Click on the chart to enlarge.
From 1960 to 2010. Calculations start at the open of the first trading day of the month and end on the close of the last trading day.
February Statistics:
- Average Monthly Profit/Loss = -0.19%
- Winning Months= 52.94%
- Worst February = 2009 loss of -10.1%
- Best February = 1986 gain of +7.1%
Profit Distributions:
From 2000-2010
February seasonality has been consistently negative throughout the last decade. These results are heavily influenced by February of 2001 and 2009, both of which were big losing months.
What about the 3rd year of the 1st term of a U.S. President?
lol…Democrat or Republican president?
What if you take out 2001 and 2009?
Kat, here you go.
$SPX Long 2/1/2000 -2.01%
$SPX Long 2/1/2001 -9.23%
$SPX Long 2/1/2002 -2.07%
$SPX Long 2/3/2003 -1.70%
$SPX Long 2/2/2004 1.22%
$SPX Long 2/1/2005 1.89%
$SPX Long 2/1/2006 0.05%
$SPX Long 2/1/2007 -2.16%
$SPX Long 2/1/2008 -3.48%
$SPX Long 2/2/2009 -10.69%
$SPX Long 2/1/2010 2.85%
Thank you.
In the last decade (even without 2001 and 2009) average P&L is -0.6%, way below the avg. since 1960.
February is getting worse. Could be related to the weather on the East coast 🙂 I remember last year winter was sunny, mild and short. In 2009 it sucked. Am I onto something here?
The SPY was up 3% last year in Feb.