Monday, November 24, 2003
| Average % change in the S&P 500 for each day of the week of and after Thanksgiving | | |||||||
| | | | | | | | | |
| Mon | Tue | Wed | TGIVG | Fri | Mon | Tue | Wed | Thu |
1980 | -0.6% | 0.7% | 0.6% | | 0.2% | -2.4% | -0.2% | -0.2% | -0.2% |
1981 | -0.1% | 1.6% | 0.4% | | 0.8% | 1.0% | -0.2% | -1.1% | 0.3% |
1982 | -2.0% | -1.0% | 0.7% | | 0.7% | -0.5% | 3.2% | 0.1% | 0.1% |
1983 | 0.6% | 0.5% | 0.1% | | 0.1% | -0.4% | 0.8% | -0.9% | 0.1% |
1984 | -0.6% | 0.7% | 0.2% | | 1.5% | -0.8% | 0.4% | -0.8% | -0.7% |
1985 | -0.6% | 0.2% | 0.9% | | -0.2% | -0.8% | 0.2% | 1.7% | -0.2% |
1986 | 0.6% | 0.3% | 0.2% | | 0.2% | -0.1% | 2.0% | -0.1% | -0.3% |
1987 | 0.4% | 1.4% | -0.9% | | -1.5% | -4.2% | 0.7% | 0.6% | -3.5% |
1988 | -0.1% | 0.4% | 0.7% | | -0.7% | 0.5% | 0.8% | 1.0% | -0.4% |
1989 | -0.7% | 0.1% | 0.7% | | 0.6% | 0.5% | 0.0% | -0.6% | 0.7% |
1990 | 0.7% | -1.3% | 0.2% | | -0.3% | 0.4% | 0.5% | 0.0% | -0.5% |
1991 | -0.2% | 0.7% | -0.4% | | -0.4% | 1.6% | -0.1% | -0.2% | -0.7% |
1992 | -0.4% | 0.6% | 0.4% | | 0.2% | 0.3% | -0.1% | -0.2% | 0.0% |
1993 | -0.8% | 0.4% | 0.3% | | 0.2% | -0.3% | 0.0% | 0.0% | 0.3% |
1994 | -0.7% | -1.8% | 0.0% | | 0.5% | 0.4% | 0.2% | -0.3% | -1.1% |
1995 | -0.5% | 0.6% | -0.3% | | 0.3% | 0.2% | 0.9% | 0.2% | -0.4% |
1996 | 1.1% | -0.1% | -0.1% | | 0.3% | -0.1% | -1.1% | -0.4% | -0.1% |
1997 | -1.7% | 0.4% | 0.1% | | 0.4% | 2.0% | -0.3% | 0.5% | -0.4% |
1998 | 2.1% | -0.4% | 0.3% | | 0.5% | -2.4% | 1.0% | -0.3% | -1.8% |
1999 | -0.1% | -1.1% | 0.9% | | 0.0% | -0.6% | -1.3% | 0.6% | 0.8% |
2000 | -1.8% | 0.4% | -1.9% | | 1.5% | 0.5% | -1.0% | 0.4% | -2.0% |
2001 | 1.1% | -0.7% | -0.5% | | 1.2% | 0.6% | -0.7% | -1.8% | 1.0% |
2002 | 0.2% | -2.1% | 2.8% | | -0.3% | -0.2% | -1.5% | -1.5% | 0.6% |
2003 | | | | | | | | | |
| | | | | | | | | |
1980-2003: | | | | | | | | | |
Avg: | -0.17% | 0.01% | 0.24% | | 0.25% | -0.19% | 0.19% | -0.14% | -0.36% |
Annzd: | -34.7% | 2.5% | 80.2% | | 87.8% | -38.6% | 61.1% | -30.4% | -59.5% |
| 35% | 65% | 70% | | 70% | 48% | 52% | 39% | 39% |
Since 1990 | | | | | | | | | |
Avg: | -0.07% | -0.35% | 0.14% | | 0.31% | 0.20% | -0.27% | -0.24% | -0.32% |
Annzd: | -15.8% | -58.4% | 41.3% | | 114.4% | 66.7% | -49.5% | -45.4% | -55.1% |
| 38% | 46% | 54% | | 69% | 62% | 31% | 38% | 38% |
Bottom line: one should go long the Wednesday prior to Thanksgiving and exit on the close of the Friday after.
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