Statistical Analysis - Category Archive
Dec 13
Sunday
Christmas Santa Rally 30 Year Statistics: Does the Santa Rally Exist?
Filed under Statistical Analysis, Stock Market RallyWe have been reading so much about Santa Rallies, the bears(and contrarions) claiming that “most investors are expecting a Santa Rally” hence as a contrarion it’s best to short the market. We looked into the last 30 years from 1978 up to 2008/2009. We picked 4 time points:
- 7 Dec (Pre-Christmas) - we picked 7th for no particular reason, and did not exclude 1st Dec to make our numbers look good
- Christmas - Last trading day before Christmas holidays (usually 22-23rd Dec)
- Post-Christmas (last day of trading before Christmas - 1 March)
- Post Christmas (last day of trading before Christmas - 1 April)
- We calculated March minus April to see if there was a net fall between March to April. Continue…
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Groundbreaking Developments in Gold and Mineral Exploration
no responses - Posted 03.11.10
I'm spending a few days in Toronto at the Prospectors and Developers Association of Canada annual conference. This is one of the mining industry's largest events. Thousands of companies descend on the site to promote their projects. Financiers from across the globe come armed with billions of dollars slated for mineral investment. Meetings with these individuals are often interesting. Yesterday ... continue -
Shell, PetroChina bid for Australian coal gas producer as Asia seeks energy resources
no responses - Posted 03.11.10
PetroChina joined with Royal Dutch Shell in a bid for Australian coal-seam gas producer Arrow Energy as Asian countries scramble for a stake in the vast energy resources at their doorstep in Australia. The initial bid of A$3.3 billion (US$3 billion) valued Arrow’s shares at $4.45, a 28% premium on last week’s close of $3.48. But investors quickly bid up the ... continue -
R2K Short @ 677
no responses - Posted 03.10.10
Shorted Russell 2000 at $100/point at 677.3 continue -
Short AUD GBP
no responses - Posted 03.10.10
Short one mini AUD/GBP at 0.613. Sorry we couldn't resist. Sure, UK is in trouble. Australia is fundamentally stronger with commodities and China as our next door neighbour. BUT, one of our rule is: Nothing moves in one direction (which it has so far - look at the chart) Our strategy forward: 1. Short more, aim for topside heavy approach as close to ... continue -
A Bull Market Requires a Healthy Consumer Underneath
no responses - Posted 03.09.10
A year ago this week the stock market hit its nefarious 666 level on the S&P 500. Since that historic day, we have enjoyed a 68% appreciation in equities from their depressionary low. Not only has the bounce caused a chorus of perma-bulls to claim the worst of the recession is behind us, but also to declare that the bull ... continue -
There Will be No Economic Recovery as the Era of Cheap Oil Comes to an End
no responses - Posted 03.09.10
When oil crossed $120 a barrel for the first time in May 2008, oil cornucopians knew they were in trouble. Prices had quadrupled in just five years, yet had failed to bring new production online. Regular crude had flatlined around 74 million barrels per day (mbpd). The case for peak oil was looking stronger with every new uptick in crude ... continue -
Gamble on FTSE Put Options!
no responses - Posted 03.09.10
We dabbled into FTSE put options - probably a painful $614 pounds lesson! Hopefully April is sufficient time for markets to turn. Another "miscellaneous trade" we made was to short Copper (again) - we got away the first time with a small profit in our personal portfolio (stopped out at entry on our official portfolio). This one's not for the official ... continue
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Admin Portfolio
Symbol P/L % Change WBA.AX $-2,400.00 -35.82 VRL.AX $1,460.00 182.50 SPN.AX $900.00 24.32 CIR.AX $-180.00 -12.16 COE.AX $3,105.00 68.32 COE.AX $1,600.00 18.60 AJA.AX $850.00 73.91 JBH.AX $1,580.00 4.17 AAC.AX $-250.00 -3.45 BPT.AX $-350.00 -8.64 MAK.AX $200.00 10.26 ELD.AX $-1,200.00 -23.67 CXC.AX $38.00 1.09 CIR.AX $300.00 10.17 PPP.AX $300.00 6.38 Portfolio Value: $134,359.00 View Full Portfolio Top Investors
Username Portfolio Value Speculator $135,275.07 admin $134,359.00 indkitty $68,293.02 deardoc $56,786.50 Magik $53,136.65 WBuffett $51,310.79 trader007 $43,435.00 scoops $43,084.48 bvbfan $42,000.00 slumdog $40,542.00 Powered by TheInflationist.com Recent Comments
- admin: Hope it was not you pushing CIR up to 62c today! We want more at discount prices
- admin: comsec.com.au (Commonwealth bank). theres also etrade (which I dont use).
- G. Murphy: Thanks, what broker do you use/recommend to buy the shares?
- admin: IG , GFT, Interactive Brokers. I dont think you can trade CIR on any of them. For micro caps we have no choice...
- G. Murphy: Thanks for the summary. Quite tempted by Circadian, not sure who to buy it through….who do you guys...
- admin: Hope it was not you pushing CIR up to 62c today! We want more at discount prices
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