The report includes the last four days of December. December data is from the previous year. The number following the year represents its position in the Presidential Cycle. The number following the daily return represents the day of the week:

• 1 = Monday, 2 = Tuesday, etc.

OTC Presidential year 4 (PY4)

•    Year     Day4      Day3      Day2      Day1    Totals
•  1965-1 -0.23% 1 -0.70% 2 -0.07% 3 0.27% 4 -0.72%
•  1969-1 -0.41% 4 -0.01% 5 -0.27% 1 -1.01% 2 -1.71%
•  1973-1 0.15% 5 -0.08% 2 0.57% 3 1.36% 5 2.01%
•  1977-1 0.56% 2 0.07% 3 0.79% 4 0.86% 5 2.28%
•  1981-1 0.57% 5 -0.72% 1 0.31% 2 0.77% 3 0.93%
•  1985-1 0.10% 3 -0.17% 4 0.18% 5 0.52% 1 0.62%
•  1989-1 -0.19% 2 0.03% 3 0.61% 4 0.61% 5 1.07%
•  1993-1 0.06% 1 0.41% 2 0.42% 3 0.76% 4 1.65%
•  1997-1 0.54% 4 -0.25% 5 -0.28% 1 0.25% 2 0.27%
•  Avg --   0.22% -0.14% 0.25% 0.58% 0.91%
•  2001-1 -0.93% 2 1.84% 3 0.72% 4 -3.41% 5 -1.78%
•  2005-1 1.07% 2 -0.01% 3 0.06% 4 -0.13% 5 0.99%
•  2009-1 0.35% 5 -1.30% 1 2.67% 2 1.70% 3 3.42%
•  2013-1 -0.74% 3 -0.14% 4 -0.86% 5 2.00% 1 0.26%
•  2017-1 0.45% 2 -0.89% 3 -0.12% 4 -0.90% 5 -1.46%
•  Avg --   0.04% -0.10% 0.50% -0.15% 0.28%

OTC summary for the last four trading days of PY4 1964-2016

• Averages --  0.10% -0.14% 0.34% 0.26% 0.56%
• % Winners --    64% 29% 64% 71% 71%
• MDD --  12/30/2005 1.96% -- 12/31/2001 1.85% -- 12/29/1965 1.37%

OTC summary for the last four trading days of all years 1963 - 2019

• Averages --  0.29% 0.09% 0.20% 0.25% 0.82%
• % Winners --    68% 52% 61% 68% 66%
• MDD --  12/29/2000 3.41% -- 12/31/2002 2.69% -- 12/31/2007 2.65%

SPX PY4

•   Year     Day 4     Day 3     Day 2     Day 1    Totals
•  1929-1 0.85% 4 1.44% 5 0.29% 6 1.25% 1 3.83%
•  1933-1 -0.15% 3 2.27% 4 2.52% 5 -0.43% 6 4.21%
•  1937-1 -0.70% 1 0.41% 2 1.53% 3 -0.52% 4 0.72%
•  1941-1 0.48% 5 0.57% 6 0.67% 1 0.09% 2 1.82%
•  1945-1 -0.46% 3 1.00% 4 1.37% 5 0.00% 6 1.92%
•  1949-1 -0.72% 2 1.33% 3 0.00% 4 -0.52% 5 0.08%
•  1953-1 0.15% 5 0.57% 1 0.72% 2 -0.08% 3 1.37%
•  1957-1 0.04% 3 -0.09% 4 0.45% 5 0.24% 1 0.65%
•  Avg --  -0.10% 0.68% 0.64% -0.05% 1.17%
•  1961-1 0.14% 2 0.45% 3 0.47% 4 0.10% 5 1.16%
•  1965-1 -0.10% 1 -0.31% 2 0.58% 3 0.53% 4 0.71%
•  1969-1 0.10% 4 -0.39% 5 -0.90% 1 0.06% 2 -1.12%
•  1973-1 0.63% 5 0.41% 2 0.54% 3 0.96% 5 2.53%
•  1977-1 0.67% 2 -0.40% 3 0.51% 4 0.54% 5 1.32%
•  Avg --   0.29% -0.05% 0.24% 0.44% 0.92%
•  1981-1 0.51% 5 -1.13% 1 0.22% 2 0.32% 3 -0.08%
•  1985-1 -0.17% 3 -0.43% 4 0.31% 5 0.59% 1 0.29%
•  1989-1 -0.37% 2 0.09% 3 0.84% 4 -0.60% 5 -0.05%
•  1993-1 -0.14% 1 -0.27% 2 0.19% 3 -0.71% 4 -0.92%
•  1997-1 0.64% 4 0.13% 5 -0.39% 1 -1.74% 2 -1.36%
•  Avg --   0.09% -0.32% 0.23% -0.43% -0.42%
•  2001-1 0.71% 2 1.04% 3 0.40% 4 -1.04% 5 1.10%
•  2005-1 0.72% 2 -0.01% 3 0.01% 4 -0.13% 5 0.58%
•  2009-1 0.54% 5 -0.39% 1 2.44% 2 1.42% 3 4.00%
•  2013-1 -0.48% 3 -0.12% 4 -1.10% 5 1.69% 1 -0.01%
•  2017-1 0.22% 2 -0.84% 3 -0.03% 4 -0.46% 5 -1.10%
•  Avg --   0.34% -0.06% 0.34% 0.29% 0.92%