A Long Term Look At Memorial Week Seasonality

The week of Memorial Day has shown some interesting seasonal tendencies over the years. And for a long time it exhibited consistent bullishness. But it has faltered greatly the last several years. The chart below examines SPX performance from the Friday before Memorial Day to the Friday after it.

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There was no substantial edge apparent throughout the 70s, but starting in 1983 through 2009 there was a bullish tendency. The last 6 years this week has mostly struggled. So I am not sure Memorial week will provide any substantial edge, but I thought the history was interesting.


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