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32 Jake Bernsteins Seasonais Part II Day Day Betore After HofcdaY HoidaY Hobday Day Day Befort After Hoidav Hok4 Hoidav 48 8 Wasnkigions 60.9 50.0 74.1 50.0 76.7 50.0 Birthday Good 50.0 40.2 50.0 46.5 50.0 42 59.8 50.0 This listing shows pre-holiday behavior in he US Stock Market. 58.8 50.0 50.0 Christmas 72.1 50.0 Now rtaer*s 65.9 50.0 52.9 50.0 S2.9 50.0 57.0 50.0 68.1 AB Figure 4-7: Art Merns Chart of Pre-Holiday Behaviorme Stock Market (Chppaqua, N.Y.: Analysis Press, 1984), 14. Reprinted with permission.
Jake Bernsteins Seasonals Part II | | | | | | | | | | Live Hog prices have gone | ENTRY:10/30 EXIT-11/27 SL: | 6.0% BUY | CLOSE | | | | higher | | ------CNTQV | | -CVTT- | | PROFIT | % PROFIT | ACCUM | | | ~tlN 1 KY | | - - - - -1 1 1 - | | from | CONTRACT | --DATE-- - | PRICE- | --DATE-- | PRICE- | LOSS(-) | LOSS(-) | TOTAL | October 30th to November 27th. | S===S=KS 6712LH 681£LH | 10/30/67 10/30/68 | 19 .32 19 .00 | ======== = 11/27/67 11/27/63 | ====== 19.45 20.20 | ======== . 13 1 .20 | . 67 6.32 | ======= . 13 1 .33 | | | 6912LH | 10/30/69 | 26.55 | 1 1/28/69 | 28.92 | 2 .37 | 8.93 | 3.70 | | | 70 12LH | 10/30/70 | 16.14 | 11/27/70 | 16.55 | | 2 .54 | 4.11 | | | 7112LH | 11/ 1/71 | £1.19 | 1 1/29/71 | 22 . 25 | 1 .06 | 5 . 00 | 5. 17 | | | 7212LH | 10/30/72 | 29.07 | 1 1/2 7/72 | 30 . 30 | 1 .23 | 4.23 | 6,40 | | | 7312LH | 10/30/73 | 43. 50 | 1 1/27/73 | 44 . 07 | | 1.31 | 6. 97 | | | 7412LH | 10/30/74 | 40 . 19 | 1 1/27/74 | 41 .72 | 1 .53 | 3 81 | 8 .50 | | | 7512LH | 10/30/75 | 52 . 20 | 1 1/23/75 | 53.45 | 1 . 25 | 2 . 39 | 9.75 | | | 7612LH | 11/ 1/76 | 30 . 1 9 | 1 1/29/76 | 33. 76 | 3.57 | 1 1 .83 | 13 32 | | | 771£LH | 10/31/77 | 39 . 12 | 1 1/28/77 | 41 95 | 2 .83 | 7 . 23 | 16. 15 | | | 7S12LH | 10/30/7fe | 50 17 | 1 1/2 7/78 | 53.32 | 3.15 | 6 28 | 1 9 . 30 | | | 7912LH | 10/30/79 | 37 . 39 | 11/27/79 | 42 . 25 | 4.86 | 13.00 | 24 . 16 | | | SO i2Lh | 10/30/80 | 51.27 | 11/28/80 | 50 .45 | - .82 | - 1 . 60 | 2 3.34 | | | 81 12LH | 10/30/81 | 48 . 70 | 1 1/20/81 | 45 . 17 | -3.53 | "7. 25 | 19,81 | | | 8212LH | 11/ 1/82 | 52 .9? | 1 1/29/82 | 56.42 | 3.45 | 6.51 | 2 3,26 | | | S312LH | 10/31/93 | 43 . 32 | 1 1/28/83 | 42 . 00 | -1 .32 | -3.05 | 2 1 .94 | | | 8ai2LH | 10/30/84 | 48 .05 | 1 1 /2 7/84 | 52 .60 | 4.55 | 9.47 | 26.49 | | | 95 12LH | 10/30/85 | 47. i 5 | 1 1/27/85 | 48. 20 | 1 .05 | 2 .23 | 27. 54 | | | S6I 2L.H | 10/30/86 | 53. 10 | 1 1 /i?.S/S6 | 55 .60 | 2 50 | 4 . 71 | 30 .04 | | | 8712LH | 10/30/87 | 42 .97 | 1t/2 7/87 | 44 . 72 | 1 . 75 | 4 07 | 31.79 | | | 88 (SLH | 10/31/88 | 4 1. 1.5 | 11 .e/m | 39 .82 | -• 1 33 | -3. 23 | 30 . 46 | | | .9912LH | 10/30/89 | 45 . 75 | 1 1/2 7/39 | 50 ,90 | 5.15 | 1 ;. 26 | 35 . 6 1 | | | -i>D 12LH | 10/30/9D | 5 1.42 | 1 1/2 7/90 | 52 . 50 | 1 .08 | 2.10 | 36 . 69 | | | 9 » ISLH | 10/30/9 1 | 4 1 . 65 | 11/27/91 | 42 07 | . 42 | 1.01 | 37 . 1 1 | | | ?2!.::LH | 10/30/92 | 42 42 | 1 1/2 7/92 | 44 . 62 | 2 20 | 5 . 19 | 39 , 31 | | | •>3 12LH | 11/ 1/93 | 49. 2 2 | 1 1/10./93 | 46 17 | -3 05 | -6 . 20 | 36.26 | | | | = = = = :s:::: = :t:::::=;: | = = •-• £ r. | | | = u = = = = = =: = a | ..I = s = = | r: :.- :: = .-v s s | | | | posiriv/f-: 2 2 | * NEGATIVE: 5 | # UNCH- 0 | # TOTAL: | | | | | WERAOe IT | 2.10 | \ 5.46%) | | LOGO - | 01 ( -4.2 | f- ) | | | | | | TRADE?- PROFITABLE: 81 | .43 KEY PRICE: CLOSE | | | | Figure 4-8: Key Date Seasonal Live Hogs | | |
•"Ifl Jake Bernsteins Seasonais Part II The July/ November Soybean Spread is very popular but not too reliable. 
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