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. I know You didn’t get all may statistics, but I have it all calculated, so let me share it with You.
Which data I use?
First, as You probably notice, I mark “strong” statistics on each day. 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 may 2019 is:
- S&P500: 2 952,33 points
- NASDAQ: 7 828,14 points
- Dow Jones Industrial: 26 639,06 points
- dollar index (DXY): $97 528
- DAX: 12 343,00 points
- FTSE 100: 7 418,22 points
- oil WTI: $63,40
- gold: $1 283,21
- oil WTI – three strong signals on 10-years period, summary +$1,1 (+1,74%) = profit
- gold – one strone signal for 10-years period, summary +$6,86 (+0,53%) = profit
- DAX – one strong signal for 24-years period, four strong signals for 10-years period, summary: +86 points (+0,70%)= profit
- FTSE 100 – one cumulation, two strong signals for 19-years period, one strong signal for 10-years period, summary: +54 points (+0,73%) = profit
- S&P500 one strong signal for 10-years period, summary: +10 points (+0,34%) = profit
- NASDAQ two cumulations, one strong signal for 10-years period, summary: -28 points (-0,36%) = loss
- Dow Jones Industrial three strong signals for 10-years period, summary: -202 points (-0,75%) = loss
- DXY one strong signal for 12-years period, summary: +$205 (+0,21%) = profit
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
6 from 8 instruments generate profit!
It’s 75% efficiency! But let’s take a look in percentage, to make proper summary.
Calulations shows me +3,14% profit in just one month! And with statistics data You can plan your operations for months before the date actually happend! How it’s gonna be for June? Well: