TigerSoft News Service 11/11/2011
www.tigersoft.com
How The Stock Market Does in
Novembers in The Year Before
A Presidential Election: 1931-2011
TigerSoft News Service 11/11/2011
www.tigersoft.com
How The Stock Market Does in
Novembers in The Year Before
A Presidential Election: 1931-2011
by William Schmidt, Ph.D. (Columbia University)
 |
Tiger Software
Research on Individual Stocks upon Request: |
Right not the DJI is 2.5% over the 21-day ma and shows
very high readings from the key P-Indicator and Accumulation Index.
There are no cases of declines in November going back to 1931
where such high internal strength readings existed in the middle
of November when the DJI was about 3.0% over the 21-dma.
Middle of November
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
Now 11/11/11 1.025 .680 453 135 .154 64 .31
--- ----
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1931 11/11 1.057 .845 7 -19 .076 -26 .17 Peak 11/9 and down hard
--- ----
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1935 11/13 1.028 .855 64 8 .081 57 .239 a little higher and then down to LB
-- ----
1939 11/20 is peak at ma to LB
1943 Falling DJI and reversal upwards on 11/30
1947 11/20 is peak at ma to lb
1951 Falling DJI and reversal upwards on 11/30
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1955 11/11 1.04 .805 +122 -16 .046 105 .269 moved 4% higher than sidewise. --- ----
--- ----
11/16 1.05 1.064 +131 -10 .130 119 .466 went flat for 6 weeks.
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1959 11/11 1.035 .462 13 1 .099 -178 .149 decline to ma
-- ----
1963 Falling DJI and reversal upwards on 11/22
1967 Falling DJI and reversal upwards on 11/14
1971 Falling DJI and reversal upwards on 11/24
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1975 11/17 1.017 .346 100 27 .075 0 .258 to LB in 3 wks.
1979 Falling DJI and reversal upwards on 11/7
1983 Falling DJI and reversal upwards on 11/7
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1987 11/16 1.015 -1.832 -128 85 -.06 -34 .138 decline to the lower band.
1991 Falling DJI and reversal upwards on 12/10
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1995 11/15 1.025 .315 -79 6 .075 -31 .112 DJI rose a lot after this.
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1999 11/15 1.022 .841 70 83 .002 34 .173 DJI moves up 8% in next 6 weeks
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
2003 11/13 1.008 .043 230 56 .083 -50 -.02 2% decline and the strong rally.
--- ----
2007 Falling DJI and reversal upwards on 11/26
==========================================================================
Decembers
Years Before A Presidential Election
17 rose 3 declined.
Major Sells in December (and then also in January)
led to big declines:
1947,1959,1983,2007
==========================================================================
End Nov End Dec
1931 93.90 77.90 DJI was below 3.5% band until 3 days before end
of year.
1935 142.30 144.10 DJI fell to 138.90 (lower band) on 12/19
and rallied. No signal at top on 11/20
11/20/1935 Top on 11/26 IP21 turned negative.
on 12/11 ANN-ROC turned negative
la/ma Ann-ROC P-I P-ch IP21 V-I Opct Result
1.03 .973 80 -12 .06 97 .394 to LB
1939 144.70 (LB) 145.90
1943 129.60 (LB) 136.20
1947 179.50 181.20
1951 261.30 269.29
1955 483.30 488.40 Peaked on 11/16 and went sidewise
1959 659.10 679.30 went sidewise after S12 on 12/8
The decline had to wait until next year
and S15 on 1/5/1960
1963 759.50 763.00
1967 875.81 905.11
1971 831.34 890.20
1975 860.67 852.41 Despite December decline, 1976 rose steeply.
1979 822.35 838.74
1983 1276.02 1258.64 Jan 6 Sell S12 and DJI fell below lower band.
1987 1833.55 1938.83
1991 2894.69 3168.83
1995 5074.49 5117.12
1999 10877.81 11497.12
2003 9782.46 10453.92
2007 13371.72 13264.82 Dec 6/7 S12/S9 called important top.