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  • SPX Seasonality since 1928

SPX Seasonality since 1928

randholm
May 20, 2021 5:24 pm / Published in * R Option, * Trade Alert

SPX Seasonality since 1928

Since 2012 the avg for May is 0.12% with an STD of 3.67% – Today, in my opinion, negated all the negative sentiment.

Today’s price action negated my bearish sentiment I was caring because of the May data since 1928.

Seasonality since 1928 #SPX for MAY is -0.13% pic.twitter.com/nq0MHSjJsR

— Mario Randholm (@MarioRandholm) May 20, 2021

If bears do not show strength – I am going long as well.

If bears do not show strength – I am going long as well #SPX pic.twitter.com/zKCwyvgirG

— Mario Randholm (@MarioRandholm) May 20, 2021

Here you ca view the data – As of today closing prices May 20, 2021

.SPXJanuaryFebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
2021-1.11%2.61%4.24%5.24%-0.53%
2020-0.16%-8.41%-12.51%12.68%4.53%1.84%5.51%7.01%-3.92%-2.77%10.75%3.71%
20197.87%2.97%1.79%3.93%-6.58%6.89%1.31%-1.81%1.72%2.04%3.4%2.86%
20185.62%-3.89%-2.69%0.27%2.16%0.48%3.6%3.03%0.43%-6.94%1.79%-9.18%
20171.79%3.72%-0.04%0.91%1.16%0.48%1.93%0.05%1.93%2.22%2.81%0.98%
2016-5.07%-0.41%6.6%0.27%1.53%0.09%3.56%-0.12%-0.12%-1.94%3.42%1.82%
2015-3.1%5.49%-1.74%0.85%1.05%-2.1%1.97%-6.26%-2.64%8.3%0.05%-1.75%
2014-3.56%4.31%0.69%0.62%2.1%1.91%-1.51%3.77%-1.55%2.32%2.45%-0.42%
20135.04%1.11%3.6%1.81%2.08%-1.5%4.95%-3.13%2.97%4.46%2.8%2.36%
20124.36%4.06%3.13%-0.75%-6.27%3.96%1.26%1.98%2.42%-1.98%0.28%0.71%
20112.26%3.2%-0.1%2.85%-1.35%-1.83%-2.15%-5.68%-7.18%10.77%-0.51%0.85%
2010-3.7%2.85%5.88%1.48%-8.2%-5.39%6.88%-4.74%8.76%3.69%-0.23%6.53%
2009-8.57%-10.99%8.54%9.39%5.31%0.02%7.41%3.36%3.57%-1.98%5.74%1.78%
2008-6.12%-3.48%-0.6%4.75%1.07%-8.6%-0.99%1.22%-9.08%-16.94%-7.48%0.78%
20071.41%-2.18%1%4.33%3.25%-1.78%-3.2%1.29%3.58%1.48%-4.4%-0.86%
20062.55%0.05%1.11%1.22%-3.09%0.01%0.51%2.13%2.46%3.15%1.65%1.26%
2005-2.53%1.89%-1.91%-2.01%3%-0.01%3.6%-1.12%0.69%-1.77%3.52%-0.1%
20041.73%1.22%-1.64%-1.68%1.21%1.8%-3.43%0.23%0.94%1.4%3.86%3.25%
2003-2.74%-1.7%0.84%8.1%5.09%1.13%1.62%1.79%-1.19%5.5%0.71%5.08%
2002-1.56%-2.08%3.67%-6.14%-0.91%-7.25%-7.9%0.49%-11%8.64%5.71%-6.03%
20013.46%-9.23%-6.42%7.68%0.51%-2.5%-1.08%-6.41%-8.17%1.81%7.52%0.76%
2000-5.09%-2.01%9.67%-3.08%-2.19%2.39%-1.63%6.07%-5.35%-0.49%-8.01%0.41%
19994.1%-3.23%3.88%3.79%-2.5%5.44%-3.2%-0.63%-2.86%6.25%1.91%5.78%
19981.02%7.04%4.99%0.91%-1.88%3.94%-1.16%-14.58%6.24%8.03%5.91%5.64%
