To get a better feel for what days of the year have been consistently profitable, this table outlines the historical performance of each day of the year for the S&P 500 from 1950 through 2003.
If your browser is relatively new, you will be able to click each of the column headings and have the table sort in ascending and descending order (if you click twice). It may take the table a few seconds to sort since there are so many data points.
As an example, click on the "% Pos" heading once and the table will put the most negative days at the top of the table. When you do so, days 121, 205 and 61 come to the top. So, you now know that the 121st trading day of the year has been the most negative for the S&P 500.
If you click on the "% Pos" heading once again, the table will re-sort and put the most positive days at the top of the table. Days 2 and 249 come to the top, so you can see immediately that the second and close-to-last trading days of the year have been the most positive.
|
DAY |
AVG RET |
% POS |
MAX |
MIN |
|
1 |
0.1% |
49% |
3.6% |
-2.8% |
|
2 |
0.5% |
74% |
5.0% |
-3.8% |
|
3 |
0.0% |
53% |
2.2% |
-2.5% |
|
4 |
-0.1% |
45% |
2.3% |
-2.6% |
|
5 |
-0.2% |
43% |
2.7% |
-6.8% |
|
6 |
-0.1% |
49% |
1.9% |
-3.0% |
|
7 |
0.0% |
49% |
2.0% |
-1.9% |
|
8 |
0.1% |
57% |
1.6% |
-1.2% |
|
9 |
0.1% |
60% |
1.6% |
-2.5% |
|
10 |
0.2% |
64% |
2.6% |
-1.5% |
|
11 |
0.1% |
57% |
1.5% |
-2.0% |
|
12 |
0.1% |
55% |
3.7% |
-1.5% |
|
13 |
-0.3% |
47% |
1.3% |
-2.7% |
|
14 |
0.0% |
45% |
2.3% |
-1.1% |
|
15 |
0.0% |
60% |
2.3% |
-2.8% |
|
16 |
0.1% |
68% |
2.3% |
-2.9% |
|
17 |
0.0% |
51% |
1.4% |
-1.6% |
|
18 |
0.1% |
42% |
3.3% |
-1.3% |
|
19 |
0.2% |
62% |
2.7% |
-2.9% |
|
20 |
0.2% |
58% |
2.5% |
-2.3% |
|
21 |
0.2% |
60% |
2.1% |
-2.2% |
|
22 |
0.1% |
58% |
1.9% |
-2.0% |
|
23 |
0.0% |
64% |
1.2% |
-2.5% |
|
24 |
0.0% |
40% |
1.5% |
-2.1% |
|
25 |
-0.1% |
47% |
1.7% |
-2.3% |
|
26 |
0.0% |
45% |
1.9% |
-2.2% |
|
27 |
-0.1% |
49% |
1.5% |
-3.1% |
|
28 |
0.1% |
47% |
2.5% |
-1.3% |
|
29 |
-0.1% |
47% |
2.6% |
-2.1% |
|
30 |
0.0% |
53% |
1.7% |
-1.1% |
|
31 |
0.1% |
51% |
2.1% |
-2.4% |
|
32 |
0.0% |
