September is upon us, and for many investors that means, “Put on your flack jacket!'” September has been the most consistently poor performing months of all time. I’m not here to write specifically about that, but I can point you to a number of great posts that have already done so:
Woodshedder’s blog on iBankCoin
Michael Stokes’ MarketSci blog
Rob Hanna at Quantifiable Edges
All of these guys have provided great data and evidence about the past stinky results of September, but I wanted to provide a view of what the past results of the MultiStage Trading System has done:
As you can see, the September MS results are nothing to write home about. Some years September is worse, sometimes better than average; and overall, it’s about a typical month. Naturally I don’t have any idea about what this year will produce, but in the past the increased volatility (as noted by Rob Hanna) has made up for the declining market.
Good Trading…
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