March daily performance (2013 version)

SPY
SPY March
Other statistics about SPY over the years for March –

  • 10% of the years never have a daily close below  February’s close.
  • 40% of the time the low of the month is in the first 5 days, 30% in trading days 6-10, the low is in the last 5 days 15% of the time.
  • the closing high is in the first 5 days 20% of the years, last 5 days 20%. trading days 11-15 had the high 45% of the time.
  • It appears that first 10 trading days are flattish, positive option expiration week, with dip following.

IWM
IWM March

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