Trading Before/After Holidays

I pulled this chart up from 2003 (I’ll see if I can get it updated)

The periods around certain holidays have some historical seasonality worth paying attention to: In particular, Thanksgiving, Christmas and New Years seem to have a very positive correlation.

The Day Before/After Holidays (2/8/71 to 11/21/03)

Holidays.jpg
Source: VTO Report

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Discussions found on the web:
  1. Marc Shivers commented on Dec 23

    What are the units on the chart? Percentage gainers?

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