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Generational aura loss #identityv #idv #id5 #第五人格 #idvescapologist

Generational aura loss #identityv #idv #id5 #第五人格 #idvescapologist

Sell in May and go away backtest: the Halloween indicator tested on S&P 500 and Nasdaq futures, November 2010 to October 2026. The rule (Stock Trader's Almanac; Bouman and Jacobsen, American Economic Review 2002): buy at the end of October, sell at the end of April, sit out May to October. We split every E-mini S&P (ES) and Nasdaq (NQ) futures day since November 2010 into the two halves of the year, using daily bars on the front contract, 4,143 days per market. The summer won. One ES contract held only May to October made $157,983 after costs; held only November to April it made $130,996. On NQ: $310,208 vs $164,293. The winter made 45% of the S&P's points and 35% of the Nasdaq's. At double costs the order does not change. The winter was not safer either: its worst drawdown on ES was $63,296, the summer's $36,516. Sitting out May to October 2026 cost $18,200 a contract. Of the 12 possible six-month windows, November to April ranked 6th on ES and 9th on NQ. The Almanac's own MACD-timed version made $155,187 on ES, still behind the summer. Walked forward (expanding by year from 2014, entry and exit month picked from prior years only), the best window kept stretching to the end of September through the end of June, and made $211,358 out of sample on ES. Holding all year made $289,490, more than either half. What this does not say: from 2011 to 2018 the winter was ahead on ES ($41,329 vs $28,242); the summer's lead comes from 2019 to 2026. November was the best single month on average and September the worst. Interest on cash while flat is not modelled. Takeaway: before you sell in May, check what May paid. QuantPad has every CME futures trade since 2010 built in. I built this in QuantPad. Link in bio. #QuantPad #backtesting #futurestrading #quantfinance #tradingstrategy

Sell in May and go away backtest: the Halloween indicator tested on S&P 500 and Nasdaq futures, November 2010 to October 2026. The rule (Stock Trader's Almanac; Bouman and Jacobsen, American Economic Review 2002): buy at the end of October, sell at the end of April, sit out May to October. We split every E-mini S&P (ES) and Nasdaq (NQ) futures day since November 2010 into the two halves of the year, using daily bars on the front contract, 4,143 days per market. The summer won. One ES contract held only May to October made $157,983 after costs; held only November to April it made $130,996. On NQ: $310,208 vs $164,293. The winter made 45% of the S&P's points and 35% of the Nasdaq's. At double costs the order does not change. The winter was not safer either: its worst drawdown on ES was $63,296, the summer's $36,516. Sitting out May to October 2026 cost $18,200 a contract. Of the 12 possible six-month windows, November to April ranked 6th on ES and 9th on NQ. The Almanac's own MACD-timed version made $155,187 on ES, still behind the summer. Walked forward (expanding by year from 2014, entry and exit month picked from prior years only), the best window kept stretching to the end of September through the end of June, and made $211,358 out of sample on ES. Holding all year made $289,490, more than either half. What this does not say: from 2011 to 2018 the winter was ahead on ES ($41,329 vs $28,242); the summer's lead comes from 2019 to 2026. November was the best single month on average and September the worst. Interest on cash while flat is not modelled. Takeaway: before you sell in May, check what May paid. QuantPad has every CME futures trade since 2010 built in. I built this in QuantPad. Link in bio. #QuantPad #backtesting #futurestrading #quantfinance #tradingstrategy

Replying to @c00c1es_cr4nchy Tutoroal pasang lantai Playtogether game #PLAYTOGETHERID #PTGCreator #PlayTogetherVNG #PLAYTOGETHER #tutorialplaytogether

Replying to @c00c1es_cr4nchy Tutoroal pasang lantai Playtogether game #PLAYTOGETHERID #PTGCreator #PlayTogetherVNG #PLAYTOGETHER #tutorialplaytogether

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