40% |
2.1% |
-1.5% |
|
33 |
-0.1% |
45% |
1.5% |
-1.9% |
|
34 |
-0.1% |
47% |
2.7% |
-3.0% |
|
35 |
0.0% |
47% |
2.2% |
-1.9% |
|
36 |
-0.1% |
42% |
1.4% |
-1.8% |
|
37 |
0.1% |
53% |
1.8% |
-1.4% |
|
38 |
-0.1% |
43% |
2.1% |
-2.3% |
|
39 |
0.1% |
57% |
1.4% |
-1.6% |
|
40 |
0.0% |
58% |
2.0% |
-1.6% |
|
41 |
0.1% |
55% |
2.3% |
-1.3% |
|
42 |
0.2% |
64% |
1.9% |
-1.6% |
|
43 |
0.2% |
62% |
2.3% |
-1.5% |
|
44 |
0.2% |
58% |
2.0% |
-1.3% |
|
45 |
-0.1% |
43% |
1.9% |
-2.6% |
|
46 |
0.0% |
53% |
1.4% |
-2.6% |
|
47 |
0.2% |
68% |
2.6% |
-2.5% |
|
48 |
-0.1% |
45% |
2.3% |
-4.3% |
|
49 |
0.2% |
60% |
3.5% |
-1.7% |
|
50 |
-0.1% |
49% |
1.2% |
-2.6% |
|
51 |
0.2% |
55% |
3.5% |
-1.9% |
|
52 |
0.4% |
68% |
4.8% |
-2.0% |
|
53 |
0.0% |
57% |
1.8% |
-3.0% |
|
54 |
0.0% |
45% |
1.8% |
-2.4% |
|
55 |
0.0% |
45% |
2.6% |
-2.7% |
|
56 |
-0.1% |
45% |
1.2% |
-3.5% |
|
57 |
0.1% |
51% |
2.0% |
-2.4% |
|
58 |
0.1% |
51% |
2.0% |
-3.0% |
|
59 |
0.1% |
51% |
2.6% |
-1.8% |
|
60 |
-0.1% |
49% |
1.4% |
-2.4% |
|
61 |
-0.2% |
36% |
1.6% |
-2.3% |
|
62 |
-0.1% |
38% |
2.5% |
-1.6% |
|
63 |
0.2% |
55% |
2.6% |
-1.3% |
|
64 |
-0.2% |
51% |
1.3% |
-3.4% |
|
65 |
0.2% |
60% |
2.3% |
-1.6% |
|
66 |
0.1% |
49% |
4.4% |
-1.2% |
|
67 |
0.1% |
57% |
2.1% |
-2.0% |
|
68 |
0.1% |
64% |
2.3% |
-1.9% |
|
69 |
0.2% |
53% |
2.7% |
-2.4% |
|
70 |
0.1% |
58% |
1.6% |
-2.7% |
|
71 |
0.0% |
53% |
1.9% |
-2.3% |
|
72 |
0.1% |
60% |
2.3% |
-4.4% |
|
73 |
0.2% |
64% |
3.5% |
-5.8% |
|
74 |
0.2% |
57% |
3.9% |
-3.6% |
|
75 |
0.0% |
47% |
2.9% |
-1.3% |
|
76 |
0.0% |
47% |
2.4% |
-1.5% |
|
77 |
0.0% |
53% |
1.9% |
-2.0% |
|
78 |
-0.1% |
38% |
3.6% |
-2.1% |
|
79 |
0.0% |
51% |
3.3% |
-1.9% |
|
80 |
0.1% |
60% |
1.9% |
-1.6% |
|
81 |
0.0% |
49% |
1.5% |
-1.5% |
|
82 |
0.0% |
43% |
2.7% |
-1.4% |
|
83 |
0.2% |
62% |
1.9% |
-2.1% |
|
84 |
0.1% |
57% |
2.1% |
-1.7% |
|
85 |
0.1% |
66% |
1.8% |
-2.5% |
|
86 |
0.1% |
57% |
2.1% |
-1.9% |
|
87 |
-0.1% |
43% |
1.6% |
-1.6% |
|
88 |
0.0% |
42% |
3.8% |
-1.7% |
|
89 |
-0.1% |
45% |
1.4% |
-1.7% |
|
90 |
0.0% |
57% |
1.4% |
-2.1% |
|
91 |
0.0% |
53% |
1.9% |
-2.0% |
|
92 |
-0.1% |
45% |
