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Seasonality: Go Away in Late August!


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#1 Rogerdodger

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Posted 26 August 2022 - 02:11 PM

He said:

 

Seasonality: Go Away in Late August

Started by Rogerdodger, Jul 30 2022 10:28 AM

 
 
Stockcharts overall August going into September & October also looks weak.

Seasonality.jpg

 

 
With SPX monthly, currently down -1.3%, Mike Burk's  -1.02% August chart is making a "nice rhyme this time" with 3 days and 1 hour to go...
 
.Go-away-in-late-August.jpg

Edited by Rogerdodger, 26 August 2022 - 02:31 PM.


#2 Rich

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Posted 26 August 2022 - 04:32 PM

https://www.markettr...m/seasonal.html

 

Rich



#3 Rogerdodger

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Posted 26 August 2022 - 05:01 PM

https://www.markettr...m/seasonal.html  The Average SP500 curve was computed using closing daily values for years 2000 through 2021, with 2001 excluded.

 

The difference in various seasonality charting is obviously the database used.

Mike Burk differentiates his charting by using  the average daily performance over all years since 1928 for the SPX, INDU, etc... and also the variations of the 4 Presidential term years.

(Pre election vs Post election politics manipulating the markets?)

 

Stockcharts seasonality shows the % of Months in which the $INDU closed higher than it opened, but using only the past 5 years of data.

Some Seasonal studies omit the "outlier extremes". Black Swan events, etc.


Edited by Rogerdodger, 26 August 2022 - 05:10 PM.