放心,,偶们都算好了,,偶把PF》 5,胜率》75%的算STABLE,,
最稳定的HOLIDAY是,,
1. SANTA RALLY + NEW YEAR,,因为1/1回过去几天就是生蛋,,这二个连在一起
2. THANKS GIVING + AFTER THANK-GIVING 一周,,,
3. LABOR DAY,
4. 7/4,,
//Stable holiday, combined Profit: 779, PF = 14.9, 89%, 1/1/1990 -- 09/15/2014
_allHolidays.AddRange(holiday.Where(o => o.Month == 1 && o.Day < 5)); //New Year, look back = 9, PF = 9, 88%
_allHolidays.AddRange(holiday.Where(o => o.Month == 7)); //Independence Day look back = 9, PF = 13, 82%
_allHolidays.AddRange(holiday.Where(o => o.Month == 9)); //Labor Day look back = 9, PF = 4.5, 88%
//Combined Before and After Thanksgiving, PF = 27, 89%
_allHolidays.AddRange(holiday.Where(o => o.Month == 11)); //Thanksgiving look back = 9, PF = 11, 76%
_allHolidays.Add(holiday.Where(o => o.Month == 11).First().AddDays(LOOK_UP_DAY)); //After Thanksgiving, PF = 5.6, 76%
_allHolidays.AddRange(holiday.Where(o => o.Month == 12)); //X-MAS look back = 9, PF = 36, 95%
//Optional
//_allHolidays.AddRange(holiday.Where(o => o.Month == 1 && o.Day > 7)); //MLK look back = 9, PF = 3.5, 74%
//_allHolidays.AddRange(holiday.Where(o => o.Month == 2)); //President Day look back = 9, PF = 1.5, 52%
//_allHolidays.AddRange(holiday.Where(o => o.Month == 3 || o.Month == 4)); //Good Friday look back = 9, PF = 0.8, 47%
//_allHolidays.AddRange(holiday.Where(o => o.Month == 5)); //Memorial Day look back = 9, PF = 2.0, 47%
//_allHolidays.Add(new DateTime(i, 9, 11)); //9/11 look back = 9, PF = 4.3, 57%
//Negative
//_allHolidays.Add(holiday.Where(o => o.Month == 12).First().AddDays(-10)); //#2 week after thanksgiving, 19 days before X-MAS, PF = 0.54, 38%