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Bearish night on SPY…

February 8, 2013

Seasonality is neutral this night. But February historically has been a bad month for stocks. So I backtested a night with the close at a 200 days high on February on SPY. Here’s the numbers:

NT %W PF AW AL MAX MIN
68 41,18 0,47 0,15 -0,23 0,57 -1,05

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