Seasonals october plunge is due mostly to the '87 crash?

Discussion in 'Trading' started by crgarcia, Oct 5, 2009.

  1. It crashed 20%+ back in '87, thus a heavy weighting in seasonals.

    Other than '87 (for which there was no precedent) there is no reason to believe october is a plung prone month?
  2. maxpi


    It's likely about fund managers adjusting their folios to look good by the end of the year... so is the Santa Claus rally.... they dump stuff in October and buy other stuff through the end of the year...