The Most Consistent Seasonal Patterns in the S&P 500 | With Statistics

Excluding the specifics of the decennial and presidential cycles, the average annual cycle of the S&P 500 since 2004 reveals five consistent seasonal periods, three of which are suitable for high-probability swing trades (90%+):

 

 S&P 500 average annual cycle (2014-2024).

Since the S&P rises 70% of the time, bearish trends are less consistent than bullish ones.

# 1: Mid-February to Late-March Decline: Price action shows an important top between February 14 and 15, followed by a bearish trend lasting into March 20. 

 

 Bearish from February 14-15 High to March 20 Low (2004-2023).

Average move lower: -2.35% (during 12 out of 20 years, down = 60%).

[ ¡ stats in tab referring to February 15 to March 1 (not March 20) - typo, error ?]

# 2: Late-March Rebound: Over the past 20 years, the S&P 500 has risen 18 times between March 23 and April 27.

 

 Bullish from March 23 Low to April 27 High (2004-2023).

Average move higher: +4.78% (during 18 out of 20 years, up = 90%).

# 3: July Rally: Since 2009, the S&P 500 has always risen between June 27 and July 25. Not most years. Every single year.

 

 Bullish from June 29 Low to July 25 High (2009-2023).

Average move higher: +4.27% (during 15 out of 15 years, up = 100%).

 

# 4: September Chop: Lack of clear bullish or bearish trends; tentatively sideways to down.

 

September chop between September 1 High to September 30 Low (2009-2023).

Average move higher: +2.77%. Average move lower: -2.63% (during 8 out of 15 years, down = 53%).

# 5: November Rally:  S&P 500 consistently rising since 2004 and averaging a 4.88% gain.

 

Bullish from October 25 Low to November 30 High (2004-2023)

Average move higher: +4.88% (during 18 out of 20 years, up = 90%).

Reference:

BeSomebodyFX (January 14, 2025) - The S&P 500's Most Consistent Seasonal Patterns. With statistics.

 

 S&P 500 Seasonality (2000-2025).

 

February averaged 0.1% gain over the past 

five decades, with positive results at 56%.

 

Median Monthly Flow into Equity Mutual Funds and ETFs

as a % of total Assets Under Management (1996-January 2025).

Range Extension & Contraction - Reversals - Time Cycles | Stacey Burke

Stacey  Burke (Dec 21, 2022) - Cheat Code For The High and Low of The Year (Advanced Technical Analysis).

 

oOo

 

Old Baron Rothschild's recipe for wealth winning applies with greater force than ever to speculation. Somebody asked him if making money in the Bourse was not a very difficult matter, and he replied that, on the contrary, he thought it was very easy. "That is because you are so rich," objected the interviewer. "Not at all. I have found an easy way and I stick to it. I simply cannot help making money. I will tell you my secret if you wish. It is this : I never buy at the bottom and I always sell too soon."

Jesse L. Livermore

oOo

Quoted from:

Edwin Lefèvre  (1923) - Jesse Livermore - Reminiscences of a Stock Operator.

 

See also:

 Stacey Burke (2022) - Best Trade Set Ups Playbook.

Jesse-Livermore.com (2022) - Patterns in Stock Prices - Jesse Livermore’s Trading Methods.

Franklin O. Ochoa Jr. (2010) - Secrets of a Pivot Boss - Revealing Proven Methods for Profiting in the Market. 

Richard D. Wyckoff (1922) - Jesse Livermore's Methods of Trading in Stocks.

 

Weekly Cycle and Market Structure in Gold (1 hour chart):
Daily and Weekly Highs and Lows, Daily and Weekly Pivot Levels, Inside Days, Outside Days,
Daily and Weekly Accumulation-, Extension-, and Distribution-Levels, Breakouts, False Breakouts,
V Patterns, M & W Patterns, Peak Formation Highs and Lows.

S&P 500 Index vs Average Annual Cycle | Turning Points 2019

The above chart shows the Average Annual Cycle based on S&P 500 Index close values from 1950 to 2018.
Upcoming important turning points in this cycle during 2019 are:
Jan 07 (Mon) High
Jan 14 (Mon) Low
Jan 25 (Fri) High
Feb 09 (Sat) Low
Mar 12 (Tue) High
Mar 29 (Thu) Low
Jun 08 (Sat) High
Jul 01 (Mon) Low
Aug 29 (Thu) High
Oct 28 (Mon) Low
Nov 08 (Fri) High
Dec 23 (Mon) Low

US Sugar #11 | At or Near Longterm Cycle Low

US Sugar #11 Futures [monthly bars]

US Sugar #11 Futures [weekly bars]

US Sugar #11 Futures [daily bars]

US Sugar #11 Futures [daily close]

US Sugar #11 vs Average Annual Cycle (1973-2018)

US Sugar #11 vs Long Term Cycles (45 Year, 11.25 Year, 40 Month, 18 Month, etc.)

