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The chart below is form Schaeffer: http://www.schaeffersresearch.com/commentary/observations.aspx?ID=109163&obspage=2.
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- Seasonality
- Seasonality by Month and Day
- Holiday Seasonality
- Average Quarterly Percent Change for Dow
- Trading Thanksgiving Week
- December OE Week Historically Bullish
- Quadruple Witching Expiration Week Bullish
- 5-Week Expiration Cycles
- Christmas Week and New Year Week
- Presidential Cycle Years
- Election Year Dow Returns by Party and Term
- Holiday Weeks
- Martin Luther King, Jr. Week
- January Barometer
- Leap Day Performance
- Sell on Rosh Hashanah and Buy on Yom Kippur
- Up 5-15% YTD Heading Into December
- Last and First Trading Day of Year
- Santa Rally, First Five Days and January Barometer
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Quadruple Witching Expiration Week Bullish
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