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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 references
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