US Sugar #11 vs 45 Year Saturn - Uranus Cycle (heliocentric)

EUR/USD vs Inner Planets' Ingress into Zodiac Signs + Annual Cycle

The Best Seasonal Time of the Year | Feb 15 - May 10

Feb 15 - May 10 (Source: Nautilus Research)

First Quarter 2017 | Presidential Cycle + Seasonal Pattern + Decennial Cycle of the DJIA (HERE)

DJIA 2017 | Presidential Cycle + Seasonal Pattern + Decennial Cycle

Seasonal Cycle (1900-2016) Jan 01 - Dec 31 = +6.99%

1st Year of the Presidential Cycle (2017) Jan 01 - Dec 31 = +5.48%

7th Year of the Decennial Cycle (2017) Jan 01 - Dec 31 = +4.82%

"The Sun's position by itself in relation to the stock market can show you trends that are more

or less active for each year, as the Sun degrees are generally fixed. They fall on about the

same date every year. So this is why some periods of the year would be more of a pattern."

Jack Gillen (1979): The Key to Speculation on the New York Stock Exchange.

SPX vs Presidential + Decennial + Annual Cycles | Dec 2016 – Jan 2017

Calculation: www.moneychimp.com

SPX vs 93 Trading Day Cycle + US Election

93 Trading Days ≈ 135 Calendar Days ≈ 19.3 Weeks ≈ 4.5 Months ≈ 0.37 Years.
Regardless of the election outcome, in November and December the S&P 500 advances 72.2% of the time.
(Source: Jeff Hirsch - see also HERE)

Stan Harley: November 8 (Tue) = Cycle Low in Stocks + Crude Oil (HERE)

SPX vs Presidential + Decennial + Annual Cycles | October 2016

SPX vs Presidential + Decennial + Annual Cycles | September 2016

September is the only month to show more losing months than winning months
over the past 66 years. It also sports the largest average loss (-0.68%).
October actually has a decent track record (up 41 times - or 62% of the
time - down 25 times, with an average gain of +0.80%). However, this
record is tainted somewhat as many investors - not entirely incorrectly -
have come to refer to October as "Crash Month". To wit, 1929, 1930, 1932,
1933, 1937, 1941, 1978, 1979, 1987, 1997 and 2008 all witnessed sharp
declines in the stock market during the month of October.
Calculation: www.moneychimp.com

Presidential + Decennial + Annual Patterns | 2016 - 2019

See also HERE

SPX vs Presidential + Decennial + Annual Patterns | August 2016

Most Volatile Seasonal Period About to Begin | Nautilus Research

Source: Nautilus Research

Source: Nautilus Research

Summer Solstice Full Moon

“It is very true, some of the Ancients have Winter and Summer, made the day and night to consist of equal hours.
I mean every hour to consist of sixty minutes, equally; but Astrologists do not so, but follow this method, viz.
according to the motion of the Sun both  Summer and Winter, so do they vary their hours in length or shortness.”
One measures the time between sunrise and sunset and divides it into 12 equal parts.
These are the planetary hours (HERE)

June 18 (Sat) was a minor turn day in the geocentric and the heliocentric Bradley Indices,
June 20 (Mon) was a rare Summer Solstice Full Moon, the stock market seems in line with the SolunarMap,
and should move sideways-to-down into Brexit-Thursday, June 23.

Calculated and charted with Timing Solution.

Enlarge

SPX vs Presidential + Decennial + Annual Patterns | June 2016

Crude Oil vs Annual Cycle + Spectrum Analysis | 2015 - 2017

Calculated and charted with Timing Solution.

Gold vs Astro Neural Network Forecast

Calculated and charted with Timing Solution.

SPX vs Annual Cycle + 5th Year of Decennial Cycle

Calculated and charted with Timing Solution

Sergey Tarassov - Annual and Moon based Forecast for the SPX 2015-2016

Credits: Sergey Tarassov

Sergey Tarassov - [...] Moon cycles are an enigma for me. The cycle period is just one month; it makes this cycle very appealing for a swing trader. 

I have spent a lot of time trying to find an appropriate model for Moon cycles (for example, applying Walk Forward Analysis module in Composite module). 

This approach looks very promissing; at least it gives stable results (Walk Forward Analysis does not)."

[...] Sometimes cyclical patterns based on the Moon cycle appear (Moon phases, Moon tropical and Moon Draconic cycles), live for some time and then disappear. It looks like the typical time of the existence of this pattern is one year, may be less. It is difficult to say  what mechanism lies behind this phenomenon. Maybe some mass psychology patterns appear, make resonance with some Moon cycle, and this resonance gives to this pattern an energy to exist for some period of time." (HERE)