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D哥節日財經,值得保存

(2014-12-29 15:35:33) 下一個

放心,,偶們都算好了,,偶把PF》 5,勝率》75%的算STABLE,,

最穩定的HOLIDAY是,,

1. SANTA RALLY + NEW YEAR,,因為1/1回過去幾天就是生蛋,,這二個連在一起
2. THANKS GIVING + AFTER THANK-GIVING 一周,,,
3. LABOR DAY,
4. 7/4,,

                //Stable holiday, combined Profit: 779, PF = 14.9, 89%, 1/1/1990 -- 09/15/2014
                _allHolidays.AddRange(holiday.Where(o => o.Month == 1 && o.Day < 5));     //New Year, look back = 9, PF = 9, 88%
                _allHolidays.AddRange(holiday.Where(o => o.Month == 7));     //Independence Day look back = 9, PF = 13, 82%
                _allHolidays.AddRange(holiday.Where(o => o.Month == 9));     //Labor Day look back = 9, PF = 4.5, 88%
                //Combined Before and After Thanksgiving, PF = 27, 89%
                _allHolidays.AddRange(holiday.Where(o => o.Month == 11));     //Thanksgiving look back = 9, PF = 11, 76%
                _allHolidays.Add(holiday.Where(o => o.Month == 11).First().AddDays(LOOK_UP_DAY));     //After Thanksgiving, PF = 5.6, 76%
                _allHolidays.AddRange(holiday.Where(o => o.Month == 12));     //X-MAS look back = 9, PF = 36, 95%

                //Optional
                //_allHolidays.AddRange(holiday.Where(o => o.Month == 1 && o.Day > 7));     //MLK look back = 9, PF = 3.5, 74%
                //_allHolidays.AddRange(holiday.Where(o => o.Month == 2));     //President Day look back = 9, PF = 1.5, 52%
                //_allHolidays.AddRange(holiday.Where(o => o.Month == 3 || o.Month == 4));     //Good Friday look back = 9, PF = 0.8, 47%
                //_allHolidays.AddRange(holiday.Where(o => o.Month == 5));     //Memorial Day look back = 9, PF = 2.0, 47%
                //_allHolidays.Add(new DateTime(i, 9, 11));     //9/11 look back = 9, PF = 4.3, 57%

                //Negative
                //_allHolidays.Add(holiday.Where(o => o.Month == 12).First().AddDays(-10));     //#2 week after thanksgiving, 19 days before X-MAS, PF = 0.54, 38%
        

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