Trading day 213 (November 1st or 2nd) has historically been the most volatile day of the year for S&P at +/-1.12%.
Source: @BespokeInvest
Tag: equities
S&P 500 market speculation until 2010
Source: S Drozdz, F Grummer, F Ruf and J Speth
Date: 29 April 2007
The information below is extracted from a paper (
) presented in March 2005. The authors have shown that log-period oscillations are present across various time scales. This can be seen in the first long term chart since 1800. The second chart shows the zoomed in rectangle for the period 1997-2002 with accelerating and decelerating lognormal functions. Note that both charts are log scaled.
The next stock market top is estimated to occur in around the years 2010-2011 as shown in the chart below. The period has two main components as shown by the thin lines. The first is the long term component accelerating towards 2010 and the second is the decelerating component from Sep 2001.
Pre-Election Year Seasonal Pattern
Midterm Election Year Seasonal Pattern
Post-Election Year Seasonal Pattern
Election Year Seasonal Pattern
Nikkei 225 Seasonal Pattern
Nikkei 225 (SIMEX): (High: Jun//Low: Jan or Nov) This pattern evolved from both major bull and major bear markets. Japanese fiscal year begins April 1.
FTSE 100 Seasonal Pattern
NASDAQ Composite Seasonal Pattern
S&P 500 Seasonal Pattern
Standard & Poor’s 500 (CME): (High: Dec//Low: Jan) This pattern evolved as the effect of a long-term, mostly steady bull market in which prices are usually higher at the end of the year than at the beginning. Weakness from mid-March into Apr associated with shift of financial resources from private into public sector in the form of tax payments.
As of 14 September 2016:
