January Effect

Just ran an algo that extracted the number of positive(against previous months) months in the Dow Jones Index.

January: 68(months closing higher than december)
Feb: 67 (… than january)
MArch: 65
April: 69

I don’t see any January effect(I used about 110 years), December seems to be a little above the rest of the pack(75). But the csv file starts halfway trough the year so slightly higher values for end year months were expected.

Also, I’m left pondering over whether wikipedia’s article about January predicting the rest of the year includes January when measuring the year. If so, it wouldn’t be surprising/profitable to see a higher number of positive years containing a positive january.


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