Archive for March, 2010
Good Friday and the Stock Market
The U.S. markets will be closed on 04/02 for Good Friday. This is a quick look at how the market fares around this holiday. Note: this study is included on our new Monthly Seasonality Map. Just the Numbers Between 1950 and 2009, the S&P 500 has risen on the day-before GF 67% of the time for [...]
Filed under: Time-based | 2 Comments
Seasonality Map for April, 2010
Below is a map of expected strong/weak days for the U.S. market for April, 2010 based on historical seasonality patterns. This is the first of what I plan to be a monthly feature at MarketSci. Read more after the image. One of the unexpected side effects of keeping this blog is I’ve become a [...]
Filed under: Monthly Seasonality Map | 6 Comments
The Last Day of the Month Blahs
We’ve covered “turn of the month” seasonality before. The market exhibits consistent strength the first and last handful of days of the month (read more & more). This observation is included in the free daily State of the Market report. But there is one particular day in that bullish period that has been pretty blah over the [...]
Filed under: Time-based | 6 Comments
Super Duper Seasonality (Teaser)
One of the unexpected side effects of keeping this blog is that I’ve become a bit of a proponent of stock market seasonality (i.e bullish/bearish biases around certain times of the month, year, etc.) I‘ve never included a ton in the way of seasonality in my own trading, but by putting others’ ideas to the test [...]
Filed under: Monthly Seasonality Map | 6 Comments
A Curious Case of the Mondays
I’m sure there’s a perfectly reasonable explanation for this, and I’m sure it’s been discussed by someone somewhere before, but for the life of me I’m stumped (sometimes you miss the most obvious details). The graph below shows the result of an investor only investing in the S&P 500 index on MONDAYS (from the previous [...]
Filed under: Time-based | 10 Comments
