Major US Indices October Monthly Seasonality Since 1990.

Major US  Indices October Monthly Seasonality Since 1990.

Below the details of historical average returns of 26 Major US Indices during the month of October since 1990 , to get an idea about October month Seasonality of various major indices.

We’ve also included the percentage of times that the Index had positive returns during the month of October , as a result, investors can get a good idea of which areas of the market October has been good.

As shown in the table below

  •  NASDAQ Transportation ( Code: IXTR)  is the best performing index in the October month , with a win rate of 74% and with average gains of 2.57% in October.
    • the 4 largest stocks in the Nasdaq Transportation Index as on October 1st 2013 were ->
    • UPS (United Parcel Service, Inc.) ,  gained 62% times in October , with avg gains of 1.8%  : $UPS Seasonality
    • UNP ,( Union Pacific Corporation) , gained 70% of the times in October , with avg gains of 4.9% : $UNP seasonality 

    • CNI ( Canadian National Railway Company) ,

      gained 75% times in October, with avg gains of 5.6% : $CNI Seasonality

    • FDX ( FedEx Corporation) , gained 70% times in October, with avg gains of 4.9% : $FDX Seasonality 

  • Best performing index in terms average for October is NYSE ARCA NETWORKING INDEX
  • 13-WEEK TREASURY BILL( Code:IRX) is the worst performing asset in the October with an average loss of -8.43%,
  • PHLX Gold/Silver Sector ( Code : XAU) is the worst performing sector in October , from percentage wins perspective.
  • S&P 500 Index average returns in OCtober month are 1.35% , with 15/23 , i.e 65% times giving positive returns , despite the meltdown of -17% loss in October 2008.

Below the big table with October Month Seasonality of 26 Major Indices since 1990

26 Major Indices October Month Seasonality since 1990

Definitions:

  • # : Total number of instances
  • Avg % : Average October Monthly Returns in percentage
  • Max % : Best October Monthly returns in percentage
  • Min % Worst October Monthly returns in percentage
  • # Wins : Number of winning October Months ( i’e number of months when returns are positive)
  • Avg % if Win : Average % change if the returns in October month are positive
  • #Loss : Number of loosing October Months ( i’e number of months when returns are negative)
  • Avg % if Loss : Average % change if the returns in October month are negative
  • % Wins : percentage times that October Month had given positive returns.
  • Avg Win / Avg Loss “: Ratio of Average Win % divided by Average Loss% , A.k.a Pay-off Ratio.

check out Day of Month Seasonality for October from MarketSci

you might want to consider subscribing to our daily quant rants email  !!

check out Quant-Ideas ( starting from $ 34.95 per month) to aid the speculators to find high probability winning trades.

One thought on “Major US Indices October Monthly Seasonality Since 1990.

  1. Pingback: Hot Links: The Reign of Morons | The Reformed Broker

Leave a Reply