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Daily Speculations |
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Steve Wisdom
5/13/2005
Historical
S&P Performance Around Friday 13th
Looking forward from the S&P open on Friday the 13th since 1996, Change in points to:
| Date | FriCl | MonOp | MonCl |
|---|---|---|---|
| 9/13/1996 | 3.9 | 3.7 | 6.0 |
| 12/13/1996 | 3.1 | 4.1 | -6.2 |
| 6/13/1997 | 7.4 | 8.8 | 7.8 |
| 2/13/1998 | -0.5 | 6.0 | 4.2 |
| 3/13/1998 | -5.3 | -0.6 | 5.0 |
| 11/13/1998 | 8.7 | 17.4 | 18.5 |
| 8/13/1999 | 16.3 | 15.8 | 22.6 |
| 10/13/2000 | 42.0 | 43.0 | 48.8 |
| 7/13/2001 | 14.0 | 11.0 | 0.4 |
| 9/13/2002 | 10.0 | 6.0 | 12.2 |
| 12/13/2002 | -6.5 | -1.0 | 16.7 |
| 6/13/2003 | -11.0 | -6.5 | 9.8 |
| 2/13/2004 | -7.4 | 0.3 | 3.9 |
| 8/13/2004 | 0.7 | 0.2 | 11.8 |
| N | 14 | 14 | 14 |
| Mean | 6.0 | 8.2 | 11.7 |
| StDev | 13.4 | 12.1 | 13.1 |
Steve Wisdom, a Pennsylvania-born Harvard graduate, has been Victor Niederhoffer's chief for more than 15 years. He also has been associated with Trout Trading, Societé Generale and Deephaven Fund.