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Abstract
This article re-examines the well-known and publicized Super Bowl Stock Market Predictor, which forecasts the directional change of the U.S. stock market on the basis of the old AFL and NFL affiliation of the Super Bowl winner. Although it continues to outperform a buy-and-hold strategy when used to shift in and out of common stocks, investment performance and prediction accuracy has declined in recent years, including an incorrect prediction in 2008. But, 2009 was its comeback year. The outcome of Super Bowl XLIII predicted an up market, and the S&P 500 was up by 23.45%.
TOPICS: Performance measurement, exchanges/markets/clearinghouses, simulations
- © 2010 Pageant Media Ltd
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