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Studies:

Is There A January Effect?

Stock Market Modeling Techniques and Potential Applications

Money.MathematicalAnalysis.com

"If I seem unduly clear to you, you must have misunderstood what I said." -- Alan Greenspan

Stock Market Data

Study: Is there a 'January Effect'?

Monthly statistics for the New York Stock Exchange (NYSE) Index from January 1969 through November 1998 were analysed to determine if the stock market posts increased gains in January, the so-called 'January Effect'. The graph above presents the average percent gain for the index for each month. A quick glance suggests that indeed there is a 'January Effect'--but of greater significance is that November, December, and January clearly have been the best three months for the market in the past 30 years.

This suggests an investment strategy for risk-averse investors... [continue reading...]

The models were developed by Lyra Technical Systems, Inc. using stock and bond market data bases extending back to the 1960's. The primary goal of the modeling strategies is to minimize risk of loss during market downturns while maintaining high long-term return.