Mid-Year Rally
Mid-year rally window 59-18 record, +1.6% median (after)
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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).
- 77 signals since 1950-01-01.
- Mid-year rally window 59-18 record, +1.6% median (after)
Window
last 3 of June → July day 9
window closed
S&P Record
59-18
n=77
S&P Median
+1.6%
77% win
Nasdaq 100 Median
+2.2%
86% win, n=22
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 | 77 | 76.60 | 1.62 | -6.85 | 9.94 |
| Nasdaq 100 | 22 | 86.40 | 2.20 | -4.95 | 8.53 |