Reflections of the two crashes in 2026 & getting ready for one in Sep & Oct.

AI-generated source summary

The video analyzes historical market data related to the 4-year election cycle, focusing on the S&P 500. It highlights that pre-election years historically show the strongest performance, with an average annual return of +18.0% and a win rate of 91.7% over 24 pre-election years in the dataset. Conversely, midterm years tend to be weaker, with a price median of just +0.6% and worst clusters observed in 1974 (-30%), 1930 (-28%), 2002 (-23%), and 2022 (-19%). The analysis emphasizes that while a pattern of pre-election strength exists, it's a tendency, not a guaranteed law. The speaker notes discrepancies between price-only returns and total returns (including dividends), stating that total return figures are more accurate. The data suggests that September and October are historically the months with the highest probability of a downturn, with average deepest falls of -5.2% and -5.4% respectively. The speaker also briefly touches upon NASDAQ and WTI crude oil performance, showing recent upward movements in both, and Gold price performance. The overall message suggests preparing for potential weakness in midterm years and looking for opportunities during this period, while acknowledging the inherent statistical limitations and the importance of managing risk.

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