eResearch | This Month’s seasonality report shows that there are 3 hold-overs, 18 additions, and 2 deletions in October.
Adding this month: S&P/TSX Composite Index; S&P 500 Index; Dow Jones Industrials; NASDAQ; Russell 2000; Dow Jones Transports; Materials; Industrials; Consumer Discretionary; Consumer Staples; Health-Care; Financials; Technology; Banks; Biotech; Gas Utilities; Retail; Metals & Mining;
Deleting this month: VIX and Gold
Seasonality refers to particular time-frames when stocks/sectors/indexes are subjected to and influenced by recurring tendencies that produce patterns that are apparent in the investment valuation process. A seasonality study preferably uses at least 10 years of data.
The chart in the Seasonality Trends report shows the periods of seasonal strength for 28 market segments (sectors/indexes). Each bar indicates a buy and a sell date based upon the optimal holding period for each market sector/index.
Seasonal Positive Strength for the Market Segments in October
| SECTOR/INDEX | FROM | UNTIL |
| S&P/TSX Composite | 28-Oct | 05-Jun |
| S&P 500 Index | 28-Oct | 05-May |
| Dow Jones Industrials | 11-Oct | 17-May |
| NASDAQ | 09-Oct | 05-Jan |
| Russell 2000 | 06-Oct | 31-Dec |
| DJ Transports | 02-Oct | 08-Dec |
| VIX | 18-Jul | 12-Oct |
| U.S. Dollar Index | 02-Aug | 22-Nov |
| Energy | 26-Sep | 22-Dec |
| Materials | 01-Oct | 22-Dec |
| Industrials | 08-Oct | 22-Dec |
| Consumer Discretionary | 07-Oct | 22-Dec |
| Consumer Staples | 01-Oct | 22-Dec |
| Health-Care | 08-Oct | 04-Dec |
| Financials | 07-Oct | 22-Dec |
| Technology | 09-Oct | 22-Dec |
| Banks | 08-Oct | 22-Dec |
| Bio-Techs | 04-Oct | 24-Feb |
| Gas Utilities | 07-Oct | 22-Dec |
| Retail | 01-Oct | 22-Dec |
| Metals & Mining | 03-Oct | 22-Dec |
| Gold | 27-Jul | 10-Oct |
You can access the full October Seasonality Trends report here: SeasonalTrends_100119
