Twas 3 Nights Before Christmas (Russell 2000 version)

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.

Russell 2000 3 Nights before Christmas

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.

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