historical 6 months or more winning streak for S&P 500 Index since 1950

historical 6 or more months winning streak for S&P 500 Index

With S&P 500 index gaining for 6 months  in row , we looked at how the S&P 500 Index fared over the next 1 month , 1 quarter , 6 months and over the next one year since 1950.

#FYI , this is the 48 th instance of S&P 500 Index gaining for 6 months (interleaving instances , if S&P 500 Index gains for 7 months , it is included as well under 6 months of consecutive gains ) in row since 1950

Winning odds for the next month  

  • Winners : 29
  • Losers : 18
  • % Winners : 62%
  • Average Change % : 0.79
  • Median Change % : 1.26
  • Maximum Gain % : 10.24
  • Maximum Loss % : -6.77
  • Average Gain %if Winner : 2.87
  • Average Loss % if Loser : -2.57
  • Average Gain % / Average Loss % : 1.12

Winning odds for the next Quarter ( i.e 3 month holding period)

  • Winners : 40
  • Losers : 7
  • % Winners : 85%
  • Average Change % : 3.38
  • Median Change % : 2.59
  • Maximum Gain % : 13.17
  • Maximum Loss % : -11.89
  • Average Gain %if Winner : 4.79
  • Average Loss % if Loser : -4.66
  • Average Gain % / Average Loss % : 1.03

 Winning odds for the next Half Year  ( i.e 6 month holding period)

  • Winners : 38
  • Losers : 7
  • % Winners : 84%
  • Average Change % : 7.77
  • Median Change % : 8.40
  • Maximum Gain % : 23.18
  • Maximum Loss % : -9.35
  • Average Gain %if Winner : 9.96
  • Average Loss % if Loser : -4.13
  • Average Gain % / Average Loss % : 2.42

 Winning odds for the next One Year  ( i.e 12 month holding period)

  • Winners : 38
  • Losers : 7
  • % Winners : 84%
  • Average Change % : 11.77
  • Median Change % : 9.30
  • Maximum Gain % : 40.08
  • Maximum Loss % : -13.26
  • Average Gain %if Winner : 14.79
  • Average Loss % if Loser : -4.64
  • Average Gain % / Average Loss % : 3.19

Below the table with S&P change % details after 1 Month, 1 Quarter , Half Year , 1 year , after S&P 500 Index winning streaks of 6 or more

SPY Change % after 6 or more months of winning streak since 1950

do note that that Sell in May and Go Away do spoil the returns in this momentum continuation of 6 or more months of S&P 500  Index continuous gains.

as can be be seen the average 6 months gains for 6 or more months of winning streaks are mere 2.64% as against the average of 7.77% gains

Month Chg % 6 Mths Later
Apr-13 ??
Apr-98 -1.18
Apr-96 7.81
Apr-91 4.56
Apr-83 -0.54
Apr-71 -9.35
Apr-61 5.07
Apr-54 12.1
avg 2.64

inspiration by Rob Hanna from Quantifiable Edges What Happens After 6 Months Of Gains post

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