Private Investment

• Seasonality

• Sell in May and go away? (May 2015)
• academic paper on the Halloween strategy
• Biotech Stocks (July-Sep.)
• S&P 500 - negative August / what follows next?
• Start Sep. & Oct. (Sector - seasonalities)
• Halloween Indicator (...starting 2nd Nov. 2015)
• Sector Sesonality Oct. (2015) up to June (2016)
• Nov. & Dec. S&P 500 ("70yrs - history" / statistics)
• S&P 500 2011 versus 2015 (4th Nov. 2015)
• 6-Monatsperiode (Historie US-Aktien)
• Thanksgiving week (Nov. 2015)
• S&P 500 (last weeks of the year/Dec.)
• Santa Claus Rally (stock styles)
• Dow Jones Xmas-New Year Rally
• Seasonality poss. Dec. 2015/Q1-2016
• Santa Claus Rally (one) definition (Dec. 2014/15)
• Seasonality/Integrated Oil & Gas Industry
• March Seasonality (Dow Jones Ind. Average)
• April Seasonality (2016)
• US-Election year (June looks nicer than May...)
• US-election years (Seasonality)
• DAX Sep. & Okt. 60er bis inkl. 2015 (Historie)
• Last 12 weeks of the year (Dow Jones, S&P 500)
• DAX-Aktien versus MDAX-Aktien (Fokus auf Q4)
• Dow Jones Ind. A. (Nov. - April, "nice" Season)
• Value stocks & a new president's first 100 days
• Jan. & Feb. UP in the S&P 500 (7th March 2017)
• Seasonality-Charts (DOW, DAX)
• 2n Half 7-years in the DOW
• Performance in Octobers of years ending in 7
• DAX-Saisonaltität (Backtest 1970 - 2017)
• September (aaah)
• Kensho (our Robo-friend :-) on Seasonality
• 2nd Half of December (Europe / Seasonality)
• Importance of January to the stock market
• TOM (Turn of the month-effect), Seasonality
• 2nd Half of April (2018), "Dow-Seasonality"
• Have a Vision (Midterm Market-Seasonality S&P 500)
• DAX (Stay until July ?)
• DAX und MDAX -Seasonality Strategie & Backtest
• August 2018 - 31st Dec. 2018 (US Stocks)
• DAX im August (Historie bis 2017)
• Midterm-elections (Nov. 2018)
• 3rd Sep. until 30th November
• DAX-Saisonalität (1960 bis 2018)
• Upcoming October (2018)
• Seasonality Q4 (past 20 years, Status: Sep 2018)
• Seasonality (Final 2 months of the year)
• S&P 500 (Midterm elections onwards...)
• Kursanomalien (S&P 500 "midterm elections")
• DAX-Seasonality (Summer-Drawdowns)
• Tough Q4-2018
• Seasonality April (U.S. Stock Markets)
• Das 1. Monat im Quartal...
• Juli 2019 steht vor de Tür (S&P 500-Seasonality)
• Seasonality in an U.S. Midterm-Election year
• Dow Jones (Election Year Seasonality)

Sector Performance by Calendar Month
(focusing on April)

The Trading Calendar presents full-year and monthly cumulative performance profiles for the overall stock market (S&P 500 Index) based on its average daily behavior since 1950.

How much do the corresponding monthly behaviors of the various stock market sectors deviate from an overall market profile? To investigate, let's consider the 9 sectors defined by the Select Sector Standard & Poor's Depository Receipts (SPDR), all of which have trading data back to December 1998:

♦ Materials Select Sector SPDR (XLB)
♦ Energy Select Sector SPDR (XLE)
♦ Financial Select Sector SPDR (XLF)
♦ Industrial Select Sector SPDR (XLI)
♦ Technology Select Sector SPDR (XLK)
♦ Consumer Staples Select Sector SPDR (XLP)
♦ Utilities Select Sector SPDR (XLU)
♦ Health Care Select Sector SPDR (XLV)
♦ Consumer Discretionary Select SPDR (XLY)

Using monthly dividend-adjusted closing prices for these exchange traded funds (ETF) since inception, along with contemporaneous data for Standard & Poor’s Depository Receipts (SPY) as a benchmark, for December 1998 through December 2016 (216 months), one can find that following 5 Sectors perform the best in the upcoming month of April:

+++) Industrial Select Sector SPDR (XLI)
+++) Materials Select Sector SPDR (XLB)
++) Financial Select Sector SPDR (XLF)
++) Energy Select Sector SPDR (XLE)
+) Utilities Select Sector SPDR (XLU)

link: www.cxoadvisory.com/4408/calendar-effects