Thursday, September 02, 2010

Ask A Stupid Question

I am sure that in readers' search for a quick buck and a sure thing they will appreciate the recent output from Cassandra's "quantitative" meat grinder which analysed the returns for the second trading week of September following a  > 6.2% fall in August, where the first day of Sept falls on Wednesday, AND the return on such a first trading day of the month is greater 1.6% (when coincidental to a Democratic administration and NFC Superbowl victor). Forecast strength is further enhanced if Paul the Octopus gives a polyps-up. Dear readers, this is almost a sure thing with 100% of priors exhibiting positive scond week returns, yielding an average weekly return of an outsized 3.7%. Better start loading up the truck. The only caveat is that there was only 1 prior (though when I ran it across ALL developed global markets, I found one other instance that yielded a 3% weekly return lending weight to the interpretation that this must be based on some strong seasonal anomaly.  More comprehensive results are available on this blog with a Premium Subscription*, and for a limited time with Gold and Platinum Membership's, you get a my personal phone number and two similar custom quant analyses per month!!) to provide sound basis for investing. 

If such numerical contortions impress you or excite you, or give you cause to open your wallet then I have some other large pieces of infrastructure I might wish to offer to you for sale.            

Recall that wonderful scene in "Something About Mary" where our hero, "Ted" played by Ben Stiller, picks up a psychotic hitchhiker enroute to tracking down Mary. The psychotic starts telling Ted  about his great business idea: "7-Minute Abs". With 10 minute abs being such a hit, he implores, why would anybody buy 10 minute abs if they could have 7-minute abs....right??!?" For my next quant-crobatic feat, I will analyze the last-hour returns for Thursdays, following Wednesdays (in September only) where the Wed. had a >1% opening gap, and finished the day up >2% where such a move returned the index level to within its trading range. Unfortunately for readers, you'll need a Premium Subscription to find the answer. As I used to say to my sister (when I was six): Ask a stupid question - get a stupid answer...


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