Sunday, December 12, 2010

The Most Wonderful Tiiiime of the Yearrrrrr!

Over several time horizons op-ex week in December has been the most bullish week of the year for the SPX. The positive seasonality actually has persisted for up to 3 weeks. I demonstrated this last year in the 12/14/09 blog. I’ve updated that study below to include 2009 stats.




Last year saw the market move higher on Monday and then pull back the rest of the week before rallying into year-end. 

I'm generally seeing a mix of bullish and bearish studies right now.  Friday's blog is an example of an active bearish study.  This one certainly favors the bulls.

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