Turn of the Month — ^DJI

Turn-of-Month Effect · Seasonality · Statistical Significance · Streaks

Turn-of-Month Statistics

Statistical Significance of the Turn-of-Month Effect

Best & Worst Month Turn

Performance per Month

TOM Heatmap (Month × Year)

Streak Analysis (W/L Series per Month)

Window Optimisation (t−X to t+Y)

Presidential Cycle — TOM Effect by Cycle Year

Methodology