Alright. Tested every month back to 1928-ish. 98 years. Whatever. Eleven of the twelve are up on average. February is like 0.1% so I don’t even bother calling that a down month.
September is the one. That’s it. Only about 45% of them finish green. October’s not great either.
And look, the average is a little dirty because September 1931 was down 30%. One month. One. And it yanks the whole number around. Most of the other disaster months are old too. Tiny market, no circuit breakers, all that. COVID is basically the only modern one that even looks close.
So is September weak. Yeah. Is it a crash? No. It’s like 1% down on average. Soft. I’m recording this the 1st, and we’re already gaping down half a percent, so maybe we just do the whole month in a day. Who knows.
Midterms make it weirder. Starts in August. Which we already had. Drags through September. Then October usually gets that lift. I don’t think that’s magic. Market just hates sitting there not knowing who is running the thing. Once it looks decided, the discount comes off. Doesn’t matter who wins. Just that somebody won.
Sell in May and go away, everybody knows. Hirsch has the better one. Buy in October and get yourself sober.
I split the year. May to October made about 50 grand over the test. Nov to April was 700. Same market. Just… different half. Taxes aren’t in there. I’m not telling you to sit in cash for six months. I’m saying the back half of the year is where most of the meat is.
What would I do with it? Not short. People hear weak month, and they want to short. That’s a pain.
If it’s choppy and kind of sloppy, that’s mean reversion weather. So I’m not taking a “September trade.” I’m looking at which systems like that tape and maybe leaning that way if it actually shows up.
That’s the whole Stats Edge thing. A pile of systems. Not one idea.
Pro is 149.99 a month. 30-day money-back. Link below. Get away from the screens.