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Strategies & Market Trends : Ask Vendit Off-Topic Questions
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To: Vendit™ who wrote (2265)11/23/2004 1:07:33 AM
From: Walkingshadow  Read Replies (1) of 8752
 
Hi Reid,

Maybe it would be simpler to calculate the 2-month (November and December) returns in the S&P and/or $COMPX for a bunch of years.... Although the data are much more limited for $COMPX, I realize.

Then calculate means/SD and do a t test comparing returns for election years vs. non-election years. (you might possibly wish to exclude 2000 since there was all that post-election confusion..... that data point could be an anomaly. Better, do the comparison both ways, with and without that data point.).

As long as you're going to the trouble, it would be just a hop-skip-and-jump to also compare post-election returns in years when Republicans won, vs. years when Democrats won (compare Dem vs. Rep, Dem vs. non-election year, Rep vs. non-election year).

If statistics is not your idea of a wild night on the town, I could do it for you if you send me an Excel spreadsheet (or whatever you have) of the monthly returns for November and December.

Terry
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