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Selwyn Becker

Based on your own chart, the probability of an increase in the week prior to the Derby is 50% (8 out of 16 years) and the probability of a decline in the week following the Derby is 56.8%. Hence, for any given year the outcomes are virtually random, although if you followed the strategy for the next 20 years you might reach the average returns in the chart. However, if youo factor in transaction costs as well as the cost of capital I doubt you'd come out ahead.

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