2.4% |
-2.2% |
|
93 |
0.1% |
58% |
2.2% |
-1.9% |
|
94 |
-0.1% |
45% |
2.8% |
-2.3% |
|
95 |
-0.1% |
43% |
1.0% |
-2.5% |
|
96 |
-0.1% |
55% |
1.8% |
-2.5% |
|
97 |
0.0% |
43% |
1.6% |
-2.6% |
|
98 |
0.0% |
51% |
1.0% |
-1.8% |
|
99 |
-0.2% |
42% |
2.0% |
-2.0% |
|
100 |
0.1% |
51% |
2.9% |
-2.8% |
|
101 |
0.0% |
49% |
1.5% |
-1.8% |
|
102 |
0.0% |
43% |
5.0% |
-1.9% |
|
103 |
-0.1% |
45% |
3.2% |
-6.7% |
|
104 |
0.3% |
62% |
4.6% |
-1.6% |
|
105 |
0.2% |
64% |
2.7% |
-2.5% |
|
106 |
0.2% |
53% |
2.2% |
-1.1% |
|
107 |
0.1% |
60% |
1.8% |
-3.6% |
|
108 |
0.0% |
47% |
3.4% |
-2.0% |
|
109 |
0.1% |
57% |
1.8% |
-2.2% |
|
110 |
-0.2% |
45% |
2.4% |
-2.3% |
|
111 |
-0.2% |
40% |
1.3% |
-1.8% |
|
112 |
0.2% |
70% |
1.5% |
-1.4% |
|
113 |
0.0% |
60% |
1.6% |
-2.6% |
|
114 |
0.1% |
55% |
2.2% |
-1.8% |
|
115 |
0.1% |
57% |
2.9% |
-2.1% |
|
116 |
0.0% |
51% |
2.9% |
-1.7% |
|
117 |
-0.1% |
42% |
1.8% |
-1.7% |
|
118 |
-0.1% |
42% |
1.8% |
-1.3% |
|
119 |
0.1% |
58% |
1.5% |
-1.7% |
|
120 |
0.0% |
55% |
1.7% |
-2.2% |
|
121 |
-0.3% |
32% |
2.0% |
-2.5% |
|
122 |
0.1% |
51% |
1.5% |
-1.3% |
|
123 |
-0.1% |
47% |
1.7% |
-1.8% |
|
124 |
0.1% |
55% |
1.6% |
-2.1% |
|
125 |
0.1% |
51% |
3.4% |
-2.1% |
|
126 |
0.2% |
64% |
1.8% |
-1.5% |
|
127 |
0.2% |
62% |
3.7% |
-2.0% |
|
128 |
0.1% |
51% |
1.9% |
-1.6% |
|
129 |
0.0% |
55% |
3.6% |
-3.1% |
|
130 |
0.0% |
60% |
1.5% |
-3.4% |
|
131 |
0.1% |
55% |
2.5% |
-1.4% |
|
132 |
0.1% |
55% |
2.2% |
-1.8% |
|
133 |
0.0% |
45% |
2.4% |
-1.5% |
|
134 |
0.1% |
60% |
4.1% |
-1.9% |
|
135 |
0.1% |
64% |
1.8% |
-1.9% |
|
136 |
0.0% |
57% |
1.2% |
-2.7% |
|
137 |
-0.2% |
36% |
1.5% |
-3.8% |
|
138 |
-0.2% |
40% |
1.8% |
-3.3% |
|
139 |
0.0% |
43% |
2.7% |
-2.7% |
|
140 |
0.0% |
49% |
5.7% |
-2.1% |
|
141 |
-0.2% |
45% |
1.5% |
-2.0% |
|
142 |
0.2% |
60% |
1.7% |
-1.8% |
|
143 |
0.2% |
53% |
5.4% |
-1.6% |
|
144 |
-0.1% |
49% |
2.1% |
-1.9% |
|
145 |
0.1% |
58% |
1.8% |
-2.1% |
|
146 |
0.2% |
64% |
2.3% |
-3.0% |
|
147 |
0.0% |
58% |
1.8% |
-2.3% |
|
148 |
-0.1% |
49% |
2.3% |
-3.6% |
|
149 |
0.2% |
58% |
3.0% |
-1.8% |
|
150 |
0.1% |
51% |
2.8% |
-1.9% |
|
151 |
0.0% |
