FYI: Historically the Next Two Months are Down

Discussion in 'Trading' started by Baron, Sep 1, 2024.

  1. Baron

    Baron ET Founder

    Screenshot 2024-09-01 at 11.05.31 AM.png

    The next couple months could get shaky. Historically the worst two months for the S&P 500 during an election year, based on the last 25 years of data.

    In September, the S&P 500 has had just a 33% win rate, with an average return of -2.95%.

    October looks even worse, with only a 17% win rate and an average return of -3.62%.

    Interestingly, this follows a typically strong August, where the index has ended in the green with a 100% win rate.
     
  2. SunTrader

    SunTrader

    Last 25 years worth - elections, at least Presidential ones, are every 4 years?

    But I do agree with the premise a correction is likely in the next 60 days, and a impetus might just be Sept 18-22 time period = Fed Day and Fall Equinox +/- a day lands on a Sunday (but very often a turn date).
     
    TrailerParkTed likes this.
  3. Darc

    Darc

    First Interest Rate cut is expected on 18 September. The same Day Trump is sentenced.

    Mark that in your Diary, just Incase Powell or the sentencing Judge has a bad Day.
     
  4. S2007S

    S2007S


    .25 cut is what markets expect.

    If they dont cut markets will be quite surprised!

    As for the trump news, means nothing for the markets!
     
  5. Sprout

    Sprout

    What's the source of the graphic? Kinda looks like visualcapitalist content.
     
  6. fan27

    fan27

    Could have used this information at the beginning of August. lol
     
    Baron likes this.
  7. The V force in this market has never been stronger. If you look at the monthly chart, you will see one of the most amazing tails/stick saves ever for August. So we are stuck in a powerful uptrend that CAN'T break. There is just no way this market can fall. Every time it attempts to it is immediately bought back up. I see a month of more extreme rallying and some aggressive V shape recoveries for every down move. I don't see how it ever can be stopped. Market is making multiple ATH the next few months.

    We had 2 attempts in April and July to bring the market down and it just led to 2 rapid V recoveries. It is over for bears in this market. Any time you get a decent red day, you have to expect the V the following days. THEY JUST CANNOT EVER KEEP THIS MARKET DOWN!
     
  8. nitrene

    nitrene

    This is what I got from Google Lens:


    August must be the "never short a dull market" since wall streeters go on vacation. I guess when they sober up they start selling.

    So the expected loss for the next 2 months is -2% for September & -3% for October.

    Here is the monthly expected return for every month sequentially:

    Jan -0.6327%
    Feb -0.1026%
    Mar 0.4275%
    Apr 0.4773%
    May 0.7242%
    Jun 0.2272%
    Jul 0.5016%
    Aug 2.77%
    Sep -1.9765%
    Oct -3.0046%
    Nov 0.5427%
    Dec 0.9296%

    Just avoid Jan, Feb, Sept & Oct on election years and you should have a good risk-adjusted return.
     
  9. There haven't been a September in 23 years which didn't retrace at least 40 % of the August range. The last 4 prior years were all red - taking out the prior month low - with an average change of - 5.72 %.

    Will this year be different? I don't know, but there's enough data to support some good short plays coming up. NQ's been a laggard on this recent leg higher, too.

    The perfect play would be a weak rally into NFP on Thursday to kick off the anticipated September sell. Might not get even that.
     
    Zwaen and Baron like this.
  10. Overnight

    Overnight

    I agree with your assessment. There's a song for that.

     
    #10     Sep 2, 2024