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Pages other than main site sections, in descending order of number of visitors...

1. Bob Brinker's Market Timing

2. Stock Picking Performance of Fast Money Experts

3. Investor Sentiment and Returns for Different Types of Stocks

4. Some Notes on Predictably Irrational

5. The ADP Employment Report and Stock Returns

6. Ken Fisher Chronicles

7. Martin Zweig's Four Percent Model Indicator

8. Equity Risk Premium Book Learning

9. The Cost of Hope?

10. Extracting Disaster from Index Option Prices

11. Jim Cramer Deconstructed

12. Room for More Gloom in Earnings?

13. The Profit from the Peak Portfolio

14. (Not) Paying for Performance

15. Exploiting Industry Momentum Via ETFs?

16. Update: Is ValueEngine's Stock Market Mispricing Summary Predictive?

17. Crude Oil and Natural Gas Prices Reliably Intertwined?

18. Testing the "Short Term Stock Selector" Designed by Robert Hesler

19. Monthly Returns During Presidential Election Years

20. Rough Tests of Simple Sector ETF Reversion Strategies

21. Update: Real Earnings Yield Model Scenarios

22. The Value of Financial Advisors?

23. Rough Test of a Simple Sector ETF Momentum Strategy

24. Update: Blogger Sentiment Analysis

25. An International Test of Common Stock Return Indicators

Trading Calendar - June

The following chart shows the average month-to-date percentage change in the S&P 500 index by trading day during June from 1990 through 2008. Day 0 represents the May close. It shows that the index during June tends to be about neutral, with a short-lived month-end swoon. We have not used data for trading day 22, because many Junes do not have 22 trading days. Also, sample size is only 16-19 for specific trading days, so these results are only mildly suggestive rather than predictive. For 1990-2008, ten Junes have been winners and nine losers.

Return to the Trading Calendar to find other monthly profiles.

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