Stock Market Seasonality

Sell in October and Go Away (No Way)

With the markets at all-time highs and less than a fifth of trading days left in 2013, it’s time to look at historical statistics again and see if there is any guidance for the rest of the year. In May, at the height of the “Sell in May and go [more…]

Stock Market Performance and Volatility by Day of Week

Performance by Day of Week In the table below you can find average daily performance of S&P500 on individual weekdays over different periods in history. The end of data is always Thursday 25 July 2013. Since start of 2013 the differences between individual days of week are relatively large, which [more…]

Sell on 20 May and Go Away (1897-2013)

I’m sure you have seen enough “sell in May and go away” analyses and blog posts in the recent weeks, but looking at the impressive YTD performance of US equity indices I couldn’t resist and ran the numbers myself. I have looked at the full history of the Dow Jones [more…]

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