The Most Wonderful Week Of The Year

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 showed this last year in the 12/12/11 blog.  I’ve updated that study below to include last year’s stats.

Even though last year failed to see a move higher during opex week the stats still appear extremely strong.