19976.13%0.59%-4.26%5.84%5.86%4.35%7.81%-5.74%5.32%-3.45%4.46%1.57%
19963.26%0.69%0.79%1.34%2.29%0.23%-4.57%1.88%5.42%2.61%7.34%-2.15%
19952.43%3.61%2.73%2.8%3.63%2.13%3.18%-0.03%4.01%-0.5%4.1%1.74%
19943.25%-3%-4.57%1.15%1.24%-2.68%3.15%3.76%-2.69%2.09%-3.95%1.23%
19930.7%1.05%1.87%-2.54%2.27%0.08%-0.53%3.44%-1%1.94%-1.29%1.01%
1992-1.99%0.96%-2.18%2.79%0.1%-1.74%3.94%-2.4%0.91%0.21%3.03%1.01%
19914.15%6.73%2.22%0.03%3.86%-4.79%4.49%1.96%-1.91%1.19%-4.39%11.16%
1990-6.88%0.85%2.43%-2.69%9.2%-0.89%-0.52%-9.43%-5.12%-0.67%5.99%2.48%
19897.11%-2.89%2.08%5.01%3.51%-0.79%8.84%1.55%-0.65%-2.52%1.65%2.14%
19884.04%4.18%-3.33%0.94%0.32%4.33%-0.54%-3.86%3.97%2.6%-1.89%1.47%
198713.18%3.69%2.64%-1.15%0.6%4.79%4.82%3.5%-2.42%-21.76%-8.53%7.29%
19860.24%7.15%5.28%-1.41%5.02%1.41%-5.87%7.12%-8.54%5.47%2.15%-2.83%
19857.41%0.86%-0.29%-0.46%5.41%1.21%-0.48%-1.2%-3.47%4.25%6.51%4.51%
1984-0.92%-3.89%1.35%0.55%-5.94%1.75%-1.65%10.63%-0.35%-0.01%-1.51%2.24%
19833.31%1.9%3.31%7.49%-1.23%3.52%-3.3%1.13%1.02%-1.52%1.74%-0.88%
1982-1.75%-6.05%-1.02%4%-3.92%-2.03%-2.3%11.6%0.76%11.04%3.61%1.52%
1981-4.57%1.33%3.6%-2.35%-0.17%-1.04%-0.22%-6.21%-5.38%4.91%3.66%-3.01%
19805.76%-0.44%-10.18%4.11%4.66%2.7%6.5%0.58%2.52%1.6%10.24%-3.39%
19793.97%-3.65%5.52%0.17%-2.63%3.87%0.87%5.31%0-6.86%4.26%1.68%
1978-6.15%-2.48%2.49%8.54%0.42%-1.76%5.39%2.59%-0.73%-9.16%1.66%1.49%
1977-5.05%-2.17%-1.4%0.02%-2.36%4.54%-1.62%-2.1%-0.25%-4.34%2.7%0.28%
197611.83%-1.14%3.07%-1.1%-1.44%4.09%-0.81%-0.51%2.26%-2.22%-0.78%5.25%
197512.28%5.99%2.17%4.73%4.41%4.43%-6.77%-2.11%-3.46%6.16%2.47%-1.15%
1974-1%-0.36%-2.33%-3.91%-3.36%-1.47%-7.78%-9.03%-11.93%16.3%-5.32%-2.02%
1973-1.71%-3.75%-0.14%-4.08%-1.89%-0.66%3.8%-3.67%4.01%-0.13%-11.39%1.66%
19721.81%2.53%0.59%0.44%1.73%-2.18%0.23%3.45%-0.49%0.93%4.56%1.18%
19714.05%0.91%3.68%3.63%-4.16%0.07%-4.13%3.61%-0.7%-4.18%-0.25%8.62%
1970-7.65%5.27%0.15%-9.05%-6.1%-5%7.33%4.45%3.3%-1.14%4.74%5.68%
1969-0.82%-4.74%3.44%2.15%-0.22%-5.56%-6.02%4.01%-2.5%4.42%-3.53%-1.87%
1968-4.38%-3.12%0.94%8.19%1.12%0.91%-1.85%1.15%3.85%0.72%4.8%-4.16%
19677.82%0.2%3.94%4.22%-5.24%1.75%4.53%-1.17%3.28%-2.91%0.11%2.63%
19660.49%-1.79%-2.18%2.05%-5.41%-1.61%-1.35%-7.78%-0.7%4.75%0.31%-0.15%
19653.32%-0.15%-1.45%3.42%-0.77%-4.86%1.34%2.25%3.2%2.73%-0.88%0.9%
19642.69%0.99%1.52%0.61%1.15%1.64%1.82%-1.62%2.87%0.81%-0.52%0.39%
19634.91%-2.89%3.55%4.85%1.43%-2.02%-0.35%4.87%-1.1%3.22%-1.05%2.44%
1962-3.79%1.63%-0.59%-6.2%-8.6%-8.18%6.36%1.53%-4.82%0.44%10.16%1.35%
19616.32%2.69%2.55%0.38%1.91%-2.88%3.28%1.96%-1.97%2.83%3.93%0.32%
