july statistics since 1960

Discussion in 'Trading' started by fortuna, Jun 28, 2003.

  1. fortuna


    For the last 30 years, these are the average daily returns of SPX. Included the standard deviation of occurences

    First conclusion: statistically bullish (low standard deviations) until 4th July (pre holidays periods are often bullish)

    These statistics are supporting our serial correlation chart with August 1980