S&P 500 - When October is Strong it Pays to be Long

Probability Trader


S&P 500 - When October is Strong it Pays to be Long. For US investors the 6-month period that we are about to enter, is seasonally positive. Since 1970, the average return for the November to April period of 7% is inordinately larger than the average 1% return on offer for the May to October interval. We would also note that when October is strong it pays to be long. Since 1970, the S&P 500 has produced 13 Octobers with gains in excess of 3%. Rallies of greater than 3% in October had a tendency to enhance returns for the November to April period delivering an average return of 12.65% with a 12 from 13 win rate (max 24.08%, min -4.47%). If the S&P 500 manages to close above 1732 (currently 1752, Oct gain 4.19%) it may add more upside to this particular seasonal pattern.

3 topics

Probability Trader
Probability Trader
Quantitative Research Analyst

Probabilitytrader is an independent financial research group that provides objective analysis for traders of Global Stock Market Index CFDs, ETFs, Futures, and Options. Our forward looking analysis covers timeframes as short as 1-day to as long as...


No areas of expertise

I would like to

Only to be used for sending genuine email enquiries to the Contributor. Livewire Markets Pty Ltd reserves its right to take any legal or other appropriate action in relation to misuse of this service.

Personal Information Collection Statement
Your personal information will be passed to the Contributor and/or its authorised service provider to assist the Contributor to contact you about your investment enquiry. They are required not to use your information for any other purpose. Our privacy policy explains how we store personal information and how you may access, correct or complain about the handling of personal information.


Please sign in to comment on this wire.

trending on livewire
Get the best of Livewire by signing up to our popular daily newsletter