S&P500 – December Correlation

admin S&P 500, Statistics

In the top graph are mean and median of the correlation results of the last 5 trading days of November. The bottom graph is the correlation results for the first five trading days in December and they have high values and is more reliable than the first estimate.

If you look at the results so it does not seem to be any weak point during the trading month, but right now from trading day 6-7 to trading day 11 is a historic worse period in this month and there should be alert for a possible dip. In extreme events can change outcomes and this is just information on my calculations from two different starting points. This is what history says and translated into graphs.