Global Seasonal Analysis is a monthly report that displays and analyzes annual, quarterly and monthly seasonal trends for 17 global asset prices including equities, benchmark interest rates, foreign exchange, and key commodity prices based on historical data going back to the 1950s.
The following is an excerpt from this month’s report.
S&P 500 Weekly Seasonal Pattern For Q4 Since 1957
The chart below breaks the seasonal pattern in the S&P 500 down further, into a quarterly time frame via 13 weekly increments, and highlights the month of December in green.
The chart shows that the first, fourth and fifth weeks of December are among the strongest of the entire 4th Quarter, and that the middle week of December (the week of December 14th) is the second weakest of the quarter.