I’ve posted and updated the “Twas 3 Nights Before Christmas” study on the blog here several times since 2008. The study will kick in at the close today (12/21). This year I will show the Russell 2000 version of the study. While all the major indices have performed well during this period, the Russell has been among the most consistent.

The stats in this table are strong across the board.  An average year posted a gain of about 2.1% over the next 8 days. The note at the bottom shows the reliability of a bounce at some point has ben incredible. Traders may want to keep this study in mind over the next several days.

Want research like this delivered directly to your inbox on a timely basis? Sign up for the Quantifiable Edges Email List.

How about a free trial to the Quantifiable Edges Gold subscription?