Election Day (US) (Amibroker Code)

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• President Election Cycles Stocks — What Are They? (Backtest)

Below is the datenum function of the day BEFORE US presidential election day since 1960.

Buy=  DateNum()==1201102
OR DateNum()== 1161107
OR DateNum()== 1121105
 OR DateNum()== 1081103
OR DateNum()== 1041101
OR DateNum()== 1001106
OR DateNum()== 961104
OR DateNum()== 921102
OR DateNum()== 881107
OR DateNum()== 841105
OR DateNum()== 801103
OR DateNum()== 761101
OR DateNum()== 721106
OR DateNum()== 681104
OR DateNum()== 641102
OR DateNum()== 601107;
buyprice= Close;
Sell=  C>0 ;
sellPrice= Close;

Below is the datenum function of the day BEFORE US mid-term election day since 1960.

Buy=  DateNum()==1221107
OR DateNum()== 1181105
OR DateNum()== 1141103
 OR DateNum()== 1101101
OR DateNum()== 1061106
OR DateNum()== 1021104
OR DateNum()== 981102
OR DateNum()== 941107
OR DateNum()== 901105
OR DateNum()== 861103
OR DateNum()== 821101
OR DateNum()== 781106
OR DateNum()== 741104
OR DateNum()== 701102
OR DateNum()== 661107
OR DateNum()== 621105;
buyprice= Close;
Sell=  0 ;
sellPrice= Close;

The code below buys on the last day of September and sells at the close of the day before election day:

Buy=  Month() !=Ref(Month(),1) AND Month()==9 AND (Year()==1960 OR Year()==1962 OR Year()==1964 OR Year()==1966 OR Year()==1968 OR Year()==1970 OR Year()==1972 OR Year()==1974 OR
Year()==1976 OR Year()==1978 OR Year()==1980 OR Year()==1982 OR Year()==1984 OR Year()==1986 OR Year()==1988 OR Year()==1990 OR Year()==1992 OR Year()==1994 OR Year()==1996 OR Year()==1998
OR Year()==2000 OR Year()==2002 OR Year()==2004 OR Year()==2006 OR Year()==2008 OR Year()==2010 OR Year()==2012 OR Year()==2014 OR Year()==2016 OR Year()==2018 OR Year()==2020 OR Year()==2022);
buyprice= Close;
Sell=  //mid-term dates first
DateNum()==1221107
OR DateNum()== 1181105
OR DateNum()== 1141103
 OR DateNum()== 1101101
OR DateNum()== 1061106
OR DateNum()== 1021104
OR DateNum()== 981102
OR DateNum()== 941107
OR DateNum()== 901105
OR DateNum()== 861103
OR DateNum()== 821101
OR DateNum()== 781106
OR DateNum()== 741104
OR DateNum()== 701102
OR DateNum()== 661107
OR DateNum()== 621105
//election dates below
OR
DateNum()==1201102
OR DateNum()== 1161107
OR DateNum()== 1121105
 OR DateNum()== 1081103
OR DateNum()== 1041101
OR DateNum()== 1001106
OR DateNum()== 961104
OR DateNum()== 921102
OR DateNum()== 881107
OR DateNum()== 841105
OR DateNum()== 801103
OR DateNum()== 761101
OR DateNum()== 721106
OR DateNum()== 681104
OR DateNum()== 641102
OR DateNum()== 601107 ;
sellPrice= Close;