For the S&P 500, the first week of March (week 9 of 52) closed down -1.58% this is below the 0.00% average week 9 returns, is the 17th best week over the past 21 years, and the 55th best over the past 66 years, basically it was a "bad week"
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WARNING: The second week of March 2009 closed up 10.71% (for the lowest & highest chart, the average returns are distorted)
Contrasting upcoming week 10 against an up/down week 9 from 1950-2014
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Contrasting week 10 against the 52 weeks of the year, from 1995-2014
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For week 10, we have trading days 6-10
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For the last 11 Monday through Fridays
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TSP Fund Price Performance over the past 20 days (only discussing the F/C/S/I funds)
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These stat blogs have been fun, to free up some time to pursue other items of interest, I may start tapering off at the end of the 1st quarter. Until then, I hope you've enjoyed them as much as I have, hopefully they've helped you evaluate the statistical long-term trends and have given you a different perspective to work with.
I'm leaving town this weekend, won't be back till mid-week, please try not to let the markets fall apart while I'm gone...
Take care…Jason
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WARNING: The second week of March 2009 closed up 10.71% (for the lowest & highest chart, the average returns are distorted)
Contrasting upcoming week 10 against an up/down week 9 from 1950-2014
- We show the last 65 week 10s have an average 57% winning ratio with .22% average returns (minus 2009 it's .05%)
- For the 39 years when week 9 closed up, week 10 shows a 56% winning ratio with -.20% average returns
- For the 25 years when week 9 closed down, week 10 shows a 56% winning ratio with .86% average returns (minus 2009 it's .45%)
- In 1962, week 9 closed flat with 0.00% this data is not included in the lower 2 charts
- Under current conditions, week 10 has a positive bias with strong average returns
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Contrasting week 10 against the 52 weeks of the year, from 1995-2014
- We show a 60% winning ratio, which is above average, ranking in a 11-way tie for 13th
- We show .50% average returns, which is above average, ranking 12th
- We show 2.30% average positive returns, which is above average, ranking 8th
- We show -2.20% average negative returns, which is below average, ranking 38th
- There is a nice historical positive bias for week 10, but overall it ranks 40th because of the strong negative average returns
- Take notice, since week 5, we've had a straight line decline for the 2015 pink dots
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For week 10, we have trading days 6-10
- The average 5-day winning ratio is 56%
- The cumulative 5-day average return is .18%
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For the last 11 Monday through Fridays
- Last Mondays closed up (3rd best day)
- Last 4 of 5 Tuesdays closed up (2nd best day)
- Last 6 Wednesdays closed down (worst day)
- Last 3 Thursdays closed flat (best day)
- Last 2 Fridays closed down (2nd worst day)
- Overall, for the S&P 500, Mon/Wed/Fri winning ratios stink
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TSP Fund Price Performance over the past 20 days (only discussing the F/C/S/I funds)
- S-Fund ranks 1st with a 60% winning ratio and .07% average returns
- I -Fund ranks 2nd with a 55% winning ratio and .06% average returns
- C-Fund ranks 3rd with a 45% winning ratio and .03% average returns
- F-Fund ranks 4th with a 45% winning ratio and -.07% average returns
- G-Fund takes the lead on the 5 & 10 day timeframes, while the S-Fund leads over the 20 & 60 day timeframes
- The overall results of this chart fall in line with the analysis of the charts I've been posting in the Per Diem blogs
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These stat blogs have been fun, to free up some time to pursue other items of interest, I may start tapering off at the end of the 1st quarter. Until then, I hope you've enjoyed them as much as I have, hopefully they've helped you evaluate the statistical long-term trends and have given you a different perspective to work with.
I'm leaving town this weekend, won't be back till mid-week, please try not to let the markets fall apart while I'm gone...
Take care…Jason
