I’ve discussed the tendency for the market to rise on the 1st day of the month before.  In July of 2009 I broke out the performance by month.

Recently I’ve noticed this edge has shown even stronger tendencies – most notably the last 15 months.  Below is a performance report showing the 1st day of the month from October 2009 through January 2011.

Extremely lopsided stats.  An average gain of nearly 1% is quite impressive.  Below is a listing of all the instances.