Comments on: Is The Christmas Season Bullish For U.S. Markets?

By: Jeff Swanson

Jeff Swanson — Fri, 29 Dec 2023 11:32:05 +0000

In reply to Mario San cristóbal. Congratulations on trading a breakout strategy. Those can work well on the S&P. I agree that expectations vs reality are different. That's one reason trading is so difficult. Your mind often lies to you!

By: Mario San cristóbal

Mario San cristóbal — Mon, 25 Dec 2023 15:23:30 +0000

Hi Jeff. With no intention, I started to operate a simple breakOut strategy into SP500 and I won almost all my operations. Good time to start, but in my mind I can not expect the same results over the year.

By: Jeff Swanson

Jeff Swanson — Mon, 14 Dec 2020 12:57:33 +0000

In reply to Adrian Reid. Hey Adrian. You're welcome and thanks for the ideas. I often see a market direction filter helpful as well.

By: Adrian Reid

Adrian Reid — Mon, 14 Dec 2020 11:29:03 +0000

Thanks for posting this article Jeff. There is certainly opportunity to turn the seasonal strength of the stock market around Christmas into an effective trading system.

I have found that adding a market direction filter to ensure you are only buying into a relatively strong market and only buying strong stocks within that market make a big difference to the edge you generate.

There is also quite some advantage in adding an additional exit to get out of any stock holding which starts falling during this period of seasonal strength due to some stock specific factor.

While this is only a once a year trade, it can be a valuable part of a portfolio of trading systems.

Thanks again

Adrian

By: Marco

Marco — Wed, 07 Dec 2016 21:53:15 +0000

This is one of the strongest seasonal periods. And what’s more interesting, we can find the same bullish bias around european equities, crude oil and on vix contango.

https://backtestingvix.wordpress.com/