Sell in May

By: Boris Chikvashvili | Sat, Apr 17, 2010
Print Email

Dow Jones etf with PC Ratio
Larger Image

The graph above shows one reasonably simple system for profitably selling the stock market. As can be observed each sell is profitable after about 80 trading days from its inception and is essentially a no loss proposition. It is possible that market goes higher, maximum 5% or so against the seller, but by the time 80th trading day comes the trade has been profitable, always. There are only 5 events over the 6 years of PC ratio data existence and we have just generated the 6th one.

This is but one tool in our arsenal for researching markets and we are glad to present it here as free item for readers of this site. For more in depth research of the tools please visit our site and read our articles in the archive of this site http://safehaven.com/author/296/boris-chikvashvili

We have frequent (at least twice a week) updates on the subject of PC ratio research at our free site http://borisc.blogspot.com for those interested to follow our thoughts about markets.

Good Trading.

 


 

Author: Boris Chikvashvili

Boris Chikvashvili
borisc.blogspot.com

In short... I was supposed to be a theoretical physicist (Russia+Jerusalem Hebrew University, MS Physics, with distinction, toyed with QUARKS). Somewhere on the road to PHD I have discovered, first the Computers - at Carnegie Mellon University (MS EE, Fathered UNIX, adopted WINDOWS), and second Finance on Wall Street.President ITI,(Computer/Finance Consulting Firm) Consulted AT&T,IBM,SUN,CITIBANK,JP MORGAN, LEHMAN, MICROSOFT. Designed/implemented Trading Systems - BLOOMBERG LLP. There is nothing more to say professionally speaking.

Please Note: The opinions expressed here are only for education purposes and do not constitute the advice in any shape of form.

Please note, we provide consulting services in Trading Systems Programming (BLOOMBERG/ TRADESTATION/WAVE59/EQUIS any/all others), Trading/Econometric Model Building, Trader Training, Technology ( Tele/Data Com, Programming C,C++ etc). DataProcessing Center and Internet Serivice Setup/monitoring etc. Also daily Attraction Point ( Potential turning point ) Alerts for number of Stocks/Futures of your choice. WriteTO: bchikvash@aol.com Dear Friends, Our relationship? no change.

Copyright © 2006-2015 Boris Chikvashvili

All Images, XHTML Renderings, and Source Code Copyright © Safehaven.com