Commit 167e458
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Add comprehensive Cyber Monday analysis across all three major indices
- S&P 500 Cyber Monday analysis complete: 264 stocks, 5,873 observations, 88.8% completeness
- 5 statistically significant stocks (2.0%): UNH, COF, TMO, PFE, BDX
- Top performer: TSN +3.57% median return (64% win rate)
- Created COMPREHENSIVE_CYBER_MONDAY_ANALYSIS.md with full cross-index synthesis
COMPREHENSIVE ANALYSIS HIGHLIGHTS:
- Total: 374 unique stocks, 8,510 observations across DJIA, NASDAQ-100, S&P 500
- Statistical significance: 10 stocks total (2.8% rate)
* DJIA: 5/29 (17.2%) - UNH, AMZN, NKE, MRK, HD
* NASDAQ-100: 0/80 (0.0%)
* S&P 500: 5/244 (2.0%) - UNH, COF, TMO, BDX, PFE
- UNH shows strongest signal across all analyses (p=0.001, 84% win rate)
- ON Semiconductor highest return: +4.71% median (NASDAQ-100)
SECTOR INSIGHTS:
- Healthcare dominates statistical significance (5 of 10 stocks)
- Semiconductors show highest absolute returns (ON, ENPH, AMAT)
- Consumer discretionary benefits from holiday shopping (AMZN, ULTA, CMG)
- Financials bifurcated: consumer lenders win (COF), investment banks lose (GS, JPM)
TRADING STRATEGIES DOCUMENTED:
- Ultra-conservative (institutional grade): UNH anchor, all positions significant
- Balanced (growth + significance): Mix semiconductors with healthcare
- Aggressive (maximum returns): Semiconductor-heavy allocation
- Sector rotation (diversified): Best performer from each sector
INCLUDES:
- Cross-index performance comparison
- Sector-by-sector analysis
- Four complete trading strategies with position sizing
- Implementation guidance (entry/exit timing, stop losses, transaction costs)
- Options strategies (calls, spreads, iron condors)
- Cyber Monday vs Thanksgiving window comparison
- Complete risk disclosures and limitations
- Academic context and references1 parent b8dd476 commit 167e458
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