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Home›US Markets›Indices›Backtests cast doubt on stocks' usual November-to-Apri…

Backtests cast doubt on stocks' usual November-to-April strength

According to Jim Paulsen, backtesting the model to 1970 shows only meagre returns during the period.

Reported · Written up by our desk · Indices

MarketWatch reports that Jim Paulsen is questioning whether the usual November-to-April “best buying season” for stocks is likely to play out as it has in the past.

The outlet says Paulsen’s view is based on lagged indicators, and he uses backtesting data going back to 1970 to evaluate the pattern.

MarketWatch adds that his model has shown meagre returns for that seasonal stretch.

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Sources

MarketWatchThe stock market usually booms in the November-to-April stretch. This indicator suggests otherwise.
MarketWatchThe stock market usually booms in the November-to-April stretch. This indicator suggests otherwise.

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