spx pres monthly returns

Pres Election Year Rtns
Post Midterm Pre Election
all 0.12% 0.46% 1.50% 0.84%

1 1.007 1.008 1.131 1.292
2 .995 1.017 1.147 1.293
3 1.004 1.014 1.173 1.295
4 1.007 1.018 1.212 1.307
5 1.007 1.016 1.210 1.307
6 .996 .994 1.229 1.333
7 1.007 1.007 1.249 1.349
8 .996 1.012 1.269 1.354
9 .970 1.002 1.264 1.357
10 1.012 1.027 1.232 1.363
11 1.015 1.052 1.239 1.395
12 1.017 1.073 1.280 1.415


Pres Election Year Rtns
Post Midterm Pre Election
all 0.12% 0.46% 1.50% 0.84%

1 1.007 1.008 1.131 1.292
2 .995 1.017 1.147 1.293
3 1.004 1.014 1.173 1.295
4 1.007 1.018 1.212 1.307
5 1.007 1.016 1.210 1.307
6 .996 .994 1.229 1.333
7 1.007 1.007 1.249 1.349
8 .996 1.012 1.269 1.354
9 .970 1.002 1.264 1.357
10 1.012 1.027 1.232 1.363
11 1.015 1.052 1.239 1.395
12 1.017 1.073 1.280 1.415


Pres S&P500 mo-by-mo rtns
Post Midterm Pre Election
all 0.12% 0.46% 1.50% 0.84%

1 0.71% -.9% 5.38% 0.87%
2 -1.17 0.97 1.44 0.08
3 0.90 -.36% 2.29 0.19
4 0.24 .39 3.27 0.93
5 1.00 -.20 -.14 0.01
6 -1.07 -2.12 1.59 2.00
7 1.10 1.27 1.65 1.10
8 -1.03 0.49 1.56 0.43
9 -1.28 -0.98 -.40 0.27
10 1.45 2.51 -2.54 0.44
11 0.35 2.46 .58 2.32
12 0.18 1.97 3.35 1.43
tot rtns:
5-10* -0.94 -1.22 3.27 6.40%
11-1* -0.37 10.10 4.85% 4.52%
11-4* 0.62 17.99 6.11 4.47%

Annzd:
5-10* -1.88 -2.42 6.7 13.2%
11-1* -1.48 46.97 20.9% 19.3%
11-4* 1.24 39.21 12.6 9.1%
*fm Nov of this yr tr Jan or Apr of next yr (true run)

Post Mid Pre Election
all + + +++ ++

5 ++ - - +
6 -- ---- +++ ++++
7 ++ ++ +++ ++
8 -- + +++ +
9 -- -- - +
10 +++ +++++ ----- +

11 + +++++ + +++++
12 + ++++ +++++++ +++
1 -- +++++++++++ ++ +
2 ++ +++ + --
3 - +++++ + +
4 + +++++++ ++ +