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Thread: S&P 500 Best & Worst Days

  1. #1

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    Default S&P 500 Best & Worst Days

    Moving this into its own thread, here are the stats for the last 10 Monday-Fridays. As we can see, things remain relatively unchanged from the previous week. When things do change (and they always do) it's typically a warning sign of unhealthy behavior.

    Attachment 27859

    Attachment 27860


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  3. #2

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    Default Re: S&P 500 Best & Worst Days

    For the week of 7-11 April (Part 1 of 2)

    Here is a long-term view, showing us 100 events for each day of the week. When compared to the last 10 events (what I usually post) we can see things tend to smooth out closer to the 50 percentile range. It's important to remember these statistics are applied to the S&P 500 during a bull market. This overall theme may not apply to other indexes, stocks or timeframes during bear markets. Also, keep in mind each day of the week is tracked separately, meaning I don't just grab a Monday and add the next 4 market days, I filter out all days of the week separately, grabbing the last 100 events of each.

    Monday is the best day to buy, with the weakest winning ratio of 46% and an average gain of -0.6%

    Tuesday is the best day to sell, with the strongest winning ratio of 62% and an average gain of .20%

    Attachment 27997

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  5. #3

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    Default Re: S&P 500 Best & Worst Days

    For the week of 7-11 April (Part 2 of 2)

    We have a short-term shift, Wednesday has replaced Monday as the best day to buy. As I've mentioned before, short-term shifts in market performance can be an indicator of a shift in market direction.

    Wednesday is the best day to buy, with a winning ratio of 30% and an average gain of -0.29%

    Tuesday is the best day to sell, with a winning ratio of 80% and an average gain of .54%

    Attachment 28003

    Attachment 28004

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    Default Re: S&P 500 Best & Worst Days

    Good to know, now that I'm home again (sort of), I can focus on managing my account a little more pro-actively.
    "life can only be understood backwards, but it must be lived forwards" - soren kierkegaard

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  9. #5

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    Default Re: S&P 500 Best & Worst Days

    Quote Originally Posted by JTH View Post
    For the week of 7-11 April (Part 2 of 2)

    We have a short-term shift, Wednesday has replaced Monday as the best day to buy.
    For the week of 14-18 April, Monday regains its title as the worst performing day of the week.

    Monday is the best day to buy, with a winning ratio of 40% for an average gain of -0.26%

    Tuesday maintains it's crown as the best day to sell, with a winning ratio of 80% for an average gain of .51%

    Attachment 28126

    Attachment 28127

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  11. #6

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    Default Re: S&P 500 Best & Worst Days

    Quote Originally Posted by JTH View Post
    For the week of 14-18 April, Monday regains its title as the worst performing day of the week.

    Monday is the best day to buy, with a winning ratio of 40% for an average gain of -0.26%

    Tuesday maintains it's crown as the best day to sell, with a winning ratio of 80% for an average gain of .51%

    Attachment 28126

    Attachment 28127
    Thanks JTH! As always great charts. Saw something on Friday regarding the markets and the April 15th tax deadline. Do you have any stats on that? I'm still 100% S Fund and having riden this thing down to a -5.88% loss have decided to stay the course until I'm back in positive territory. Are you seeing any signs of April turning around yet? Its been a rough ride so far.

    All the best to you and thanks again for everything you do.
    I no longer listen to what people say, I just watch what they do. Behavior never lies.

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  13. #7

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    Default Re: S&P 500 Best & Worst Days

    Ravensfan, while most (but not all) tax days fall on April 15, I do not track historical data for this event. I just finished my weekly college assignments last night and need to go into work to perform some administrative actions. Once I return, I'll add some additional info in the S&P 500 Past Performance thread where I'll post data on specific events such as as April 15th. I'll also be posting something in either my thread or a blog, with specific commentary in regards to what the markets are doing and how we might react.

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    Default Re: S&P 500 Best & Worst Days

    For the week of 21-25 April, Monday maintains its title as the worst performing day of the week.

    Monday is the best day to buy, with a winning ratio of 50% for an average gain of -0.13% (nearly breakeven with Wednesday & Friday)

    Tuesday maintains it's crown as the best day to sell, with a winning ratio of 80% for an average gain of .50%

    ___
    Something to think about, here's a question, do you really need to be invested the majority of the time to outperform the S&P 500?

    If you used your 2 IFTs each month to buy & exit on the 1st Tuesday of each month you would be up 3.60% YTD

    If you used your 2 IFTs each month to buy & exit on the 2nd Tuesday of each month you would be up 2.05% YTD

    If you used your 2 IFTs each month to buy & exit on the 3rd Tuesday of each month you would be up 1.79% YTD

    OBTW the S&P 500 is currently up .89% YTD

    Attachment 28245

    Attachment 28246



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  17. #9

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    Default Re: S&P 500 Best & Worst Days

    Quote Originally Posted by JTH View Post
    For the week of 21-25 April, Monday maintains its title as the worst performing day of the week.

    Monday is the best day to buy, with a winning ratio of 50% for an average gain of -0.13% (nearly breakeven with Wednesday & Friday)

    Tuesday maintains it's crown as the best day to sell, with a winning ratio of 80% for an average gain of .50%

    ___
    Something to think about, here's a question, do you really need to be invested the majority of the time to outperform the S&P 500?

    If you used your 2 IFTs each month to buy & exit on the 1st Tuesday of each month you would be up 3.60% YTD

    If you used your 2 IFTs each month to buy & exit on the 2nd Tuesday of each month you would be up 2.05% YTD

    If you used your 2 IFTs each month to buy & exit on the 3rd Tuesday of each month you would be up 1.79% YTD

    OBTW the S&P 500 is currently up .89% YTD

    Attachment 28245

    Attachment 28246


    Clarification Please. You both buy and exit on the 1st Tuesday? How does that work? Only one IFT per day and you would be selling and buying at the same price?

    PO


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  19. #10

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    Default Re: S&P 500 Best & Worst Days

    Quote Originally Posted by PessOptimist View Post
    Clarification Please. You both buy and exit on the 1st Tuesday? How does that work? Only one IFT per day and you would be selling and buying at the same price?

    PO
    Put an IFT in Monday morning to enter, then an IFT Tuesday morning to exit, it's just an observation, not a promise of future returns

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