Two-Month Strong Barometer
Last two months (+2.6% / -0.4%) not both >= +4%
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When the last two completed months both gained >=4%, the next month and rest-of-year have historically been strong. Any month-pair (auto-targets the trailing two months).
- 39 signals since 1950-01-01.
- Last two months (+2.6% / -0.4%) not both >= +4%
Last 2 Months
+2.6% / -0.4%
Aug+Sep
Threshold
both >= +4%
Next-Mo Win
74%
n=39
RoY Median
+6.5%
72% win
When to run this study
Run at month-end. When the last two completed months both gained >= threshold (default 4%), the following month and rest-of-year have historically been strong. Generalizes the Finom "Apr & May both >4% -> June positive" quant to any month-pair.
Historical results
Forward returns after a strong two-month pair
| Window | N | Win% | Median | Mean |
|---|---|---|---|---|
| Next month | 39 | 74.40 | 1.84 | 1.28 |
| Rest of year | 39 | 71.80 | 6.48 | 6.85 |