I’ve done some back testing of several scalping strategies (5 minute timeframes), and most seem to perform their worst in December. I suppose the reasoning seems obvious, what with the holidays and all. But, it seems that the bad performance isn’t just contained in the specific holiday week, but rather from the very beginning. I’ve only tested for 2 years, so I wanted to ask long time scalpers here on the forums: Do you notice any change in performance of your strategy during the month of December? Or is it just a coincidence that my testing shows bad performance in this month.
Responses from non-scalpers are also welcomed.
Thanks!
Dahlia
Responses from non-scalpers are also welcomed.
Thanks!
Dahlia
Money missed is better than money lost