May

1

Speaking of trends how does the May-Oct (April 30-Oct 31) period perform as a function of the YTD performance as of April 30?

SP500 (1951-2013) Dec 31-Apr30 returns were sorted:

"-" is down more than 2%. 
"+-" was flattish, return between -2% and +2% (2014*). 
"+" was up more than 2%.

Sorted this way, the returns for the 6 months following YTD-Apr 30 appear to continue the trend:

One-Sample T: May-Oct-, May-Oct+-, May-Oct+

Test of mu = 0 vs not = 0

Variable      N     Mean     StDev   SE Mean       95% CI             T
May-Oct-   17  -0.0408  0.12458 0.0302  (-0.1048, 0.0232)  -1.35
May-Oct+-  11   0.0059  0.0897  0.0270  (-0.0543, 0.0662)   0.22
May-Oct+   35   0.0389  0.0680  0.0115  ( 0.0155, 0.0623)   3.39

* YTD as of 4/30/14 is 1.93%


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