Tag Archives: calendar effects

Year-To-Date Stock Market Calendar Effects [Premium Articles]

We have identified a few significant calendar effects year-to-date in the stock market. For access to premium content, you must be a subscriber. Please login if you are already a subscriber or subscribe¬†to continue reading…

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S&P 500: Never Down in December Three Years In A Row Since 1950

Although most seasonal patterns and calendar effects suffer from small samples and their statistical significance is limited, they are nevertheless interesting. For example, since 1950, the S&P 500 has never dropped in December three years in a row. In addition, … Continue reading

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A Significant Anomaly in Bonds [Premium Articles]

Since the inception of TLT, a little less than 50% of the buy and hold gains have occurred on Fridays and that increases to nearly 100% after 2011. This calendar effect is a significant anomaly and shows that markets are … Continue reading

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