Moore Research - Seasonal Tendencies

Discussion in 'Commodity Futures' started by Sprout, Aug 5, 2022.

  1. iprph90

    iprph90

    Sentimentrader.com

    Market research&analysis tools.
     
    Last edited: Aug 5, 2022
    #11     Aug 5, 2022
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  2. Peter8519

    Peter8519

    Here is one suggestion. If we know where is the low of a particular stock e.g. Agilent(A) Close low on June 27th, 2022 and scan for all the lows for all the stocks. We can monitor where are the lows each day. If the lows stay further in the past, then the market is trending up. If more new lows are forming, then the market is trending down. This can be done for sectors and industries.
     
    #12     Aug 6, 2022
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  3. SunTrader

    SunTrader

    Or just look at a new 52 week high/low index like this one for Nasdaq stocks:-

    ! Nasdaq New HL Diff.png
     
    #13     Aug 6, 2022
  4. Sprout

    Sprout

    What's a reasonable way to approach the subject? There was a suggestion later in the thread to look at the Ag thread. Is this a good start or is there more of a higher level perspective to approach the subject matter with?
     
    #14     Aug 6, 2022
  5. Sprout

    Sprout

    So your approach was bottom-up through observing PA? As an intraday/swing trader, do you have any data on Time of Day and Day of Week tendencies?
     
    #15     Aug 6, 2022
  6. Sprout

    Sprout

    Dang, 232 page thread, let's see what gems are in there!
     
    #16     Aug 6, 2022
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  7. Gambit

    Gambit

    It’s a good one. Real live trades with p/l. Lots to learn.
     
    #17     Aug 6, 2022
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  8. volpri

    volpri

    Look up Jake Bernstein. I don’t know if he still does but years ago he had piles of seasonal patterns he wrote about.
     
    #18     Aug 7, 2022
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  9. comagnum

    comagnum

    Most all of it you can get from the Traders Almanac.
     
    #19     Aug 7, 2022
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  10. Do not dive deep into the Almanac, because it is not worth the effort. Most of it does not work out-of-sample, except the few things I already mentioned here. If you want to read more about it, I would look into academic papers. There are plenty of studies here about this topic. E.g. 'Are Monthly Seasonals Real? A Three Century Perspective', etc...and many more.
     
    Last edited: Aug 7, 2022
    #20     Aug 7, 2022
    Sprout likes this.