Date updated:07-31-2007
This is a pattern on SPY.This patterns trigger's a BUY at the open and SELL at the close on the first day of the month if the following occurs (since 1997):
Pattern:
- if the last two days of the prior month were down: 24 occurrences, 18 successful trades (75%) for an average return per trade of 0.63%
These are impressive returns considering that SPY has been down an average of -0.02% per day since 1997.
Despite the relatively small number of occurrences the results are statistically significant due to the difference between the average return in these results and the average return normally for SPY. To the left are some more interesting stats on the different ETFs for the various indices.

-
SPY
S&p Dep Receipts - $109.82
- -1.30%
- $110.51

-
IWM
Ishare Rus 2000 I - $58.66
- -2.49%
- $59.56
If the last 2 days of the prior month were down, and IWM is gapping up at the open on the first day of them month then buying at the open on the first day of the month and holding until the close has resulted in 10 out of 11 successful trades since 1999 with an average return per trade of +0.77%

-
QQQQ
Powershares Excha - $43.66
- -1.56%
- $44.05

-
SMH
Ml Semicond Hldr1 - $25.20
- -3.34%
- $25.47
Same pattern as IWM and QQQQ above, 7 successful trades out of 11 occurrences since SMH started trading in 2000 for an average return of +1.19% per trade. The last trade triggered on the first day of 2006 and was successful: +2.65% gain.
No details found
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