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 Yearly Seasonal Pattern Since 1957
In the S&P 500 Index (SPX, chart at upper left), the green bar highlights October as being the 5th seasonally strongest month of the year based on data since 1957. It represents a strong one-month seasonal recovery from the weakest month of the year, September, and leads into the 3rd and 1st strongest months in November and December.
The height of the green bar on the chart indicates that, on average since 1957, the S&P 500 has closed 1.00% higher in October. The red line plots SPX’s monthly closing levels thus far in 2017.