXJ |
By asxiq on May 2, 2013
May All Ords Seasonality All Ords index May seasonality data dating back to 1985 the All Ords averages positive return of 0.16% for the month of May the month of May has a win rate of 61% ( 17/28 winning May months) the median change for May months : 1.00% the average gain for May months when [...]
Posted in all ords, almanac, seasonality | Tagged all ords, almanac, Australian Share Market, seasonality |
By asxiq on April 4, 2013
ASX Sectors April Seasonality apologies for not active blogging as we were busy with XJO Quant editing and re-editing during the past two weeks. Below the details of historical average returns of all the 12 major S&P ASX Sectors ( GICS) and 8 ASX main Indices performance in the month of April. We’ve also included the percentage of time [...]
Posted in investment research, seasonality | Tagged gics sectors, information technology, seasonality, telecommunication services, XTL |
By asxiq on April 2, 2013
Most bullish first five trading days of the month on All Ords Trading strategy rules Go Long at the close of last trading day on the March Exit on 5th trading day of April Below the backtest performance summary of the “holding All Ords longs for the first five trading days of April” since 1985 Total …
Posted in all ords, quantitative trading, seasonality | Tagged bullish five trading days, seasonality, XJO Quant |
By asxiq on April 2, 2013
April All Ords Seasonality All Ords index April seasonality data dating back to 1985 the All Ords averages a positive return of 2.33% for the month of April ( the best for any month) the month of April has a win rate of 75% ( 21/28 winning March months) the median change for April months : 2.86% [...]
Posted in all ords, seasonality | Tagged all ords, almanac, Australian Share Market, seasonality |
By asxiq on March 2, 2013
ASX 200 Shares with high probability of gaining in March List of ASX 200 Shares with a minimum of 10 data points for the March returns , and with more than 75% chance of gaining in the March , arranged by %win rate. Code Name # Win Loss % …
Posted in investment ideas, investment research, seasonality | Tagged bank of queensland, seasonality, woodside petroleum |
By asxiq on March 2, 2013
ASX Sectors March Seasonality Here is a research report highlighting the historical average returns of the all the 12 major S&P ASX Sectors ( GICS) and 8 ASX main Indices performance in the month of March, along with each group’s average return. We’ve also included the percentage of time that the group has positive returns as well during the [...]
Posted in investment ideas, investment research, seasonality | Tagged ASX 200, gics sectors, historical returns, seasonality |
