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A negative seasonal pattern kicks in at today’s close and calls for a lower stock market next week. When the S&P500 is in positive territory month-to-date on triple witching expiration, it’s typically preceded a short-term selloff. This has occurred 30 times since 2013, and the S&P was more than twice as likely to trade lower the following week (up 9, down 21). That 30% win rate is significantly below the 61% random odds. Average gain and loss were similar at 0.8% and 1% respectively…

S&P500 MTD Positive on Triple Witching Expiration
06/21/24… SPX ???
03/15/24… SPX +2.3% one week later
12/15/23… SPX -0.4% one week later
06/16/23… SPX -0.6% one week later
03/18/22… SPX -0.2% one week later
12/17/21… SPX +1.6% one week later
03/19/21… SPX -0.6% one week later
12/18/20… SPX -0.5% one week later
06/19/20… SPX -1.5% one week later
12/20/19… SPX +0.0% one week later
09/20/19… SPX -1.0% one week later
06/21/19… SPX -0.3% one week later
03/15/19… SPX -0.8% one week later
09/21/18… SPX -0.5% one week later
06/15/18… SPX -0.9% one week later
03/16/18… SPX -6.0% one week later
12/15/17… SPX +0.3% one week later
09/15/17… SPX +0.1% one week later
06/16/17… SPX +0.2% one week later
03/17/17… SPX -1.4% one week later
12/16/16… SPX +0.3% one week later
03/18/16… SPX -0.6% one week later
06/19/15… SPX -0.4% one week later
03/20/15… SPX -2.2% one week later
12/19/14… SPX +1.0% one week later
09/19/14… SPX -1.4% one week later
06/20/14… SPX -0.1% one week later
03/21/14… SPX -0.5% one week later
12/20/13… SPX +1.3% one week later
09/20/13… SPX -1.1% one week later
03/15/13… SPX -0.2% one week later

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