I am not recommending anyone follow Seasonality Investing, but thought some of you might be interested in the research area that I found highlighed on another board:
Seasonal Analysis Using data from 5/9/1997 to 7/30/2007 for ITKG, this program was able to calculate the following historical seasonal cycles for this stock:
Historically, the best month to buy ITKG is October Historically, the best month to sell ITKG is March
In January, ITKG is historically up by 3.20% In February, ITKG is historically up by 7.57% In March, ITKG is historically up by 20.43% In April, ITKG is historically up by 6.68% In May, ITKG is historically up by 11.82% In June, ITKG is historically down by -2.54% In July, ITKG is historically down by -9.36% In August, ITKG is historically down by -14.27% In September, ITKG is historically down by -9.92% In October, ITKG is historically down by -20.77% In November, ITKG is historically down by -7.08% In December, ITKG is historically up by 14.23%
General Statistics Number of Data Points 534 Start Date of Data 5/9/1997 End Date of Data 7/30/2007 Minimum Value of Adjusted Close 0.13 Maximum Value of Adjusted Close 6.80 Average Value of Adjusted Close 1.19 Median Value of Adjusted Close 0.91 Standard Deviation of Adjusted Close 0.94 Coefficient of Variation for Adjusted Close 79.15% Minimum Volume 3,300 Maximum Volume 989,900 Average Volume 103,242 Median Volume 66,600 Standard Deviation of Volume 113,042 Coefficient Of Variation for Volume 109.49%
Notes: "Adjusted Close" means closing price was adjusted for splits and dividends; Weekly (not daily) Adjusted close price was used for calculations; Average Weekly Volume was used in Volume calculations.
Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.