I have just read this and thought it may be of interest, it is only part of the article.
http://www.marketoracle.co.uk/Article5166.html
Next week includes the 5 trading days prior to the 4th Friday in June during the 4th year of the Presidential Cycle.
The tables show the daily return on a percentage basis for the 5 trading days prior to the 4th Friday in June during the 4th year of the Presidential Cycle. OTC data covers the period from 1963 - 2007 and SPX data from 1953 - 2007. There are summaries for both the 4th year of the Presidential Cycle and all years combined. Prior to 1953 the market traded 6 days a week so that data has been ignored.
Over all years, on average the coming week has yielded negative returns, however, during the 4th year of the Presidential Cycle the returns have been positive.
Report for the week before the 4th Friday of June
The number following the year is the position in the presidential cycle.
Daily returns from Monday through the 4th Friday.
OTC Presidential Year 4
Year Mon Tue Wed Thur Fri Totals
1964-4 0.33% 0.05% -0.13% 0.38% 0.28% 0.91%
1968-4 0.19% 0.39% 0.00% -0.33% -0.22% 0.03%
1972-4 -0.40% 0.24% 0.24% -0.45% -0.44% -0.81%
1976-4 0.11% -0.68% -0.39% 0.68% 0.28% 0.01%
1980-4 0.31% 0.43% 0.69% 0.16% 0.11% 1.70%
1984-4 0.50% 0.44% 0.20% 0.59% 0.57% 2.30%
Avg 0.14% 0.16% 0.18% 0.13% 0.06% 0.65%
1988-4 -0.24% 0.46% 0.72% 0.13% 0.15% 1.21%
1992-4 -0.81% 0.66% -0.36% -0.58% -0.07% -1.15%
1996-4 0.64% -0.87% -1.65% 1.10% 1.63% 0.85%
2000-4 3.35% 0.59% 1.26% -3.13% -2.32% -0.26%
2004-4 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Avg 0.73% 0.21% -0.01% -0.62% -0.15% 0.17%
OTC summary for Presidential Year 4 1964 - 2004
Avg 0.40% 0.17% 0.06% -0.14% 0.00% 0.48%
Win% 70% 80% 56% 60% 60% 70%
OTC summary for all years 1963 - 2007
Avg -0.08% 0.04% 0.07% -0.02% -0.12% -0.12%
Win% 41% 64% 51% 61% 52% 50%
SPX Presidential Year 4
Year Mon Tue Wed Thur Fri Totals
1956-4 -0.43% 0.11% 0.41% 0.69% -0.30% 0.48%
1960-4 -0.49% -0.09% 0.30% 0.54% 0.16% 0.42%
1964-4 0.27% -0.42% 0.36% 0.19% 0.31% 0.70%
1968-4 -0.27% -0.31% 0.00% -0.10% -0.40% -1.08%
1972-4 -0.23% 0.42% 0.21% -0.10% -0.38% -0.08%
1976-4 0.50% -0.78% -0.21% 0.52% -0.07% -0.03%
1980-4 0.39% 0.55% 1.37% -0.45% -0.16% 1.70%
1984-4 1.81% 0.58% 1.46% -0.21% -0.03% 3.61%
Avg 0.44% 0.09% 0.71% -0.07% -0.21% 0.82%
1988-4 -0.64% 1.02% 1.47% -0.30% -0.38% 1.16%
1992-4 -0.07% 0.16% -0.05% -0.18% 0.08% -0.05%
1996-4 0.30% -0.05% -0.61% 0.63% 0.31% 0.57%
2000-4 1.47% -0.67% 0.21% -1.82% -0.74% -1.55%
2004-4 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Avg 0.26% 0.11% 0.25% -0.42% -0.18% 0.03%
SPX summary for Presidential Year 4 1956 - 2004
Avg 0.22% 0.04% 0.45% -0.05% -0.13% 0.49%
Win% 50% 50% 73% 42% 33% 58%
SPX summary for all years 1953 - 2007
Avg -0.17% 0.14% 0.04% -0.01% -0.14% -0.13%
Win% 38% 56% 53% 54% 44% 56%
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