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Find longest consecutive winning streaks
My data set is a series of monthly returns (in percentages) for an
investment. How can I go about finding which time period has the longest consecutive winning months and what the return over that time period was. Then find the second and third longest winning streaks which cannot be contained in the longest one. thanks in advance... trey Jan-04 1.37% Feb-04 0.99% Mar-04 0.12% Apr-04 -0.45% May-04 -0.18% Jun-04 0.30% Jul-04 -0.21% Aug-04 0.38% Sep-04 0.74% Oct-04 0.37% Nov-04 1.50% Dec-04 1.40% Jan-05 0.39% Feb-05 1.44% Mar-05 -0.09% Apr-05 -0.74% May-05 0.88% Jun-05 1.31% Jul-05 1.53% Aug-05 0.82% Sep-05 1.63% Oct-05 -1.50% Nov-05 1.59% Dec-05 1.93% Jan-06 2.76% Feb-06 0.47% Mar-06 0.93% Apr-06 1.63% May-06 -1.65% Jun-06 -0.68% Jul-06 -0.03% Aug-06 0.84% Sep-06 0.28% Oct-06 1.24% Nov-06 1.52% Dec-06 1.35% Jan-07 1.44% Feb-07 0.83% Mar-07 1.58% Apr-07 1.73% May-07 1.91% Jun-07 0.90% Jul-07 1.01% Aug-07 -1.38% Sep-07 2.05% Oct-07 2.83% |
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