All Ords during the week of Christmas and after
image courtesy : http://webbydzine.com/christmas-santa-gift-elements-with-deer/
below a look at All Ords Index longs fared during the week in which Christmas falls , ( i’e go long at Friday close , at the previous week of Christmas week, 20 Dec 2013 close for this years example and exit Next Friday at close , during the Christmas week , 27 Dec 2013 in this year). back test period from 1985
- Winners : 21
- Losers : 3
- % Winners : 88%
- Average Change % : 1.13
- Median Change % : 1.03
- Maximum Gain % : 5.91
- Maximum Loss % : -0.91
- Average Gain %if Winner : 1.37
- Average Loss % if Loser : -0.54
- Payoff Ratio 2.52
All Ords trading odds for the week after Christmas ( from 27 Dec 2013 till 3rd Jan 2013) , since 1985
- Winners : 20
- Losers : 4
- % Winners : 83%
- Average Change % : 1.01
- Median Change % : 1.02
- Maximum Gain % : 4.04
- Maximum Loss % : -2.99
- Average Gain %if Winner : 1.50
- Average Loss % if Loser : -1.49
- Payoff Ratio 1.01
All Ords trading odds for the week Christmas and after , ( from 20 Dec 2013 till 3rd Jan 2013) , since 1985
- Winners : 21
- Losers : 3
- % Winners : 88%
- Average Change % : 2.15
- Median Change % : 2.23
- Maximum Gain % : 6.47
- Maximum Loss % : -2.56
- Average Gain %if Winner : 2.70
- Average Loss % if Loser : -1.70
- Payoff Ratio 1.59
for comparison sake the average returns for any two week holding period other than the week of X-Mas and after stands at 0.28%, so we are looking at 187 bps out-performance !!
below the All Ords returns during the week of X-Mas and the week after , since 1985
| X-Mas Week | Returns | Next Week % | 2 Weeks Change % |
| 23-Dec-13 | ?? | ?? | ?? |
| 24-Dec-12 | 1.08 | 1.23 | 2.32 |
| 19-Dec-11 | -0.63 | -1.93 | -2.56 |
| 20-Dec-10 | 0.32 | -0.44 | -0.13 |
| 21-Dec-09 | 2.81 | 1.65 | 4.51 |
| 22-Dec-08 | -0.91 | 4.00 | 3.06 |
| 24-Dec-07 | 1.81 | -0.60 | 1.20 |
| 19-Dec-05 | 1.74 | 0.81 | 2.57 |
| 20-Dec-04 | 1.35 | 0.09 | 1.45 |
| 22-Dec-03 | 1.00 | 1.19 | 2.20 |
| 23-Dec-02 | 0.42 | 1.15 | 1.57 |
| 24-Dec-01 | 1.50 | 0.31 | 1.82 |
| 20-Dec-99 | -0.09 | 0.55 | 0.46 |
| 21-Dec-98 | 0.53 | 1.79 | 2.33 |
| 22-Dec-97 | 1.05 | 2.13 | 3.20 |
| 23-Dec-96 | 0.92 | 0.16 | 1.08 |
| 19-Dec-94 | 0.59 | 1.29 | 1.89 |
| 20-Dec-93 | 0.37 | 4.04 | 4.42 |
| 21-Dec-92 | 1.35 | 0.89 | 2.26 |
| 23-Dec-91 | 1.36 | 4.04 | 5.46 |
| 24-Dec-90 | 0.60 | -2.99 | -2.41 |
| 19-Dec-88 | 2.54 | 0.22 | 2.77 |
| 21-Dec-87 | 5.91 | 0.53 | 6.47 |
| 22-Dec-86 | 0.44 | 1.68 | 2.13 |
| 23-Dec-85 | 1.07 | 2.33 | 3.43 |
& Merry X-Mas to all the readers !!
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