Feb

20

Here is the quick and dirty of SP500 index since 1951, number of months up in each year, as well as year return (not shown regression results yr return vs number up RSQ64% T=10). 2006 was tied with 1954 for first place:

year #up yr ret
2006 11 13.6
2005 5 3.0
2004 9 9.0
2003 9 26.4
2002 4 -23.4
2001 6 -13.0
2000 4 -10.1
1999 7 19.5
1998 9 26.7
1997 9 31.0
1996 10 20.3
1995 10 34.1
1994 7 -1.5
1993 8 7.1
1992 8 4.5
1991 9 26.3
1990 5 -6.6
1989 8 27.3
1988 8 12.4
1987 8 2.0
1986 8 14.6
1985 7 26.3
1984 5 1.4
1983 8 17.3
1982 6 14.8
1981 4 -9.7
1980 9 25.8
1979 8 12.3
1978 7 1.1
1977 4 -11.5
1976 5 19.1
1975 8 31.5
1974 1 -29.7
1973 3 -17.4
1972 10 15.6
1971 6 10.8
1970 7 0.1
1969 4 -11.4
1968 8 7.7
1967 9 20.1
1966 4 -13.1
1965 7 9.1
1964 10 13.0
1963 7 18.9
1962 6 -11.8
1961 10 23.1
1960 6 -3.0
1959 8 8.5
1958 11 38.1
1957 5 -14.3
1956 6 2.6
1955 7 26.4
1954 10 45.0
1953 5 -6.6
1952 7 11.8
1951 6 16.3


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