I’ve done some back testing of several strategies, and most seem to perform their worst in December. I suppose the reasoning seems obvious, what with the holidays and all. But, it seems that the bad performance isn’t just contained in the specific holiday week(s), but rather from the very beginning of the month too. I suppose that's not surprising as well, since it's reasonable that some people might take the entire month off.
I’ve only tested for 2 years, so I wanted to ask long time traders to see if they experience this: Do you notice any change in performance (for the worse) of your strategy during the month of December? Or is it just a coincidence that my testing shows bad performance in this month?
By the way, the strategies that I've tested are scalping strategies (5 min timeframes).
Dahlia
I’ve only tested for 2 years, so I wanted to ask long time traders to see if they experience this: Do you notice any change in performance (for the worse) of your strategy during the month of December? Or is it just a coincidence that my testing shows bad performance in this month?
By the way, the strategies that I've tested are scalping strategies (5 min timeframes).
Dahlia
Money missed is better than money lost