The week of Memorial Day has shown some interesting seasonal tendencies over the years. But it has been less consistent recently. The chart below is one I have shown in the past, and have now updated. It examines SPX performance from the Friday before Memorial Day to the Friday after it.
There was no substantial edge apparent throughout the 70s, but starting in 1983 through 2009 there was a bullish tendency. The last 9 years this week has been inconsistent. That said, Thursday continues to look seasonally strong, and I will update that study later this week.
Note: I have received a ton of positive feedback on the Quant Edges Swing Trading Course, and also tons of questions from people considering it. Because of all the questions, I have decided to extend the “earlybird” discount through the weekend. Our first Q&A Session was yesterday, and the next one will be Tuesday. Sign up by Monday to take advantage of the discount and to be able to attend Tuesday’s class.
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