Value Investing Strategy (Strategy Overview)
Allocations for December 2023 (Final)
Cash TLT LQD SPY
Momentum Investing Strategy (Strategy Overview)
Allocations for December 2023 (Final)
1st ETF 2nd ETF 3rd ETF
Alternative U.S. Stock Market Calendar Visualizations
July 13, 2020 • Posted in Calendar Effects
The Trading Calendar presents cumulative return visualizations for the S&P 500 Index across the calendar year and across each calendar month. Three alternative perspectives on U.S. stock market performance by calendar month are: (1) percentage of positive returns; (2) ratio of average return to standard deviation of returns; and, (3) distribution of returns. Using monthly returns for the S&P 500 Index during January 1928 through December 2019 (92 observations per month), we find that: (more…)
Please log in or subscribe to continue reading...
Gain access to hundreds of premium articles, our momentum strategy, full RSS feeds, and more! Learn more