S&P 500 down 22 of last 27 week after September options expiration, average loss 1.00% By: Almanac Trader | September 15, 2017
Next week is the week after September options expiration week and it has a dreadful history of declines particularly since 1990. This week has been a nearly constant source of pain with only a few meaningful exceptions over the past 27 years (shaded in grey). Substantial and across the board gains have occurred just four times: 1998, 2002, 2010 and 2016 while many more weeks were hit with sizable losses.