These were profitable in 15 of 20 cases from March to October.
November and December S9s are not reliable.
DIA since 1998
December 2000 - Declined from 108 to 103 in a week.
December 2005 - Declined from 108 to 107 in a week.
July 2000 - fell from 136 to 133 in a week.
December 2007 - Declined from 137.4 to 132 in a week and 131 in 5 weeks.
March 2009 - Loss
November 2009 - Loss
April 2011 - fell from 123.76 to 121.74 in a week.
July 2011 - 121.74
2 successes /3 occurrences between March and October
QQQ since 1999
November 1999 - Loss
January 2000 - fell from 91.22 to 85.75 in a week.
June 2000 - fell from 91.12 to 86.75 in 6 weeks.
December 2000 - Declined from 74.37 to 56 in a week
April 2001 - Loss
October 2002 - Loss
May 2003 - fell only from 28.25 to 27.69 in two weeks and then rose.
July 2003 - fell from 31.89 to 30.07 in 6 weeks.
April 2004 - fell from 37.10 to 34.41 in a month.
October 2004 - Loss
July 2007 - first rose from 48.01 to 50.32 and then fell to 45 in 6 weeks.
March 2009 - Loss
October 2009 - fell from 43.16 to 40.96 in two weeks.
November 2009 - Loss
December 2009 - Declined from 44.96 to 42.62 in 6 weeks.
7 successes in 11 occurrences April to October.
SPY since 1993
May 1993 - declined to 45.5 to 44.25 in a month
October 1993 - declined from 47 to 45.75 in 4 days.
December S9s failed -
October 1994 - declined from 47 to 44.75 in 6 weeks.
November 1994 - declined from 46.5 to 44.75 in 3 weeks.
November 1996 - Loss
Sept 1998 - declined from 96 to 86 in a month.
November 1999 - loss
December 1999 - Rallied from 144 to 147 and then fell to 135 in two months
July 2000 - fell from 147 to 142 in 3 weeks.
December 2003 - loss
December 2005 - 126 to 124.5 and thereafter a loss.
May 2007 - declined from 152 to 148 in a month.
November 2009 loss
December 2009 loss
Conclusion:
---> May-October S9s worked 6 of 6 cases.
Novembers worked 1 of 4 cases
Decembers worked 2 of 5 cases.
