Mid-Year Rally
Inside the mid-year rally window (window open) — S&P record 56-17, +1.6% median historically. Median Window forward: +1.6%. Mid-year rally window active — seasonally the strongest short-horizon stretch.
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The last 3 trading days of June through the 9th trading day of July — historically the strongest short-horizon window of the year for US equities (S&P 500 ~+1.5% median / ~74% since 1950; Nasdaq 100 hotter at ~+3.1% / ~75%). A trading-day-offset window (not fixed calendar dates).
- 73 signals since 1950-01-01.
- Inside the mid-year rally window (window open) — S&P record 56-17, +1.6% median historically. Median Window forward: +1.6%. Mid-year rally window active — seasonally the strongest short-horizon stretch.
When to run this study
Run in late June, just as the window opens. The last 3 trading days of June through the 9th trading day of July is historically the strongest short-horizon window of the year for US equities (S&P ~+1.5% median / ~74%; Nasdaq 100 hotter).
Historical results
Window Stats by Index
| Index | N | Win% | Median | Worst | Best |
|---|---|---|---|---|---|
| S&P 500 | 73 | 76.70 | 1.62 | -5.36 | 9.94 |
| Nasdaq 100 | 21 | 85.70 | 2.58 | -4.95 | 8.53 |