S&P500 Monthly Returns
By Barry Ritholtz - May 31st, 2010, 11:30AM
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Please use the comments to demonstrate your own ignorance, unfamiliarity with empirical data, ability to repeat discredited memes, and lack of respect for scientific knowledge. Also, be sure to create straw men and argue against things I have neither said nor even implied. Any irrelevancies you can mention will also be appreciated. Lastly, kindly forgo all civility in your discourse . . . you are, after all, anonymous.
May 31st, 2010 at 11:56 am
Is there something wrong with this chart or something wrong with “sell in May and go away”. Doesn’t look like the summer is that bad a time to hold stocks.
May 31st, 2010 at 12:15 pm
I put together a chart of how the market traded 40 days after all of the recent volatility tops going back to 1987.
http://efficientish.blogspot.com/2010/05/major-vix-tops-and-s-500-40-days-later.html
The market was higher in every instance, sometimes substantially so.
May 31st, 2010 at 12:18 pm
Bonjour à tous
Ceci pourrait vous intéresser
(Désolé pour mon anglais)
Hello all
This might interest you
(Sorry for my english)
http://weinstein-forcastinvest.net/relation-entre-les-secteurs-boursiers-et-les-saisons-une-approche-payante/
May 31st, 2010 at 2:42 pm
… take a hike baguette breath. We don’t need your euro-sclerosis ideology around these here parts.
Obama is socializing us enough just fine with out your ‘par venu’ in all things business …Americans invented the business cycle in case you don’t know.
So ‘vendre Mai’ and go away.
– Newt Gringrich author of “To Save America: Stopping Obama’s Secular-Socialist Machine”
http://www.amazon.com/Save-America-Stopping-Secular-Socialist-Machine/dp/1596985968
P.S. …notice how I dropped the “how” preface Quasimodo? That’s because Americans don’t need to be told what to do. We KNOW what to do. You just need to show a sense of urgency… that sort of common sense will solve all our problems… that’ll simply plug the leak at the bottom of the Gulf, it’s that easy, if only Obama would just show a sense of urgency….
http://www.newsmax.com/InsideCover/jindal-obama-spill-response/2010/05/30/id/360561
…then the whole thing would be solved.
May 31st, 2010 at 3:53 pm
What is the range on these bars, sufficient to encompass one and two standard deviations from the mean?
And this pretty much assumes that all years are alike … does this pattern persist in years following a decade of non-performance by the S&P 500? Or how about 2 years after the markets have bottomed in past recessions, ranked by the degree of severity of those recessions?
Seems to me that this is way too general to be useful. I doubt that many investors go to 100% cash at the end of each January, April, and August, and then immediately return to being fully invested in March, June, and October — but it might be an interesting model to back-test.
May 31st, 2010 at 4:19 pm
@constnormal
right on!
@BR
c’mon. You are better than this.
May 31st, 2010 at 10:44 pm
However, Per Bespoke, DOW has a different story: http://seekingalpha.com/article/207552-good-riddance-may?source=feed
June 1st, 2010 at 2:47 am
[...] Why traders might be relieved that May is [...]
June 1st, 2010 at 4:41 am
@VennData:”… take a hike baguette breath. We don’t need your euro-sclerosis ideology around these here parts. ”
Another “frog” speaking here:
I’ve got nothing to do with our French lad here. However, your comment sounds somewhat “popular” and useless. This “anti-French” sentiment is outdated nowadays. Time to recycle yourself dude.
June 1st, 2010 at 12:54 pm
[...] June’s historical performance. (The Quant Monitor, Big Picture) [...]