In midterm years, stocks rose from month 11 into early month 12 | Park Se-ik, Chesley Investment Advisory [Chesley Official Membership / 26.10.29]
An independent exercise, not a statement by the video creator or verification of every claim in the video.
Selecting the rebound window can change the conclusion
Suppose a hypothetical index rises from 100 to 110 and then ends at 95. The rebound window returns 10%, but the full period returns −5%. Test seasonality by applying the same start date, end date, index and dividend convention to every comparison year before examining outcomes. Record losing years and maximum interim drawdowns alongside average returns. Choosing lows and highs after seeing results differs from a rule that could have been executed in advance.
Check for yourself
- Is the window anchored to election day, month-end or a low selected afterward?
- How does the sample change when years with different rate and inflation conditions are excluded?
Limits of application
This original hypothetical calculation is neither an actual index return nor a completed seasonality test. Costs, taxes and currency effects are excluded. The small set of linked cases cannot establish future upside probabilities or trading dates.
- What to look for
- Examine how shareholder concerns, chart interpretations and election seasonality are combined into a market outlook.
- Why it matters
- Separate observed prices from inferred investor psychology, and test a historical pattern using consistent windows and policy conditions.
Timeline
5 segmentsThe speaker compares autumn rebounds across several midterm years. Selected chart windows cannot establish an upside probability or prove that elections caused gains. Factual clarification: in 2022 Republicans retook the House while Democrats retained Senate control. The 2018 policy-rate increases occurred in months 3, 6, 9 and 12, distinct from the video’s reference to an increase in month 10.