September has been the worst-performing month for stocks over the last 100 years.
The Data (S&P 500)
| Period | Sep Avg Return | Win Rate |
|---|---|---|
| 1928-Present | -1.0% | 45% |
| 2000-Present | -0.8% | 44% |
| 2010-Present | -0.5% | 46% |
Past performance does not guarantee future results.
Why September Is Weak
- Post-summer reality: Traders return, reassess positions
- Mutual fund year-end: Many funds end Sep 30 (tax loss selling)
- Rebalancing: Quarter-end portfolio adjustments
- Historical crashes: 1929, 2008, many bad Septembers
Notable September Events
- 1929: Start of Great Depression
- 2001: 9/11 terror attack
- 2008: Lehman Brothers collapse
- 2022: Fed hiking cycle acceleration
What the Data Shows
- September has historically been the weakest month across multiple timeframes
- Some traders have used September weakness as a period to watch for potential October opportunities
- Defensive positioning has historically been a common approach during this period
- Cash allocation is one way some market participants have approached weak seasonal periods
Historical Context
September weakness has historically created October opportunities. The "October bottom" has often preceded Q4 rallies.
This is statistical analysis of historical data, not investment advice. Always do your own research.
Generated with SeasOptima.
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