More info on our almanacs

The charts are most helpful for the overall effects of the daily progressions.

You will find the following columns:

65 years of SP500 data

29 years of data (SP500 & small caps) that started in 1988 after 1) small cap indexes became available and 2) after the effects of the 1987 market crash

24 years of data (SP500 and small caps) from the same 29 years above minus the large gyrations of the bear market years... I consider this the cleanest seasonal data.

The TSP F fund is the US aggregate bond index (AGG ETF)... we have less years of data, but it shows how it mostly moves opposite of the equity funds.  The TSP F fund has an interesting seasonal effect the AGG ETF does not based on when dividends are re-invested each month.

Each month is anchored on the 1st trading day of the month (not a calendar day).  

Each month is also anchored on the mid-day, but the Options Expirations date (Third Friday of each month) provides a different mid-month look at the seasonal progression of the months.

All the data is cumulative for that day over 65 years or 29 years which makes it easier to see and allows comparing years.  

I believe these seasonal "tendencies" are always there in the background but other factors move the markets too.  The seasonal investor tool allows you to increase your trade odds.  Don't go against strong seasonal negatives and don't miss strong seasonal tail winds.

With that said, I see larger central bank flows into the markets this cycle that are increasing in amplitude and is really distorting the markets.  Since March 2020 the distortion has been in a massive valuation expansion backed by little fundamental improvement.