Seasonality

[marriot]

June sucks !

[sluggo]

Sell in May and go away. (link)

[stamo]

"OCTOBER: This is one of the peculiarly dangerous months to speculate in stocks in. The other are July, January, September, April, November, May, March, June, December, August, and February."
- Pudd'nhead Wilson's Calendar


by American Author Mark Twain (Samuel Clemens)

[marriot]

Here are results from Triple, Dual, Rsi, Donchian, Bollinger, Atr Systems, Long and Short on a 150 futures portfolio. Parameters as they come with TB.
But you can also optimize, results do not change.

For your convenience i sum and write down results of all June and all Dec results.
June sucks : )

[Chris67]

this season is called trend following doesnt work anymore and at present its 3 years long - hopefully at some point in the next decade markets may become normal again