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 Q1 Since 1957
The next chart 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 January in green.
The chart shows that the first week of January is the strongest of the entire quarter, and that the second and third weeks of the month are the 4th and 2nd weakest of the quarter. Also note that that the second to last week of February, the week of February 20th, is the weakest of the entire quarter.