Update on Turn-of-the-Month Investing

A few of you asked if the turn-of-the-month gains were mainly caused by the turn of the year. It turns out that January is the big winner, but other months also did very well.
Here are the average gains for each seven-day turn-of-the-month period (the month listed is the month being turned to):

Here are the numbers:

Month	Avg Gain
Jan	1.59%
Feb	0.54%
Mar	0.27%
Apr	0.14%
May	0.58%
Jun	0.65%
Jul	0.60%
Aug	0.43%
Sep	0.07%
Oct	0.16%
Nov	0.91%
Dec	0.82%

Posted by Eddy Elfenbein on February 4th, 2010 at 10:00 pm

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