Last Three Days of Quarter

With three days left to go in the second quarter, we went back and found how the S&P 500 has performed over the final three days of quarters since the bull market began in March 2009.  Unfortunately, performance hasn't been great.  As shown, the average performance over the final three days of quarters for the index has been -0.67% with positive returns just 30.8% of the time.  If we look at just the final three days of the second quarter, the S&P declined 0.10% in 2009, 4.98% in 2010, and it went up 3.17% in 2011.  In fact, the index hasn't been positive over the final three days of a quarter since the second quarter of 2011.