Stats Seasonality and calendar Seasonality

November averages +1.82%, September -0.72%, since 1950

Dec
74%
Apr
71%
Nov
68%
Mar
64%
Oct
61%
Jan
59%
May
59%
Jul
59%
Aug
55%
Feb
54%
Jun
54%
Sep
44%

July returns +1.28% on average but rises in only 59% of years. April returns a similar +1.46% and rises in 71%. Same size, very different reliability.

Some months have gone better than others for seventy five years. Since 1950 the S&P 500 has averaged 1.82 per cent in November and minus 0.72 in September. The whole spread from best month to worst is 2.54 percentage points, spread across a year.

November +1.82%Best month
September -0.72%Worst month
December, 74%Most reliable month
2.54 pointsBest to worst spread

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