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JTH

Trading the Stats: Historical Performance of March

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Good weekend

For the S&P 500, the month of February closed up 5.49% this is above the -.21% average returns, is the 2nd best February over the past 21 years, the 5th best over the past 66 years

For the shorter 20-year trend, we'll compare the month of March against the other 11 months of the year


  • We show a 70% winning ratio, which is above average, ranking 4th
  • We show 1.78% average returns, which is above average, ranking 3rd
  • We show 3.61% average positive returns, which is above average, ranking 5th
  • We show -2.49% average negative returns, which is above average, ranking 2nd
  • In the shorter 20-year trend, March is an excellent performer, within the confines of this data, I rank March as the 2nd best month of the year

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Digging further down into the data, we'll compare March with an up/down February from 1950-2014



  • We show the last 65 months of March have an average 67% winning ratio and 1.21% average returns
  • For the 36 years when February closed up, March has a 69% winning ratio with 1.43% average returns
  • For the 29 years when February closed down, March has a 62% winning ratio with .94% average returns
  • This long-term data confirms the shorter-term data, March is an excellent performer

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For the S&P 500, the fourth week of February (week 8 of 52) closed down -.27% this is on target with the -.25% average returns, is the 12th best over the past 21 years, the 40th best over the past 66 years

For the shorter 20-year trend, we'll compare week 9 (the 1st week of March) against week 8



  • We show a 55% winning ratio, which is below average, ranking in a 9-way tie for 26th
  • We show 0.00% average returns, which is below average, ranking 28th
  • We show 1.60% average positive returns, which is above average, ranking 24th
  • We show -1.95% average negative returns, which is below average, ranking 27th
  • In the shorter 20-year trend, week 9 is an average performer, within the confines of this data, I rank this 27th (middle of the pack)

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CAUTION: Looking ahead, the 5th week of March, week 13 uses 9 years of data instead of 20

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Digging further down into the data, we'll compare week 9 with an up/down week 8 from 1950-2014



  • We show the last 65 week 9s have an average 60% winning ratio and .31% average returns
  • For the 34 years when week 8 closed up, week 9 has a 65% winning ratio with .51% average returns
  • For the 34 years when week 8 closed down, week 9 has a 58% winning ratio with .10% average returns
  • This long-term data it a bit better than the shorter-term data, week 9's performance is slightly above average

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For week 9, we have trading days 1-5



  • The average 5-day winning ratio is 57%
  • The cumulative 5-day average return is .30%
  • I've added a pink 11-day linear line to show the overall direction of prices (there's a slight rise)

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For the last 11 Monday through Fridays



  • Last 2 Mondays closed down
  • Last 4 Tuesdays closed up
  • Last 5 Wednesdays closed down
  • Last 2 Thursdays closed down
  • Overall, for the S&P 500, Mon/Wed/Fri winning ratios stink

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TSP Fund Price Performance over the past 20 days (only discussing the F/C/S/I funds)



  • I-Fund ranks 1st with a 65% winning ratio and .27% average returns
  • S -Fund ranks 2nd with a 65% winning ratio and .22% average returns
  • C-Fund ranks 3rd with a 50% winning ratio and .22% average returns
  • F-Fund ranks 4th with a 45% winning ratio and -.03% average returns
  • F-Fund takes the lead on the 5 day timeframe, while the I-Fund leads the 10 & 20 day timeframe

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In the week 6 blog I gave a warning "Looking ahead of week 6, collectively, weeks 7-9 rank as some of the worst performing weeks of the year." As of now this warning has not come to fruition and I'm grateful for that. For the entire Month of March we have a statistical wind at our backs, and with the great price action we've been seeing, I'm cautiously optimistic we can finish out the 1st quarter gaining higher ground. At some point in time we may need to pullback and equalize, but with a slow float up, we could delay that for some time. Either ways it should a fun rip-roaring month!

Off the cuff…
Last 3 march closed up
Last 5 week 9s closed up

Trade what you see, not what you read…Jason

















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Updated 02-28-2015 at 07:47 PM by JTH

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Comments

  1. pmaloney's Avatar
    Great report!

    Thanks,

    Pat

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