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Re: New Month- -Same Old Chart
Old 02-27-2006, 12:39 PM   #4
Thinks s/he gets paid by the post
 
Join Date: Jun 2005
Posts: 4,009
Not sure how much that chart is worth.

Here's a chart summarizing monthly returns during the 2002-2006 period (based on the S&P500, not including dividends). This period is not in the sample which produced the results above. Radically different results.

I recall reading a research report from Vanguard saying essentially the same thing - historical results are moderately useful at predicting returns in sample, but when applied to out of sample periods, the historical results are not useful.

Based on the first chart, you'd assume January was a dead ringer for high returns and that October and May weren't as hot.

If you invested based on this assumption starting in 2002, you'd have been wrong. You would have missed the good months and been invested in mediocre months.
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