Tactical musings, technical timing indicators and risk management strategies
Tuesday, October 02, 2007
More on End of Quarter & End of Month Performance
While trolling the blogsphere I happened across a recent post fromCXO dealing with end of quarter and end of month S&P performance. CXO obviously has a lot more time and resources than I do to pursue these statistical explorations and my weekend studies were merely data snapshots, however the turn of month statistics are impressive and deserve a look. I'm currently running some similar studies on the Qs and will share the results when available.