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发表于 2013-3-5 01:14 AM
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http://blog.stocktradersalmanac. ... n-Out-Like-a-Lamb-2
$SPY $SPX March in Like a Lion, Out Like a Lamb
By Jeffrey A. Hirsch & Christopher Mistal
Historically, stocks have come into March like lion and go out like a lamb, meaning stocks have generally moved higher early in the month and then sold off later in the month as the first quarter comes to a close. A quick glance at the chart below or on page 28 of the Stock Trader’s Almanac 2013 illustrates this clearly and the bullish cluster of days that highlights March’s “Sweet Spot” beginning on the ides of March (the 15th), the eleventh trading day. But five days later the market has a tendency to retreat. This seasonal decline is impacted by triple witching, end-of-quarter portfolio profit taking and restructuring and tax season.
Click image to view full size... S&P 500 March Probability Bar Chart 1992-2012
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