Hawkeye_Analytics

Hawkeye_Analytics

Since 2000, the All Ordinaries Index ( AORD ) has displayed a negative seasonal tendency on the last trading day of December. 1-day average return -0.21%, standard deviation 0.72%, win rate 5 from 22 events. Last year marked the 12th consecutive loss for the All Ordinaries Index on the last trading day of the calendar year. Will the positive lead from the US...

Hawkeye_Analytics

Since 2000, in absolute terms, the Great British Pound/U.S. Dollar (GBPUSD) has displayed a positive seasonal tendency over the last 2 trading days of December. 2-day average absolute return 0.54%, standard deviation 0.55%, absolute win rate 19 from 22 events.  In terms of statistical significance, the conditional 2-day average absolute return of 0.54% versus...

Hawkeye_Analytics

Since launching in August 2009, in both absolute & relative terms, the VanEck Vietnam ETF (VNM) has displayed a positive seasonal tendency over the last 2 trading days of December & first trading day of January. 3-day average absolute return 3.27%, standard deviation 3.11%, absolute win rate 12 from 13 events. 3-day average relative return vs the S&P 500 Index...

Hawkeye_Analytics

Since 2000, the All Ordinaries Index (AORD) has displayed a positive seasonal tendency over the last 3 trading days of December & first 2 trading days of January. 5-day average return 1.04%, standard deviation 1.19%, win rate 17 from 22 events. In terms of statistical significance, the conditional 5-day average return of 1.04% versus the unconditional 5-day...

Hawkeye_Analytics

With regard to the MACD Histogram, the Hawkeye Engine notes that the S&P 100 Index (OEX) has recorded 30 consecutive days above the 0 level. Historically, following the formation of this MACD pattern, OEX, displayed a positive expectancy over the next 20 trading days. OEX - 20-day average absolute return 1.97%, standard deviation 2.79%, win rate 8 from 10, drift...

Hawkeye_Analytics

3-weeks ago DaVita Inc (DVA) recorded a 52-week Low & has just posted 2 consecutive up weeks. Historically, following this type of weekly reversal pattern, DVA had a tendency to continue this upward move (7-week interval). 7-week average return of 9.39%, win rate of 12 from 12, standard deviation 6.36%. Disclaimer: This data is not financial advice. Past...

Hawkeye_Analytics

The NZDAUD has just recorded 8 consecutive down days. Since 1982, sustained weakness of this length has been observed on 12 previous occasions. Over the next 17-days, following these episodes, NZDAUD displayed a reversal tendency, with an average gain of 1.6% & win rate of 10 from 12. Disclaimer: This data is not financial advice. Past performance is not a guide...

Hawkeye_Analytics

The CADJPY has just recorded 10 consecutive up days & is well above its 200-day ma. Intuitively, fading this type of price momentum feels somewhat prudent. Data paucity caveats aside, the historical record disagrees. 10-days later CADJPY was up 5 from 5 with an average gain of 1.6%. Disclaimer: This data is not financial advice. Past performance is not a guide to...

Hawkeye_Analytics

Over the past 22-years, the historical performance of the S&P ASX 200 Index for the month of June is more noise than signal & consistent with random. However, in each of the past 4-years, the month of June delivered a gain of over 2%. Disclaimer: This data is not financial advice. Past performance is not a guide to future performance and may not be repeated. Past...

Hawkeye_Analytics

Sonic Healthcare Ltd is entering a seasonally positive period. Since 2000, the month of June has been unusually kind to SHL, delivering an average gain of 4%, with a win rate of 20 from 22 events, & a standard deviation of 4.1%. Disclaimer: This data is not financial advice. Past performance is not a guide to future performance and may not be repeated. Past...

Hawkeye_Analytics

According to Google Trends, with regard to Australia, the interest in the search term "Bear Market" has approximately halved from the recent relative 1-year peak of 100 to just under 50. What does this portend for the S&P ASX 200 Index looking forward? Disclaimer: This data is not financial advice. Past performance is not a guide to future performance and may not...

Hawkeye_Analytics

Since 1980, the average 3-month performance of the All Ordinaries Index following a Federal Election is similar after both Labor & Liberal victories. However, the data is consistent with random & statistically insignificant when compared to average 3-month drift. Disclaimer: This data is not financial advice. Past performance is not a guide to future performance...

Hawkeye_Analytics

Notwithstanding the small sample size, since 2000, NYSE Composite Index ( NYA ) has displayed a consistent 14-day return following a 12, 26, 9 MACD Daily Histogram below 0 for 30 consecutive days. 14-day average gain of 2.31%, win rate of 7 from 7, standard deviation 2.17%, maximum 6.66%, median 1.65%, minimum 0.07%. Disclaimer: This data is not financial...

Hawkeye_Analytics

Since 2000, the last 8 trading days of May & first 8 trading days of June have been unusually kind to GUD Holdings Ltd (GUD), especially when entering this period above its 200-day moving average. 16-day average gain of 5.28%, win rate of 11 from 11, standard deviation 3.65%, maximum 13.50%, median 4.27%, minimum 0.65%. Disclaimer: This data is not financial...

Hawkeye_Analytics

Since October 1985, there have been 9,234 trading days for the NASDAQ 100 Index (NDX). Yesterday, marked the 66th 1-day fall of over -5%. The 5-day return profile following falls of this magnitude is more noise than signal with no predictive quality. On average, 5-days later the market managed to gain 1.1% with a win rate of 63% (41 wins, 24 losses). However,...

Hawkeye_Analytics

The price chart of Transurban Group ( TCL ) has just triggered a Golden Cross (50-day moving average above 200-day moving average). Historically, this price pattern was usually followed by an upside move. Since 2000, a Golden Cross has been observed on 13 previous occasions (first event in at least 20 rolling trading days). Looking forward 12-days, TCL ,...

Hawkeye_Analytics

The price chart of Scentre Group (SCG) has just triggered a Death Cross (50-day moving average below 200-day moving average). Historically, this price pattern hasn't been that deadly for SCG. Since listing in 2014, a Death Cross has been observed on 5 previous occasions (first event in at least 20 rolling trading days). Each Death Cross signal resolved to the...

Hawkeye_Analytics

Graincorp Ltd (GNC) ended its 7-day losing streak yesterday with a gain of 1.61%. Since 2000, 7-day losing streaks that ended with an 8th day gain of greater than 1% usually led to higher prices over the next 10-days. Looking forward 10-days, GNC, provided an average gain of 5.42%, win rate of 4 from 5, standard deviation 5.71%, maximum 12.14%, median 7.83%,...