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Indicator of the Week: Time to Buy Presidents Day Puts?

Tuesday has typically been the worst day of the holiday-shortened week

Senior Quantitative Analyst
Feb 14, 2017 at 3:34 PM
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Next Monday is Presidents Day. While the four-day work week is nice, the stock returns for the week have not been so nice for investors. The table below shows that the S&P 500 Index (SPX) has historically averaged a small loss during the week of Presidents Day, and most of the returns have been negative. This data goes back to 1971 when Presidents Day officially became the third Monday in February. However, keep in mind that a year ago, it was this week -- the one before the holiday -- when stocks bottomed, and the S&P 500 rallied more than 20% for the rest of the year.  

Below, I’ll break down the holiday week by day to see where it has gone wrong. I'll also look at short trading weeks in general.

sp500 weekly returns since 1971

Where Presidents Day Week Goes Wrong for the S&P

The table below breaks down the holiday week by day to see where things have gone wrong. It seems to go bad from the start, with Tuesday -- the first trading day of the week -- averaging a loss of 0.14%. However, the index is up 54% of the time, which isn't too terrible. The problem, as you can see looking at the average positive and average negative, is that when it goes down, it goes down quite a lot -- more than a percentage point, on average. Wednesday and Thursday have also been poor, with each day being positive roughly 40% of the time and averaging a small loss (the Wednesday average is very small, rounding to zero percent).

sp500 returns over presidents day week

Monday's Holiday Signals a Short-Term Slump for Stocks

In the tables below I show how the S&P 500 has performed during full five-day trading weeks vs. shortened trading weeks. The good news is that short trading weeks tend to outperform typical trading weeks. However, I also break it down by whether the short trading week includes a Monday holiday, Friday holiday, or other. Since 1971, holiday weeks when markets have been closed Monday perform about as well as a typical five-day week -- which underperforms short trading weeks in general. Since 2000, Monday holiday weeks are even worse, averaging a weekly return that is negative, and seeing a positive return barely half the time. All in all, Presidents Day week doesn't seem to be one to get excited about.

sp500 short trading week returns

Stuck for ideas on how to trade Presidents Day week? Find out what our historical data is saying about the best stocks and worst stocks to trade during the week ahead.
 
 

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