Seasonal Trading and Investing Strategies | by Thomas Ott | Oct, 2024
Years ago a reader of my old blog named Eric from DataPunks blog posted an interesting analysis that looked at timing your market buys in the S&P500. He wrote some R code (see below) that segmented the market returns between November to April and May to October.
He wanted to see if there is a seasonal effect to trading or investing in the markets and create a novel strategy. His analysis caught my eye because I was interested in timing the market using my AI models.
What I wanted to do was figure out when to move my money from the sidelines into the market and when to take it out. I thought I could catch…