An active week, for additional BLS & Holiday stats see previous blog.
16-Dec Nonfarm Payrolls
18-Dec Consumer Price Index
19-Dec Friday expect above average volume, as Options are set to expire.
Volume in December Prior to Options Expiration (Pre -1) is usually in the Top 20%, while Post +1 Volume usually falls within the middle 40%
Across 63 Sessions:
For trading Day of the Month:
Friday closed with a Lower High/Low, which shows us the next session's returns have a positive bias.
Have a great week.... Jason
Stats: Closing Out 2025
16-Dec Nonfarm Payrolls18-Dec Consumer Price Index
19-Dec Friday expect above average volume, as Options are set to expire.
Volume in December Prior to Options Expiration (Pre -1) is usually in the Top 20%, while Post +1 Volume usually falls within the middle 40%
- December's Post +2 Stats have an above average Outlier-driven return, due to 4.96% gain on 26-Dec-2018
- About 15% of December's OPEX stats weave in & out of the XMAS holiday bias.
Across 63 Sessions:
- Monday is still the biggest gainer, but has lost some recent steam, the last 2 have closed down.
- Wednesday is working a positive 6-Streak
- Mon-Wed continue to be the bread winners
- In both session time-frames, Thursday has been an absolute tanker
- Thursday has the smallest number of +1% gainers in the set (only 2)
For trading Day of the Month:
- Persistent weakness usually shows up in Sessions 13 & 14
- Both have negative average returns on both the Dec & All-Month time-frames.
Friday closed with a Lower High/Low, which shows us the next session's returns have a positive bias.
- In theory, if this Monday we add a Gap Up with Friday's Lower High/Low, the performance of those two metrics together is stronger.
- Win Ratio 73%
- Avg Gain 1.05%
- Average 0.59%
- Avg Loss -0.64%
- Count 402
Have a great week.... Jason
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