1960-7.15%0.92%-1.39%-1.75%2.69%1.95%-2.48%2.61%-6.04%-0.24%4.03%4.63%
19590.38%-0.02%0.05%3.88%1.89%-0.36%3.49%-1.5%-4.56%1.13%1.32%2.76%
19584.28%-2.06%3.09%3.18%1.5%2.61%4.31%1.19%4.84%2.54%2.24%5.2%
1957-4.18%-3.26%1.96%3.7%3.69%-0.13%1.14%-5.61%-6.19%-3.21%1.61%-4.15%
1956-3.65%3.47%6.93%-0.21%-6.57%3.92%5.15%-3.81%-4.55%0.51%-1.1%3.53%
19551.81%0.35%-0.49%3.77%-0.13%8.23%6.07%-0.78%1.13%-3.05%7.49%-0.07%
19545.12%0.27%3.02%4.9%3.29%0.07%5.72%-3.4%8.31%-1.95%8.08%5.08%
1953-0.72%-1.82%-2.36%-2.65%-0.32%-1.63%2.53%-5.78%0.13%5.1%0.9%0.2%
19521.56%-3.65%4.77%-4.31%2.32%4.61%1.76%-1.46%-1.96%-0.08%4.65%3.55%
19516.12%0.65%-1.83%4.81%-4.06%-2.6%6.87%3.93%-0.09%-1.38%-0.26%3.89%
19501.73%1%0.41%4.51%3.93%-5.8%0.85%3.25%5.59%0.41%-0.1%4.61%
19490.13%-3.94%3.01%-2.12%-3.73%-0.21%6.21%1.2%2.37%2.95%0.12%4.36%
1948-3.99%-4.7%7.71%2.65%7.82%0.3%-5.32%0.76%-3.01%6.78%-10.82%3.05%
19472.35%-1.47%-1.69%-3.89%-0.89%5.26%3.62%-2.79%-1.37%2.12%-2.92%2.14%
19466.97%-6.95%4.4%3.99%2.24%-3.91%-2.55%-7.29%-10.15%-0.8%-1.08%4.22%
19451.43%6.16%-4.83%9.04%1.15%-0.93%-1.41%5.8%3.48%3.74%3.24%0.99%
19441.54%-0.25%1.69%-1.25%4.04%5.1%-2.08%0.87%-0.62%0.31%0.39%3.51%
19436.86%5.08%5.56%0.09%3.97%2.49%-4.05%-0.42%2.37%-1.41%-7.47%5.9%
19421.84%-2.94%-6.75%-4.37%6.4%1.84%3.13%0.7%2.67%5.76%-0.75%5.17%
1941-4.82%-1.49%0.4%-6.53%0.75%5.01%5.48%-1.06%-0.78%-6.86%-4%-4.71%
1940-3.52%0.66%0.99%-0.49%-23.95%7.66%3.11%2.62%0.95%3.94%-4.24%-0.28%
1939-6.89%3.25%-13.54%-0.55%6.23%-6.38%10.87%-7.14%16.46%-1.46%-4.91%2.38%
19381.33%6.08%-25.04%14.12%-4.43%24.7%7.27%-2.74%1.49%7.6%-3.34%3.77%
19373.78%1.46%-0.94%-8.31%-1.03%-5.29%10.26%-5.54%-14.21%-10.17%-10.11%-5.04%
19366.55%1.68%2.54%-7.71%4.58%3.06%6.81%0.88%0.13%7.5%0.41%-0.58%
1935-4.21%-3.96%-3.09%9.56%3.23%6.78%8.31%2.17%2.39%7.51%3.93%3.71%
193410.59%-3.67%-0.09%-2.7%-8.13%2.08%-11.52%5.41%-0.55%-3.19%8.29%-0.42%
19330.73%-18.44%3.36%42.22%15.87%13.17%-8.8%11.46%-11.36%-8.85%10.27%2.23%
1932-2.83%5.07%-11.82%-20.25%-23.33%-0.89%37.7%37.54%-3.69%-13.86%-5.89%5.19%
19314.89%11.44%-6.92%-9.59%-13.72%13.9%-7.42%0.95%-29.94%8.44%-9.78%-14.53%
19306.25%2.15%7.99%-0.95%-1.65%-16.46%3.67%0.75%-13.01%-8.88%-2.18%-7.42%
19295.71%-0.58%-0.23%1.61%-4.28%11.24%4.56%9.8%-4.89%-19.93%-13.37%2.53%
1928-1.76%10.83%3.24%1.27%-4.05%1.25%7.41%2.4%1.45%11.99%0.29%
AVG1.2%-0.08%0.51%1.49%-0.13%0.78%1.61%0.68%-1%0.4%0.85%1.33%
STD4.75%4.25%5.1%6.54%5.53%5.18%5.92%6.02%5.8%6.09%5.15%3.7%

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