Seasonal Stock Market Trends
The Definitive Guide to Calendar-Based Stock Market Trading
Wiley Trading Series
1. Edition January 2009
320 Pages, Hardcover
Wiley & Sons Ltd
Praise for SEASONAL STOCK MARKET TRENDS
"Seasonal Stock Market Trends is by far the most comprehensive analysis of seasonality since we created the Stock Trader's Almanac forty-two years ago. We even learned a few new things."
--Jeffrey and Yale Hirsch, Creators and Editors at Large, Stock Trader's Almanac and www.stocktradersalmanac.com
"Jay Kaeppel's book, Seasonal Stock Market Trends, sets a new standard in seasonality research. There is no guessing here; all of his work is well researched and thoroughly tested."
--David Vomund, President, Vomund Investment Management
"Jay Kaeppel is a highly regarded market analyst who brings his discerning perspective to the study of seasonal patterns in the stock market. In this comprehensive text, Kaeppel builds on the vast literature of calendar price tendencies and goes on to develop a wealth of powerful new seasonal investment strategies."
--Nelson Freeburg, Editor, Formula Research
CHAPTER 1 Introduction to Seasonality in the Stock Market.
The Concept of Seasons and Seasonality.
What Is Seasonality?
The Pioneers of Stock Market Seasonality.
Measuring Market Performance throughout This Book.
How to Trade the Dow.
Seasonal Trends to Consider.
Summing Up.
CHAPTER 2 The Month of January.
The First Five Days of January.
The Last Five Days of January.
The January Barometer.
The January Barometer as a Stand-Alone System.
The JayNewary Barometer.
The Ultimate January Barometer System.
The Effect of Compounding.
A Few Words of Warning.
Summing Up.
CHAPTER 3 Holiday Seasonal Trends.
The Holidays.
The Trading Day before Each Holiday.
Two Days before Each Holiday.
Three Days before and after Each Holiday.
The Best Holiday Trading Days.
The Ultimate Holiday System.
The Most Wonderful Week of the Year (Usually).
Summing Up.
CHAPTER 4 Monthly Seasonal Trends.
The Best Day of the Month.
The Trading Days of the Month.
The Worst Trading Days of the Month.
The Best Trading Days of the Month (Part 1).
The Best Trading Days of the Month (Part 2): The Month-End/New-Month Pattern.
The Most Wonderful Time of the Year.
Monthly 10 Combined with the Santa Claus Rally.
The Ultimate Monthly Days System.
One Last Tweak.
Summing Up.
CHAPTER 5 Yearly Seasonal Trends.
Decennial Patterns (Part 1: Ranking the Years).
Decennial Patterns (Part 2: The Best and Worst Years).
Decennial Patterns (Part 3: The Decennial Road Map).
Decennial Tendencies.
Decade-by-Decade Performance.
Intradecade Trends of Note.
Intradecade Cycles Combined.
Summing Up.
CHAPTER 6 Repetitive Time Cycles of Note.
The 212-Week Cycle.
The 40-Week Cycle.
The 53-Day Cycle.
Combining Cycles.
The Ultimate Time Cycles Model.
Summing Up.
CHAPTER 7 Election Cycle Investing.
The Election Cycle: By the Years.
The Election Cycle: By the Months.
Two Other Patterns in the Election Cycle.
The Ultimate Election Cycle System.
Summing Up.
CHAPTER 8 Sell in May and Go Away.
November to May.
What Is MACD?
Using MACD as a Filter.
October through June for the Nasdaq.
The Dead Zones.
The Easiest Market-Beating Strategy in the World.
October of Year 7.
Summing Up.
CHAPTER 9 Putting It All Together.
Building Seasonal Trading Models.
Building the KTI.
Comparing Extreme KTI Readings.
Model 1: The Long-Only Method.
Model 2: The Long-Only Plus Leverage (LOPL) Method.
Model 3: Jay's Ultimate Seasonal Barometer.
Summing Up.
Index.
