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 2015. Day 0 represents the November close. The index during December tends to be positive, with the gains coming mostly during the second half 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 19-26 for specific trading days, so these results are only weakly suggestive rather than predictive. For 1990-2015, 20 Decembers have been winners and only six losers.

SP500-December-return-profile

Return to the Trading Calendar to find other monthly profiles.

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Current Momentum Winners

ETF Momentum Signal
for May 2016 (Final)

Winner ETF

Second Place ETF

Third Place ETF

Gross Compound Annual Growth Rates
(Since August 2006)
Top 1 ETF Top 2 ETFs
11.3% 11.5%
Top 3 ETFs SPY
12.4% 7.2%
Strategy Overview
Current Value Allocations

ETF Value Signal
for May 2016 (Final)

Cash

IEF

LQD

SPY

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
12.7% 9.8% 7.8%
Strategy Overview
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