SP500: 10 días bajistas

Fuente: Christopher Mistal & Jeffrey A. Hirsch



Selling the September S&P 500 futures contract on or about July 15 and holding until on or about July 24 has a 62.5% success rate registering 20 wins against 12 losses in the last 32 years. The best win was $19,150 in 2002, and the worst loss was in 2009, posting a $12,650 bereavement. This trade had been successful in 13 of 15 years from 1990 to 2004. However since then it has nearly the opposite record, posting losses in seven of the last nine years. This year the setup is compelling as the market has enjoyed a brisk rally since mid-April and appears to be running on fumes.