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19 for 19: The Most Consistent Six-Month Stretch in Market History
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ticker lesson
Breakdown
0:00lesson
Midterm elections and market seasonality
- Seasonality analysis of S&P 500 post-midterm
- 19 observations with 100% positive returns
- Average gain 14.79%, median 15.24%
- Historical context across political cycles
1:51lesson
Monthly performance post-midterms
- November average gain 2.75%
- December weaker at 0.82%
- January strongest at 4.23%
- April 3.38% gain
3:45lesson
Gridlock and market performance
- Gridlock associated with stronger returns
- 15.19% average in divided government
- 13.67% in unified government
- 1.5% average difference
5:37lesson
Political control and market outcomes
- Opposition control leads to stronger returns
- 15.81% average in opposition control
- 13.63% in split government
- 13.67% in unified government
7:26lesson
Historical examples of midterms
- 1970 midterms: 24.86% gain
- 1982 midterms: 22.97% gain
- 1990 midterms: 23.47% gain
- 1998 midterms: 21.5% gain
9:17lesson
Market environment and seasonal framework
- Seasonal framework, not mechanical forecast
- Positive six-month returns but not smooth
- Historical averages don't guarantee outcomes
- Positioning and trade construction matter
11:05lesson
Second-term presidents and midterms
- Five historical examples of second-term midterms
- Average gain 12.57%
- Median 12.2%
- Weaker than broader historical averages
12:59lesson
Practical conclusions for midterms
- Seasonality is strong but not guaranteed
- Gridlock associated with stronger returns
- Second-term midterms uniformly positive
- Translate historical tendency to current environment
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