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1 E S Browning, Danger for the Economy Yes: Rally for Stocks Now, The Wall Street Journal, November 4, 2002 2 Jonathan R Laing, Merry Month, Barron s, May 7, 2001 3 Mark Vakkur, MD, Mark Your Calendars: Stock Market Seasonality, Active Trader, September 2002, pp 96 97
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4 Stock Trader s Almanac, 2003, published by the Hirsch Organization Inc Their Web site is wwwstocktradersalmanaccom 5 Since investing in the DJIA as an index back in the 1950s was not possible (for example, Diamonds traded on the AMEX did not exist then) the results presented are theoretical in nature, based on back testing the data Also, the almanac does not mention whether or not reinvested dividends have been included in the performance numbers 6 Stock Trader s Almanac, 2003, p 58 7 Sy Harding, Riding the Bear: How to Prosper in the Coming Bear Market, Adams Media Corporation, Holbrook, MA, 1999 8 Mark Vakkur, MD, Seasonality and the S&P 500, Technical Analysis of Stocks & Commodities, vol14, no 6, June 1996 9 Vakkur, Mark Your Calendar, pp 96 99 10 FORMULA RESEARCH, August 21, 2001, vol 6, no 11
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After spending time going through the numerous monthly seasonality strategies presented in the last chapter, you probably thought that s about all you can squeeze out of the calendar Guess again There are more profitable strategies in this chapter Certain seasonal strategies will not be covered because they are more applicable to traders than to investors If you are interested in pursuing seasonal strategies, as a trader or investor, be sure to get a copy of the Stock Trader s Almanac, available at 1-800-477-3400, or at their Web site: wwwstocktradersalmanaccom Vakkur Tests Optimum Months Combined with Optimum Presidential Cycle Years Mark Vakkur made another significant research contribution by publishing another seminal article in the October 1996 issue of Technical
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MARKET-TIMING STRATEGIES
Analysis of Stocks & Commodities1 In this nine-page article, Vakkur combined the optimum months with the optimum presidential cycle years The results were outstanding; so let s get right to them The election cycle years are:
Pre-election year: The year before the election year (for example, 1987, 1991, 1995, 1999, and 2003) Election year: The year of the election (for example, 1988, 1992, 1996, 2000, and 2004) Postelection year: The year after the election year (for example, 1989, 1993, 1997, 2001, and 2005) Midterm election year: Two years after the last election year and also prior to the next election year (for example, 1990, 1994, 1998, 2002, and 2006)
Historically, there is a four-year cycle in the stock market encompassing the presidential election years Usually, the market rises more in the pre-election year than in the election year itself The election year is the second best of those four years And in the two years after the election, the market usually does not make much progress Table 8-1 contains the data from 1950 through 1995 delineating the average monthly returns of the S&P 500 Index in each of the four years of the presidential election cycle, as compiled by Vakkur As the table indicates, the pre-election years stock market returns are by far superior to any of the other three years of the presidential election cycle The average annual return since 1950 was 1872 percent and the market rose every pre-election year The next best performing year was the election year, with an average annual return of 1008 percent and a 91 percent success ratio Conversely, the worst performing presidential cycle year was the postelection year, with an average annual return of only 2 percent and with the markets rising only 45 percent of the time in those years Next worst performance was the midterm year, which sported an average annual return of a meager 463 percent, with a positive market in 55 percent of the years Freeburg Tests Presidential Cycle Back to 1886 Nelson Freeburg tested the quadrennial presidential cycle back to 1886 through 2001, to double-check and expand upon the data tested
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