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S&P Positive and Negative Streaks 1926 – 2011 (Part 1)
By JLP | February 7, 2012
Through January 2012, there are 1,033 months of total returns for the S&P (January 1926 – January 2012). Here’s a look at how those months break down as far as streaks go.
You’ll notice that there are a lot more one-month negative streaks than positive streaks. Looking at the data, I noticed that during longer streaks of positive returns, there might be a couple of one month periods of negative returns. It’s also interesting to note that the longest negative streak is 9 months (-32.78% over that 9 month period) and that it only occurred one time (January 1974 – September 1974).
The longest positive streak was 15 months from March 1958 through May 1959. The S&P returned 50.10% over that 15 month stretch.
I’m working on a follow-up post that will look at the returns during these streaks. Stay tuned…
Topics: Investing, S&P 500 Index | No Comments »