UnknownUnicorn25462132

UnknownUnicorn25462132

The Japanese Yen/Great British Pound has fallen for 8 consecutive days. Since 1982, this type of persistent weakness has occurred 16 times. Following this weakness, the JPYGBP tends to reverse. 12-day average return 0.61%, win rate 12 from 16, standard deviation 2.59%. Adding a volatility filter to this JPYGBP data (average of absolute daily deviation 50-day >...

UnknownUnicorn25462132

Meta Platforms Inc FB has fallen by at least -10% on 4 previous occasions. Today marked the 5th double-digit percentage decline. Interestingly, over the 1-day to 10-day interval following these large declines, FB on average delivered negative returns. Disclaimer: This data is not financial advice. Past performance is not a guide to future performance and may...

UnknownUnicorn25462132

The Metcash Ltd (ASX:MTS) MACD Histogram (12, 26, 9) has just recorded 25 consecutive days below 0. Since 2000, this type of indicator persistence below 0, was usually the forerunner to some short-term upside. The 20-day average absolute return, following MTS's (12, 26, 9) MACD Daily Histogram below 0 for 25 consecutive days, is 6.18% with a win rate of 16 from...

UnknownUnicorn25462132

Cochlear Ltd has just recorded 5 consecutive down weeks. Since 2000, the 11-week forward interval following this type of persistent weakness is unblemished. 11-week average return 10.30%, win rate 15 from 15, standard deviation 6.39%, median 11.45%, maximum 23.32%, minimum 2.24%. Interestingly, looking at the in-sample data of this particular setup, of the...

UnknownUnicorn25462132

The All Ordinaries Index has just recorded 4 consecutive down weeks. Since 2000, following this type of weekly downward persistence, the 6-week forward interval had a tendency to yield a reasonable result. 6-week average return 3.58%, 17 up, 4 down, median 4.04%, standard deviation 5.84%, maximum 16.06%, minimum -9.40%. Adding a volatility trending higher filter...

UnknownUnicorn25462132

Since 1981, when the Kospi Composite Index printed a 14-day RSI below 20, returns over the following 14-days had a positive expectancy. 14-day average return 3.02%, win rate 13 from 15, standard deviation 3.64%. Disclaimer: This data is not financial advice. Data is for informational purposes only & should not be used to make any investment decisions. No...

UnknownUnicorn25462132

The National Australia Bank Ltd (ASX:NAB) MACD Histogram (12, 26, 9) has just recorded 25 consecutive days above 0. Since 2000, this type of indicator persistence above 0 when trading above its 200-day moving average, was usually the forerunner to some short-term upside. The 6-day average absolute return, following NAB's (12, 26, 9) MACD Daily Histogram above 0...

UnknownUnicorn25462132

December 2021 marked 7 Consecutive Calendar Quarter Gains for the All Ordinaries Index. Data paucity caveats aside; What does this streak of quarterly gains portend for the Quarter ending March 2022? Momentum or Reversal? The historic record sides with Momentum. Disclaimer: This data is not financial advice. Data is for educational & informational purposes only &...

UnknownUnicorn25462132

Since 2007, Pinnacle Investment Management Group Ltd has managed to close the calendar year above its 200-day moving average on 8 previous occasions. Following this, January was kind to the price performance of PNI, providing an average 1-month gain of 11.26% with a 7 from 8 win rate. Disclaimer: This data is not financial advice. Data is for educational &...

UnknownUnicorn25462132

Since 2000, the S&P/ASX 200 Financials has ended December above its 200-day moving average on 11 previous occasions. December 2021 marked the 12th observation. Following this, XFJ had a tendency to rise in the 1st Calendar Quarter of the Year, providing an average 3-month gain of 5.71% & a win rate of 10 from 11 events. Disclaimer: This data is not financial...

UnknownUnicorn25462132 Updated 

Since 1995, when the Nifty 50 Index closed above its 200-day moving average with 10 trading days to complete the calendar year, the Nifty delivered a reasonable outcome for Indian equity investors. 10-day average return 2.21% with a 16 from 17 win rate. Disclaimer: This data is not financial advice. Data is for informational purposes only & should not be used to...

UnknownUnicorn25462132

Past 4 December returns have been inconsistent & provide a good example of ever-changing cycles. Only 1 December loss from 2000 to 2016. Then only 1 positive December from 2017 to 2020. Data is for informational purposes only & is not investment advice. Past performance is no guarantee of future results & may not be repeated.

UnknownUnicorn25462132

Interestingly, when the S&P 500 Index posted a down November with a year-to-date gain of > 10%, December turned out reasonably well. Data is for informational purposes only & is not investment advice. Past performance is no guarantee of future results & may not be repeated.

UnknownUnicorn25462132 Updated 

The Metcash Ltd (ASX:MTS) MACD Histogram (12, 26, 9) has just recorded 25 consecutive days below 0. Since 2000, this type of indicator persistence below 0, was usually the forerunner to some short-term upside. The 20-day average absolute return, following MTS's (12, 26, 9) MACD Daily Histogram below 0 for 25 consecutive days, was 5.56% with a win rate of 14 from...

UnknownUnicorn25462132 Updated 

Since 2000, the last 5 trading days of September & first 10 trading days of October have been historically positive for Data#3 Ltd (ASX:DTL). 15-day average absolute return 6.31% with a win rate of 18 from 21, median 4.86%, & standard deviation of 6.23%. 15-day average relative return versus the All Ordinaries Index 5.29% with a win rate of 16 from 21, median...

UnknownUnicorn25462132

Since 2000, the historical performance of the S&P ASX 200 Index XJO for the first 10 trading days of October is very noisy. 10-day average return of 0.85%, win rate 57.14%, 12 up, 9 down, median 1.84%, standard deviation 3.45%, maximum 6.25%, minimum -5.77%. Data is for informational purposes only & is not investment advice. Past performance is no guarantee of...

UnknownUnicorn25462132

Since 2000, the historical performance of the S&P ASX 200 Index XJO for the last 5 trading days of September is consistent with random. Noise dominates the data. 5-day average return of 0.16%, win rate 52.38%, up 11, down 10, median 0.08%, standard deviation 2.44%, maximum 3.66%, minimum -6.56%.

UnknownUnicorn25462132

The Codan Ltd (ASX:CDA) 14-day RSI has just moved below the 20 level (1st move below 20 in at least 20-days). Since 2003, indicator weakness below 20, was usually the forerunner to some short-term upside. The 16-day average return, following CDA's 14-day RSI move below 20, was 8.53% with a win rate of 10 from 11, median 5.59%, & standard deviation of 13.33%....