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Seasonal Investment Data:  Quarterly, Monthly, Bi-monthly, Daily

The table below gives quarterly, monthly, and daily seasonal data over the last 14 years.  For a summary of market behavior in various months, click on the name of the month.  You'll also find quarterly summaries if you click on the first month of a quarter (e.g. clicking on "January" will give you a summary of market behavior in the first three months of the year).

 
Month
Risk adjusted full month
Full month data (no adjustment)
Risk-adjusted Quarterly Data Quarterly Data (no adjustment)
January jan/jan_adj jan/jan.htm                          ; quarterly/q1.asp
February feb/feb_adj feb/feb.htm
March /mar_adj.ht mar.htm
April apr/apr_adj. apr/apr.ht                          ; quarterly/q2.asp
May a/may_adj. may.h
June jun/jun_adj.h jun/jun.ht
July jul/jul_adj.h jul/jul.ht quarterly/quarte quarterly/q3.h
August aug/aug_adj aug/aug.h
September sep/sep_adj.h p/sep.h
October oct/oct_adj.h oct/oct.h quarterly/quarter quarterly/q4.asp
November nov/nov_adj nov/nov.h
December dec/dec_adj dec/dec.h

The table below details the results gotten by breaking every month into halves (the first ten days and the last ten days).

Month
Risk-adjusted first half of month
Risk-adjusted second half of month
First half of month
Second half of month
January jan/jan_ha jan/jan_half2_ jan/jan_ jan/jan_h
February feb/feb_half1_ feb/feb_half2 feb/feb_hal feb/feb_t
March mar/mar_half mar/mar_half2 mar/mar_hal ar/mar_halm
April apr/apr_half apr/apr_half2 apr/apr_half apr/apr_half2.
May may/may_hal may/may_half may/may_h may/may_half
June jun/jun_half1_ jun/jun_half2_ jun/jun jun/jun_hal
July jul/jul_half1_ jul/jul_half2_a jul/jul_h jul/jul_half2.ht
August aug/aug_half aug/aug_half2 aug/aug_ha aug/aug_h
September sep/sep_half1 sep/sep_half2 sep/sep sep/sep_h
October oct/oct_half1 oct/oct_half2 oct/oct_ oct/oct_ha
November nov/nov_half1 nov/nov_half2 nov/nov nov/nov_
December dec/dec_half1 dec/dec_half2 dec/dec dec/dec

Below, one can see summaries for every trading session since early 1987. 

1987 1988 1989 1990 1991
1992 1993 1994 1995 1996
1997 1998 1999 2000 2001
2002 2003 2004 2005 2006
2007 2008      

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