The Seasonal Risk Index

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By Francesco Caruso, MFTA

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

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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.

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