SteadyTapeQuantitative Market Research

Jan+Jun Both Green Barometer

January+June Both Green Barometer (provisional): January +1.29%, June-to-date -0.57%. Median RoY forward: +9.6%.

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When both January and June close positive, rest-of-year from end of June has been bullish 82% of the time historically (n=22, WR holdout 86%). Wider-window confirmation than Jan+Feb -- lower noise floor anchor for H2.

January
+1.29%
June
-0.57%
Both Green
NO

When to run this study

Run after January closes and again after June closes. The signal finalizes on the last trading day of June when both January and June are positive -- a wider-window conjunction with 85.7% out-of-sample holdout WR. Floor reference for H2.

Historical results

January+June Both-Green Years -- Rest-of-Year SPY Returns

YearJanuaryJuneRoY
20252.944.5511
20242.163.448.39
20236.745.488.04
20210.352.3311.70
20197.897.2310.90
201236.755.94
20111.280.57-3.80
20042.021.996.79
19993.765.917.77
19980.773.789.57
19975.914.5710.75
19962.460.6011.14
19952.872.2914.32