Jay Kaeppel

Seasonal Stock Market Trends (eBook, ePUB)

The Definitive Guide to Calendar-Based Stock Market Trading

• Format: ePub

Produktbeschreibung

There is a seasonal bias to the stock market, and by paying attention to the seasonal market tendencies you can gain an edge in the stock market over the long haul. Seasonality offers a practical approach to investing and trading. What better way to learn how to employ seasonal systems than learning from Jay Kaeppel, a master in the analysis of seasonal trends? Kaeppel walks you through this phenomenon that continues to work consistently, providing you with his ultimate seasonal index to make the calendar work for you. Stock Market Seasonals provides a never-before-seen definitive guide that illustrates how to utilize a combination of four basic seasonal tendencies in order to maximize returns.

Produktdetails

• Verlag: John Wiley & Sons
• Erscheinungstermin: 23. Dezember 2008
• Englisch
• ISBN-13: 9780470481158
• Artikelnr.: 37292754

Autorenporträt

Jay Kaeppel (Naperville, IL)?is a successful trading strategist for Optionetics, Inc., and has a weekly column titled "Kaeppel's Corner" in which he writes on a variety of trading topics for www.Optionetics.com.? Jay has been profiled in Futures magazine, and Barclays Managed Accounts Report, and is author of The Four Biggest Mistakes in Futures Trading, Four Biggest Mistakes in Option Trading,?and The Option Trader's Guide to Probability, Volatility and Timing,?all of which have achieved the Top 10 List at www.traderslibrary.com. With 18 years of programming experience, Jay has written a variety of software programs, most notably "Option Pro" trading software, voted "Best Option Trading System" six consecutive years in Technical Analysis of Stocks and Commodities Magazine.? As Director of Research for Essex Trading Co., Ltd. (1989-2004), he served as a software developer and trading systems designer, and until 2003 he managed futures trading accounts as a CTA,?registering seven consecutive profitable years.? He earned his Bachelor of Business Administration degree from Western Illinois University in 1981.

