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.

Advertisements

Leave a comment

Filed under Uncategorized

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s