MAY FDOM Stats
MAY FDOM Stats
Quick and dirty.
MAY is a great FDOM stat, relatively speaking. The edge has increased since 2000 I might add.
Since 1950 the edge for FDOM is MAY.
Since 2000 the edge is clearly MAY.
Same concept for % positive.
Clearly the edge was not as prevalent before 2000.
Now as for MAY in general- not hot, but not bad IMO.
As we look weekly, it is clear most of MAY’s returns are in the first day… we are in negative weekly territory FWIW. This is ISO week, rolling 2 week avg.
Also let’s look at the VXO distributions monthly.
This shows that MAY is very tight in distribution relative to other months.
* there is a 44% chance the VXO is >20 in MAY and 95% chance it is < 30. Which is a cumulative 40% chance the VXO is >20 <30. Now that is a tight range if you ask me.
This is more easily observed here:
Bottom Line: good FDOM stat, but MAY is not that good excluding the first day of the month. VIX has high tendency to be below 30 and above 15 (71% Probability).
Best of luck, unbiased trading,
-Volar