Inhaltsangabe

Preface xi

Chapter 1 Introduction to Seasonality in the Stock Market 1

The Concept of Seasons and Seasonality 2

What Is Seasonality? 5

The Pioneers of Stock Market Seasonality 7

Measuring Market Performance throughout This Book 9

How to Trade the Dow 11

Seasonal Trends to Consider 14

Summing Up 18

Chapter 2 The Month of January 21

The First Five Days of January 22

The Last Five Days of January 25

The January Barometer 27

The January Barometer as a Stand-Alone System 29

The JayNewary Barometer 31

The Ultimate January Barometer System 38

The Effect of Compounding 42

A Few Words of Warning 46

Summing Up 47

Chapter 3 Holiday Seasonal Trends 49

The Holidays 50

The Trading Day before Each Holiday 51

Two Days before Each Holiday 52

Three Days before and after Each Holiday 54

The Best Holiday Trading Days 56

The Ultimate Holiday System 61

The Most Wonderful Week of the Year (Usually) 63

Summing Up 65

Chapter 4 Monthly Seasonal Trends 67

The Best Day of the Month 68

The Trading Days of the Month 71

The Worst Trading Days of the Month 80

The Best Trading Days of the Month (Part 1) 81

The Best Trading Days of the Month (Part 2): The Month-End/New-Month Pattern 83

The Most Wonderful Time of the Year 89

Monthly 10 Combined with the Santa Claus Rally 91

The Ultimate Monthly Days System 93

One Last Tweak 96

Summing Up 100

Chapter 5 Yearly Seasonal Trends 103

Decennial Patterns (Part 1: Ranking the Years) 104

Decennial Patterns (Part 2: The Best and Worst Years) 106

Decennial Patterns (Part 3: The Decennial Road Map) 110

Decennial Tendencies 111

Decade-by-Decade Performance 112

Intradecade Trends of Note 123

Intradecade Cycles Combined 130

Summing Up 136

Chapter 6 Repetitive Time Cycles of Note 139

The 212-Week Cycle 140

The 40-Week Cycle 146

The 53-Day Cycle 153

Combining Cycles 163

The Ultimate Time Cycles Model 168

Summing Up 172

Chapter 7 Election Cycle Investing 173

The Election Cycle: By the Years 175

The Election Cycle: By the Months 187

Two Other Patterns in the Election Cycle 205

The Ultimate Election Cycle System 210

Summing Up 214

Chapter 8 Sell in May and Go Away 219

November to May 220

What Is MACD? 225

Using MACD as a Filter 227

October through June for the Nasdaq 238

The Dead Zones 246

The Easiest Market-Beating Strategy in the World 260

October of Year 7 261

Summing Up 264

Chapter 9 Putting It All Together 267

Building Seasonal Trading Models 268

Building the KTI 271

Comparing Extreme KTI Readings 273

Model 1: The Long-Only Method 276

Model 2: The Long-Only Plus Leverage (LOPL) Method 278

Model 3: Jay’s Ultimate Seasonal Barometer 281

Summing Up 284

Index 291

---

Preface xi
Chapter 1 Introduction to Seasonality in the Stock Market 1
The Concept of Seasons and Seasonality 2
What Is Seasonality? 5
The Pioneers of Stock Market Seasonality 7
Measuring Market Performance throughout This Book 9
How to Trade the Dow 11
Seasonal Trends to Consider 14
Summing Up 18
Chapter 2 The Month of January 21
The First Five Days of January 22
The Last Five Days of January 25
The January Barometer 27
The January Barometer as a Stand-Alone System 29
The JayNewary Barometer 31
The Ultimate January Barometer System 38
The Effect of Compounding 42
A Few Words of Warning 46
Summing Up 47
Chapter 3 Holiday Seasonal Trends 49
The Holidays 50
The Trading Day before Each Holiday 51
Two Days before Each Holiday 52
Three Days before and after Each Holiday 54
The Best Holiday Trading Days 56
The Ultimate Holiday System 61
The Most Wonderful Week of the Year (Usually) 63
Summing Up 65
Chapter 4 Monthly Seasonal Trends 67
The Best Day of the Month 68
The Trading Days of the Month 71
The Worst Trading Days of the Month 80
The Best Trading Days of the Month (Part 1) 81
The Best Trading Days of the Month (Part 2): The Month-End/New-Month
Pattern 83
The Most Wonderful Time of the Year 89
Monthly 10 Combined with the Santa Claus Rally 91
The Ultimate Monthly Days System 93
One Last Tweak 96
Summing Up 100
Chapter 5 Yearly Seasonal Trends 103
Decennial Patterns (Part 1: Ranking the Years) 104
Decennial Patterns (Part 2: The Best and Worst Years) 106
Decennial Patterns (Part 3: The Decennial Road Map) 110
Decennial Tendencies 111
Decade-by-Decade Performance 112
Intradecade Trends of Note 123
Intradecade Cycles Combined 130
Summing Up 136
Chapter 6 Repetitive Time Cycles of Note 139
The 212-Week Cycle 140
The 40-Week Cycle 146
The 53-Day Cycle 153
Combining Cycles 163
The Ultimate Time Cycles Model 168
Summing Up 172
Chapter 7 Election Cycle Investing 173
The Election Cycle: By the Years 175
The Election Cycle: By the Months 187
Two Other Patterns in the Election Cycle 205
The Ultimate Election Cycle System 210
Summing Up 214
Chapter 8 Sell in May and Go Away 219
November to May 220
What Is MACD? 225
Using MACD as a Filter 227
October through June for the Nasdaq 238
The Dead Zones 246
The Easiest Market-Beating Strategy in the World 260
October of Year 7 261
Summing Up 264
Chapter 9 Putting It All Together 267
Building Seasonal Trading Models 268
Building the KTI 271
Comparing Extreme KTI Readings 273
Model 1: The Long-Only Method 276
Model 2: The Long-Only Plus Leverage (LOPL) Method 278
Model 3: Jay's Ultimate Seasonal Barometer 281
Summing Up 284
Index 291