Trading Calendar – December

The following chart shows the average month-to-date percentage change in the S&P 500 index by trading day during December from 1990 through 2014. Day 0 represents the November close. The index during December tends to be positive, with the gains coming mostly at the beginning of the month and toward the end of the month (Santa Claus rally). We have not used data for trading day 22, because most Decembers do not have 22 trading days. Also, sample size is only 18-25 for specific trading days, so these results are only weakly suggestive rather than predictive. For 1990-2014, 20 Decembers have been winners and only five losers.


Return to the Trading Calendar to find other monthly profiles.

Current Momentum Winners

ETF Momentum Signal
for October 2015 (Final)

Winner ETF

Second Place ETF

Third Place ETF

Gross Compound Annual Growth Rates
(Since August 2006)
Top 1 ETF Top 2 ETFs
12.3% 12.6%
Top 3 ETFs SPY
12.7% 6.5%
Strategy Overview
Current Value Allocations

ETF Value Signal
for October 2015 (Final)





The asset with the highest allocation is the holding of the Best Value strategy.
Gross Compound Annual Growth Rates
(Since September 2002)
Best Value Weighted 60-40
12.1% 9.6% 7.6%
Strategy Overview
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