You might be wondering – is this statistics really useful? Can I use them to earn money? I think I can answer your questions. And I will be keep answering that for each month, starting with may 2019. You get each one of the statistics everyday on this blog, so You can easily check if it correct!
Which data I use?
First, as You probably notice, I mark “strong” statistics on each day with (!)or (!!). As strong I mean:
- at least 70% for long period (above 12 years);
- at least 80% for 10-years period;
- cumulation is when there is strong statistics for both periods.
I also use for those calculations real market trading hours, f.e. DAX is between 9:00am and 5:30 pm CEST (3:00am – 11:30am ET). For those calculation I assume to open a position at market opening and closing it right before market closing.
Gathering data together
One point on S&P500 is different than 1 point on Dow Jones Industrial. How to change it to make a sumamry for all instruments? Well, I will turn points to percentage. So for money managment You should get a position size to match 1% of indices movment is 1% change to your investment capital. Of course I will use begin of the month value of each instrument, which for june 2019 is:
- S&P500: 2 751,53 points
- NASDAQ: 7 110,34 points
- Dow Jones Industrial: 24 830,16 points
- dollar index (DXY): $97 636
- DAX: 11 661,00 points
- FTSE 100: 7 161,71 points
- oil WTI: $53,42
- gold: $1 307,14
- oil WTI – no strong signals in june 2019
- gold – one strone signal for 10-years period, one cumulation, summary -$1,20 (-0,09%) = loss
- DAX – one strong signal for 24-years period, summary: +37 points (+0,32%)= profit
- FTSE 100 – two strong signals for 19-years period, summary: +31,78 points (+0,44%) = profit
- S&P500 – one cumulation, one strong signal for 10-years period, three strong signals for 19-years period, summary: +50,58 points (+1,84%) = profit
- NASDAQ – one cumulation, one strong signal for 10-years period, three strong signals for 19-years period, summary: +276,71 points (+3,89%) = profit
- Dow Jones Industrial – two strong signals for 19-years period, one strong signal for 10-years period, summary: +226,35 points (+0,91%) = profit
- DXY – no strong signals in june 2019
It’s just one month. Not much to see a value on it, but it’s just the begining. But if You take a look You will see that
5 from 6 instruments generate profit!
It’s 83% efficiency! But let’s take a look in percentage, to make proper summary.
Calulations shows me +7,31% profit in just one month! And with statistics data You can plan your operations for months before the date actually happend! Together with may 2019 it’s more than 10% profit in two months with simple statistics!
July 2019 summary will be available in August 2019!
Previous months summaries: