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SeasonalityData

Just as moon phases impact tidal activity, there are consistent forces at work in the equities markets.  Not all of them are understood, but they include mutual fund flows, options activity, weekend exposure effects, etc. 

Some of these seasonality biases occur with considerable consistency, and it pays to be aware of them.  New charts and data will be added continuously, so please check back often (and be sure to hit "refresh" on your browser).

Click on the bias below to see the desired chart.  Your browser must support frames to view some of them (if it doesn't, click here to upgrade your browser for free). 

Seasonality Calendar          Performance Around Official NYSE Holidays

Performance by Day of Year

Performance by Day of Month (Data)  (Charts)

Return by Day of Week

Percentage of Time Positive by Day of Week

Performance by specific date

Return by Month (S&P 500)

Percentage of Time Positive by Month (S&P 500)

Max Gain and Max Loss by Month (S&P 500)

Return by Month (Nasdaq Composite)

Percentage of Time Positive by Month (Nasdaq Composite)

Max Gain and Max Loss by Month (Nasdaq Composite)

Return During Options Expiration

Percentage of Time Positive During Options Expiration

Days surrounding month end

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