49% |
3.3% |
-3.0% |
|
152 |
-0.1% |
45% |
2.6% |
-1.7% |
|
153 |
0.0% |
57% |
1.6% |
-1.9% |
|
154 |
0.1% |
51% |
2.3% |
-2.2% |
|
155 |
0.1% |
42% |
4.0% |
-1.4% |
|
156 |
0.1% |
58% |
1.4% |
-1.6% |
|
157 |
0.0% |
55% |
3.2% |
-2.2% |
|
158 |
0.3% |
66% |
4.8% |
-2.6% |
|
159 |
-0.2% |
47% |
1.3% |
-2.3% |
|
160 |
-0.2% |
47% |
1.5% |
-2.4% |
|
161 |
0.1% |
57% |
3.5% |
-2.0% |
|
162 |
-0.1% |
43% |
2.9% |
-2.3% |
|
163 |
0.1% |
57% |
1.8% |
-2.9% |
|
164 |
0.0% |
51% |
2.2% |
-3.0% |
|
165 |
-0.2% |
42% |
2.0% |
-3.8% |
|
166 |
-0.1% |
51% |
3.2% |
-2.1% |
|
167 |
-0.2% |
51% |
2.3% |
-6.8% |
|
168 |
0.0% |
55% |
3.9% |
-4.2% |
|
169 |
0.1% |
55% |
3.1% |
-1.9% |
|
170 |
0.2% |
68% |
2.9% |
-2.3% |
|
171 |
0.1% |
58% |
2.4% |
-2.6% |
|
172 |
0.1% |
45% |
5.1% |
-2.2% |
|
173 |
-0.1% |
51% |
0.9% |
-1.9% |
|
174 |
-0.2% |
47% |
1.3% |
-2.6% |
|
175 |
-0.1% |
49% |
2.9% |
-4.9% |
|
176 |
0.0% |
60% |
2.1% |
-4.8% |
|
177 |
0.0% |
55% |
1.4% |
-2.7% |
|
178 |
-0.1% |
51% |
2.0% |
-3.1% |
|
179 |
0.0% |
40% |
2.8% |
-2.5% |
|
180 |
0.1% |
60% |
3.9% |
-3.0% |
|
181 |
0.0% |
49% |
2.1% |
-2.3% |
|
182 |
0.0% |
45% |
3.5% |
-1.4% |
|
183 |
0.0% |
53% |
3.5% |
-2.3% |
|
184 |
-0.1% |
36% |
2.5% |
-2.3% |
|
185 |
-0.1% |
55% |
1.8% |
-2.2% |
|
186 |
-0.2% |
49% |
1.7% |
-6.6% |
|
187 |
0.0% |
53% |
2.4% |
-1.6% |
|
188 |
0.0% |
49% |
4.0% |
-3.1% |
|
189 |
-0.1% |
47% |
2.2% |
-3.0% |
|
190 |
0.2% |
53% |
2.9% |
-1.4% |
|
191 |
0.0% |
55% |
1.9% |
-2.7% |
|
192 |
0.1% |
55% |
2.5% |
-1.9% |
|
193 |
0.2% |
64% |
3.3% |
-2.7% |
|
194 |
0.2% |
47% |
4.2% |
-2.7% |
|
195 |
0.2% |
55% |
3.5% |
-1.4% |
|
196 |
0.0% |
45% |
4.6% |
-3.0% |
|
197 |
-0.1% |
43% |
2.9% |
-2.5% |
|
198 |
0.2% |
49% |
4.7% |
-2.6% |
|
199 |
-0.1% |
49% |
4.2% |
-6.1% |
|
200 |
0.1% |
53% |
2.8% |
-2.3% |
|
201 |
-0.1% |
47% |
2.4% |
-5.2% |
|
202 |
-0.3% |
55% |
2.2% |
-20.5% |
|
203 |
0.3% |
53% |
5.3% |
-2.4% |
|
204 |
0.2% |
53% |
9.1% |
-2.9% |
|
205 |
-0.3% |
32% |
1.1% |
-3.9% |
|
206 |
-0.3% |
40% |
4.5% |
-4.0% |
|
207 |
-0.2% |
49% |
3.2% |
-8.3% |
|
208 |
0.0% |
49% |
3.5% |
-6.9% |
|
209 |
0.2% |
62% |
5.1% |
