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Which sectors do best during 'worst months of the year' - Stock Trader's Almanac

Published 2024-05-12, 06:02 a/m
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After a challenging April, the US equity market has shown a strong rebound in the first seven trading days of May, defying the typically subdued expectations for this month.

The Dow Jones Industrial Average (DJIA) is up 4.16% so far, marking its best start to May since 1938, when it gained 7.32%. The S&P 500 has risen 3.54%, marking its best early May performance since 2009 when it climbed 4.17%, while the NASDAQ, up 4.40%, hasn’t seen a better beginning to May since 1997, when it advanced 5.89%, investor newsletter ‘Stock Trader’s Almanac’ highlighted in a new report.

“Whether or not this rally has the steam to break out to new all-time highs will likely depend largely on upcoming economic and inflation data,” the report notes.

“Fueled by interest rate cut expectations, the market appears to have gotten ahead of itself and likely has pulled some gains forward while the historical seasonal trend for this time of year is only mildly positive,” it added.

Unless the market breaks out to new all-time highs, April's pullback and May's gains exemplify the ongoing volatility expected to persist into the third quarter or longer. As such, Stock Trader's Almanac maintains its forecast for a turbulent "Worst Months" period before a rally in the fourth quarter leads to a strong finish for the year.

Which sectors outperform during the ‘Worst Six Months’ period?

During the "Worst Six Months" from May to October, Stock Trader’s Almanac compared the performances of S&P 500 and NASDAQ against fourteen sector indices, gold, and the 30-year Treasury bond.

Biotech and Information Technology topped the list, with Biotech averaging a 6.78% gain and Information Technology achieving a 5.03% gain over this period. However, Biotech's performance was based on just 29 years of data, and gains were only consistent 55.2% of the time. Information Technology, with 34 years of data and a 70.6% success rate, is considered a less risky option.

Other top performers in the "Worst Six" months include Healthcare and Consumer Staples, which outperformed the S&P 500. NASDAQ, which includes May and June in its "Best Eight Months," has also proven strong, posting gains 73.5% of the time, with an average gain of 4.65%.

Consumer Staples, although not achieving the highest average gains, has historically advanced 76.5% of the time, making it a relatively safe bet. However, the sector remains vulnerable to rising interest rates. Utilities deserve attention as well, boasting the second-highest success rate at 73.5%.

“At the other end of the performance spectrum we have the sectors to consider shorting or to avoid altogether. The S&P 500 Materials sector was the worst over the past 34 years, shedding an average 1.53% during the “Worst Six.”,” the newsletter continued.

“PHLX Gold/Silver was second worst,” it highlighted.

Still, the PHLX Gold/Silver Index is the most consistent loser during the "Worst Six Months," gaining only 38.2% of the time, Almanac pointed out.

It has declined in nine of the past eleven cycles, except for significant gains in 2012, 2019, and 2020. The NYSE ARCA Natural Gas Index was the last sector to record a loss, down 0.74%.

Interestingly, all sectors, including gold and 30-year bonds, historically perform well in May. However, June typically marks the start of broader market declines. While July often brings a brief recovery, August and September generally remain challenging.

“It is this window of poor performance that has given October a lift in the past 34 years,” the report says.

“Only Biotech, 30-year bonds and gold (futures and gold & silver stocks) manage to post gains in both August and September.”

Based on the percentage of times they've risen, Consumer Staples emerges as the top-performing sector during the "Worst Six Months," while Gold/Silver mining stocks lag significantly. Historically, May presents an opportune time for portfolio rebalancing, typically allowing investors to close out long positions while the market is strong, Almanac concluded.

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