Cyclical activity: getting into the stats
Statistics (all ranges in percentages)
EURUSD from Jan 2001 to Dec 2020
AUDJPY Apr 2003 to Mar 2021
USDCAD from Jan 2001 to Dec 2020
EURGBP from Jan 2001 to Dec 2020
Summary
January, May, September, October have the largest OC ranges;
February, June, July, August, have the smallest ones;
January, March, October, November have the largest HL-OC;
April, May, September, December have the smallest ones;
June has the worst OC/(HL-OC) of them all;
April, May, September have the best ratios;
March, June, August, November the worst ones.
What I might deduce is April typically has a small but solid trend that maintains its gains, May continues it (strongest of all months), then in June it ends and corrects.
February I can't draw any preliminary conclusions, March trends average but fails hard eventually, if Feb starts a trend March will end up, probably in gross sideways chopiness.
September starts a trend and goes from 0 to 100 the fastest, unsurprising.
October continues the september trend and also is a big trend ender.
The data I checked sort of confirms my bias.
I can predict a bit in February,
January, March, April are not very active
May-June are good, I've been predicting reversals
July-August it depends
September & October the best, september trend but even reversal and those go far
February reversals don't count on them to continue...
March is unpredictable afaic but catching a move can be a 10-bagger+
Starting from late Feb actually, to mid-late March I'd say, then exit
I expect nothing out of November & December
So....
Another one, summing up how I see when to follow, when not too, and when to hold a little a lot or not at all:
April going to be calm but not too calm hopefully. I wonder if it is the same with stocks? European ones? I wonder what I can do about it?
The year is mostly done in February (sometimes January too), May-June, September-October, and sometimes the summer is easy. 5-8 months / 12.
What to do the rest of the time? Sell strangles? It's not simply of lower volatility it is much more random with sometimes the same ATR.
Just backtesting and analysis and learning? What industry is active in March-April & November-December, vacations?
This has to be studied but perhaps I can buy in April a call or put with a June expiry in anticipation of a trend.
EURUSD from Jan 2001 to Dec 2020
AUDJPY Apr 2003 to Mar 2021
USDCAD from Jan 2001 to Dec 2020
EURGBP from Jan 2001 to Dec 2020
Summary
January, May, September, October have the largest OC ranges;
February, June, July, August, have the smallest ones;
January, March, October, November have the largest HL-OC;
April, May, September, December have the smallest ones;
June has the worst OC/(HL-OC) of them all;
April, May, September have the best ratios;
March, June, August, November the worst ones.
What I might deduce is April typically has a small but solid trend that maintains its gains, May continues it (strongest of all months), then in June it ends and corrects.
February I can't draw any preliminary conclusions, March trends average but fails hard eventually, if Feb starts a trend March will end up, probably in gross sideways chopiness.
September starts a trend and goes from 0 to 100 the fastest, unsurprising.
October continues the september trend and also is a big trend ender.
The data I checked sort of confirms my bias.
I can predict a bit in February,
January, March, April are not very active
May-June are good, I've been predicting reversals
July-August it depends
September & October the best, september trend but even reversal and those go far
February reversals don't count on them to continue...
March is unpredictable afaic but catching a move can be a 10-bagger+
Starting from late Feb actually, to mid-late March I'd say, then exit
I expect nothing out of November & December
So....
Another one, summing up how I see when to follow, when not too, and when to hold a little a lot or not at all:
April going to be calm but not too calm hopefully. I wonder if it is the same with stocks? European ones? I wonder what I can do about it?
The year is mostly done in February (sometimes January too), May-June, September-October, and sometimes the summer is easy. 5-8 months / 12.
What to do the rest of the time? Sell strangles? It's not simply of lower volatility it is much more random with sometimes the same ATR.
Just backtesting and analysis and learning? What industry is active in March-April & November-December, vacations?
This has to be studied but perhaps I can buy in April a call or put with a June expiry in anticipation of a trend.
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