Many analysts have pointed out that the Russell 2000 index has been weaker than the other indexes. But then, late last week the Russell 2000 appeared stronger than the other indexes. Perhaps it was going to lead the way on a rebound. On Friday the S&P 500 staged a nice 1.29% gain. The NASDAQ composite jumped almost 1%. But the Russell 2000 retreated .35%.
The rebound in all the indexes last week caused Stochastics buy signals to appear on the daily charts. But Friday's lack of enthusiasm by the Russell 2000, while the other indexes were playing ball, makes one wonder if this rebound needs more time to weed out the sellers.
Seasonally, the NASDAQ composite gains steadily from this week through the Q1 earnings period of late January through mid-February. It has averaged a 9.6% gain over the next 18 weeks with gains in a high 88% of the years.
The Russell 2000 as a nearly identical track record over the same time period.
Notice that in both of these track records many years produced double-digit gains.
What if you wanted to make a play on one of the seasonal track records? Let's look at QQQ, the easily tradable ETF based on the NASDAQ composite. Let's backtest buying QQQ at the start of this week each year and selling at the close of the week 18 weeks later. To limit risk, let's use an 8% stoploss.
The results show a 258% gain over the 24 years with three out of four trades gaining. The average gain was 16.9% the average loss was 7.9% and the maximum drawdown, from two consecutive losing years, was 15.9%.
With QQQ appearing to rebound off a low, the Stochastics displaying a buy signal on the daily chart, and with a strong seasonal track record, buying QQQ right now and selling it in 14 to 18 weeks is by itself a high probability trade. What would make it ideal is to have a set up where at least a 2 to 1 reward to risk ratio would be present. If we implement an 8% stoploss, QQQ's average 10% gain over that time period leaves only a 1.25 to 1 reward to risk ratio. But if you feel confident the indexes will sport gains over the remainder of the year (a ‘Santa Claus rally'?), QQQ may be one of the best ways to play it.
Of course, there's much more you need to know and many more stocks you can capitalize upon each and every day. To find out more, please click on the following link: www.markettamer.com/seasonal
By Gregg Harris, MarketTamer Chief Technical Strategist
Copyright (C) 2014 Stock & Options Training LLC
Unless indicated otherwise, at the time of this writing, the author has no positions in any of the above-mentioned securities.
Gregg Harris is the Chief Technical Strategist at MarketTamer.com with extensive experience in the financial sector.
Gregg started out as an Engineer and brings a rigorous thinking to his financial research. Gregg's passion for finance resulted in the creation of a real-time quote system and his work has been featured nationally in publications, such as the Investment Guide magazine.
As an avid researcher, Gregg concentrates on leveraging what institutional and big money players are doing to move the market and create seasonal trend patterns. Using custom research tools, Gregg identifies stocks that are optimal for stock and options traders to exploit these trends and find the tailwinds that can propel stocks to levels that are hidden to the average trader.
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