The Seasonal Risk Index

0
3682

By Francesco Caruso, MFTA

snapshot_161005_161237

 

snapshot_161005_161247

 

snapshot_161005_161311

This is our proprietary Seasonal Risk Index, based on the VIX data of past 16 years, 1990-2016.

snapshot_161005_155630

The July-October period is by far the most dangerous for stocks and it covers over 55% of the occurrences of sharp correction and crashes.

snapshot_161005_155639

 

The Seasonal Risk Index ultima modifica: 2016-09-13T23:42:02+00:00 da FC