Thursday, December 22, 2011

'Twas 3 Nights Before Christmas (Nasdaq Version)

The last few years I have shown the "Twas 3 Nights Before Christmas" study along with results for the SPX.  It continues to do well.  But this year I decided to show results for the Nasdaq Composite.  As you'll see, the seasonality there has been even stronger and more reliable.



The stats in the table are stronger across the board, and the reliability shown at the bottom of the table is nothing short of incredible. Not all my studies are currently bullish, but based on this one I would expect to see at least a mild rise in the Nasdaq at some point in the next several days.

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