日期:2013/12/23
What happens to markets from the Friday before Christmas during the next 5 trading days 7 such Fridays from Dec 19 to Dec 23 since 2003
move in S&P next 4 days -1.5 %
bonds + 0.5%
nasdaq -0.2%
crude -0.1%
gold +1.0%
euro +0.5%
dollar/yen 0.5%
One doesn't believe in the predictivity of seasonal analysis but thought it might be interesting to see if there were any glaring retrospective regularities.
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