Hawkeye_Analytics

S&P/ASX 200 Index - Aug / Sep Turn of the Month Effect

ASX:XJO   S&P/ASX 200 Index
No evidence of an August / September Turn of the Month Effect for the S&P ASX 200 Index (ASX:XJO). Since 2000, the last 2 days of August & first 2 days of September reveals a slight upward bias. Albeit, noise dominates the data. 4-day average return of 0.35%, win rate 12 from 21, standard deviation of 1.67%.

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