-1.8% |
|
210 |
0.3% |
58% |
4.9% |
-1.6% |
|
211 |
0.3% |
57% |
2.9% |
-2.0% |
|
212 |
0.2% |
58% |
4.0% |
-1.7% |
|
213 |
0.3% |
64% |
3.9% |
-1.9% |
|
214 |
0.1% |
49% |
2.1% |
-1.4% |
|
215 |
0.2% |
62% |
2.8% |
-2.3% |
|
216 |
-0.1% |
43% |
1.9% |
-1.8% |
|
217 |
-0.1% |
49% |
1.8% |
-2.9% |
|
218 |
0.1% |
57% |
2.0% |
-1.7% |
|
219 |
0.2% |
70% |
2.0% |
-2.4% |
|
220 |
0.1% |
47% |
2.7% |
-2.1% |
|
221 |
-0.1% |
38% |
2.3% |
-1.8% |
|
222 |
0.0% |
51% |
2.4% |
-1.2% |
|
223 |
-0.1% |
53% |
1.9% |
-3.7% |
|
224 |
-0.1% |
51% |
1.9% |
-3.7% |
|
225 |
-0.2% |
42% |
2.1% |
-2.2% |
|
226 |
0.1% |
62% |
2.1% |
-2.0% |
| 227 | 0.1% | 69% | 1.6% | -3.1% |
|
228 |
0.1% |
70% |
1.6% |
-2.8% |
|
229 |
0.2% |
68% |
4.0% |
-2.9% |
|
230 |
0.1% |
60% |
2.8% |
-2.6% |
|
231 |
0.1% |
53% |
2.9% |
-3.4% |
|
232 |
0.2% |
58% |
3.2% |
-4.2% |
|
233 |
0.0% |
51% |
2.0% |
-2.4% |
|
234 |
0.1% |
55% |
2.0% |
-2.7% |
|
235 |
0.0% |
51% |
2.3% |
-3.5% |
|
236 |
0.2% |
51% |
3.9% |
-1.5% |
|
237 |
0.0% |
45% |
2.5% |
-2.2% |
|
238 |
0.0% |
55% |
2.7% |
-2.6% |
|
239 |
0.0% |
47% |
2.0% |
-1.6% |
|
240 |
0.1% |
58% |
2.6% |
-2.2% |
|
241 |
0.2% |
53% |
2.9% |
-1.8% |
|
242 |
-0.1% |
45% |
1.6% |
-1.6% |
|
243 |
0.1% |
49% |
2.8% |
-2.1% |
|
244 |
-0.1% |
38% |
2.1% |
-2.1% |
|
245 |
0.3% |
58% |
2.8% |
-1.3% |
|
246 |
0.1% |
58% |
2.0% |
-3.1% |
|
247 |
0.2% |
57% |
2.1% |
-1.1% |
|
248 |
0.0% |
49% |
2.5% |
-1.5% |
|
249 |
0.3% |
70% |
3.1% |
-1.6% |
|
250 |
0.3% |
68% |
2.1% |
-2.6% |
|
251 |
0.1% |
59% |
1.8% |
-1.1% |
|
252 |
0.3% |
68% |
2.1% |
-1.0% |
|
254 |
0.1% |
64% |
2.1% |
-1.7% |
| KEY TO TABLE | |
| DAY | The trading day of the year. |
| AVG RET | The average amount that day rose or fell historically. |
| % POS | The percentage of time that day closed higher than the day before. |
| MAX | The largest gain on that day. |
| MIN | The largest loss on that day. |
© 2001-2007 Sundial Capital Research, Inc. All rights reserved. Disclaimer. sentimenTrader.com is a trademark of Sundial Capital Research, Inc. Sundial Capital Research, Inc. PO Box 341 St Michael, MN 55376, e-mail: admin@sentimentrader.com