With the kids going back to school and Halloween now just around the corner (can you believe it?), I thought I’d share some “spooky” data surrounding the month of September courtesy of my friend Danny Hurwitz of BTIG Group.  (source Bloomberg)

The month ranks #1 in both frequency of losses and total losses since 1929.  He tried looking at whether or not the preceding August or YTD performance foreshadowed September’s results but it was pretty evenly distributed.

On a personal note, I always find market statistics – like baseball statistics – interesting, but I would never base my investment decisions solely on them.  All the same, it is the only month of the year that has historically been down more than fifty percent of the time.  

[The 2 tables below have the same info just sorted chronologically and then by returns.]