Monthly summary for R2K From 1/2/1979 to 2/16/2006 The number following the year is the position in the presidential cycle. Monthly returns Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1979-3 6.4% -3.1% 8.9% 2.9% -1.9% 5.0% 3.9% 7.3% 1.1% -11.0% 7.3% 6.9% 34.6% 1980-4 10.1% -2.6% -17.9% 4.9% 8.3% 4.1% 10.5% 5.9% 2.0% 2.9% 6.4% -2.2% 33.8% 1981-1 -1.5% 2.9% 7.2% 1.8% 3.1% -2.6% -1.9% -7.5% -8.3% 7.4% 1.4% -1.8% -1.5% 1982-2 -4.0% -4.3% -1.8% 4.1% -3.3% -3.4% -1.2% 6.9% 4.0% 13.4% 8.0% -0.2% 20.7% 1983-3 8.2% 6.2% 1.9% 7.6% 7.6% 4.5% -3.9% -3.0% 1.2% -6.5% 5.6% -2.1% 26.3% 1984-4 -1.9% -5.4% -0.1% -0.4% -6.3% 1.3% -4.6% 9.9% -0.3% -1.3% -3.2% 2.0% -9.6% 1985-1 13.4% 2.5% -3.2% -1.5% 3.8% 0.9% 2.5% -1.8% -5.7% 3.1% 6.2% 4.5% 28.0% 1986-2 1.2% 6.5% 4.5% 2.0% 3.7% 0.1% -9.8% 3.2% -5.7% 3.3% -0.5% -2.6% 3.9% Avg 3.39% 1.12% 0.25% 2.37% 1.10% 0.70% -3.39% 3.02% -1.31% 2.40% 3.22% 0.31% 13.85% 1987-3 9.7% 6.9% 2.6% -2.5% -0.4% 2.5% 3.3% 2.9% -1.2% -30.9% -7.1% 8.2% -10.3% 1988-4 1.3% 8.3% 4.4% 3.4% -2.7% 5.8% -0.8% -3.3% 3.1% -0.4% -3.5% 3.4% 22.2% 1989-1 4.8% 0.1% 2.1% 4.0% 4.4% -2.9% 4.1% 2.3% -0.3% -6.4% 0.2% -0.1% 14.2% 1990-2 -9.8% 2.2% 3.5% -2.6% 6.6% -0.3% -4.4% -13.2% -8.9% -7.5% 7.2% 3.2% -21.5% 1991-3 9.5% 10.0% 6.1% 0.2% 3.6% -6.2% 2.6% 3.7% 1.2% 2.7% -4.5% 7.5% 43.7% Avg 3.09% 5.49% 3.73% 0.50% 2.29% -0.22% 0.94% -1.52% -1.20% -8.47% -1.53% 4.43% 9.67% 1992-4 8.0% 2.6% -3.8% -3.0% 1.0% -5.4% 2.7% -3.4% 2.0% 3.9% 7.0% 3.4% 16.4% 1993-1 3.8% -2.9% 4.4% -2.6% 3.8% 0.1% 1.0% 3.8% 2.4% 2.4% -3.5% 2.4% 17.0% 1994-2 3.9% -0.4% -5.0% 2.2% -1.9% -3.9% 1.2% 5.0% 0.0% 0.1% -3.6% 3.4% -3.2% 1995-3 -0.2% 3.7% 1.8% 2.1% 1.6% 4.5% 5.6% 2.3% 1.4% -3.5% 3.7% 2.0% 26.2% 1996-4 -0.5% 2.4% 2.1% 4.8% 3.3% -4.1% -9.1% 4.5% 3.9% -1.4% 4.2% 2.0% 14.8% Avg 3.02% 1.07% -0.11% 0.68% 1.57% -1.77% 0.29% 2.46% 1.92% 0.32% 1.54% 2.65% 14.23% 1997-1 2.9% -2.6% -5.0% 0.6% 10.2% 3.4% 5.2% 2.2% 6.0% -4.7% -2.5% 0.7% 20.5% 1998-2 -1.5% 6.3% 4.1% -0.4% -5.8% 1.4% -8.7% -18.2% 4.4% 8.0% 2.8% 5.8% -3.4% 1999-3 1.4% -7.9% 0.8% 8.5% 1.2% 4.6% -2.1% -3.3% -0.9% 1.2% 5.2% 11.3% 19.6% 2000-4 -0.2% 14.7% -8.4% -1.9% -8.2% 5.0% -4.5% 8.1% -3.8% -2.7% -9.9% 5.8% -4.2% 2001-1 9.9% -6.8% -4.8% 10.4% 1.2% 2.3% -2.9% -4.2% -13.3% 7.7% 6.0% 6.9% 1.0% Avg 2.52% 0.73% -2.64% 3.44% -0.29% 3.33% -2.60% -3.11% -1.49% 1.90% 0.30% 6.09% 6.70% 2002-2 -0.8% -2.2% 5.9% 1.2% -4.6% -2.5% -12.4% 0.4% -4.4% 1.5% 6.0% -6.2% -21.6% 2003-3 -5.2% -2.6% 1.5% 8.1% 10.6% 1.3% 6.0% 6.3% -3.9% 5.6% 1.6% 0.4% 45.4% 2004-4 3.5% 0.9% -0.7% -6.0% 0.5% 3.3% -5.3% -0.7% 3.7% -0.2% 8.0% 1.2% 17.0% 2005-1 -2.6% 0.9% -3.7% -5.3% 5.3% 2.6% 5.7% -2.4% -0.1% -3.6% 5.3% -2.5% 3.3% 2006-2 7.2% 0.3% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% .0% Avg 0.43% -0.55% 0.73% -0.47% 2.94% 1.17% -1.50% 0.90% -1.19% 0.82% 5.22% -1.76% 11.03% Averages 2.8% 1.3% 0.3% 1.6% 1.7% 0.8% -0.6% 0.5% -0.8% -0.6% 2.0% 2.3% 12.8% Win% 61% 61% 59% 63% 67% 67% 48% 59% 52% 52% 67% 70% 73% Break down by presidential years Year 1 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1981-1 -1.5% 2.9% 7.2% 1.8% 3.1% -2.6% -1.9% -7.5% -8.3% 7.4% 1.4% -1.8% -1.5% 1985-1 13.4% 2.5% -3.2% -1.5% 3.8% 0.9% 2.5% -1.8% -5.7% 3.1% 6.2% 4.5% 28.0% 1989-1 4.8% 0.1% 2.1% 4.0% 4.4% -2.9% 4.1% 2.3% -0.3% -6.4% 0.2% -0.1% 14.2% 1993-1 3.8% -2.9% 4.4% -2.6% 3.8% 0.1% 1.0% 3.8% 2.4% 2.4% -3.5% 2.4% 17.0% 1997-1 2.9% -2.6% -5.0% 0.6% 10.2% 3.4% 5.2% 2.2% 6.0% -4.7% -2.5% 0.7% 20.5% 2001-1 9.9% -6.8% -4.8% 10.4% 1.2% 2.3% -2.9% -4.2% -13.3% 7.7% 6.0% 6.9% 1.0% 2005-1 -2.6% 0.9% -3.7% -5.3% 5.3% 2.6% 5.7% -2.4% -0.1% -3.6% 5.3% -2.5% 3.3% Avg 3.78% -2.25% -1.40% 1.43% 4.97% 1.08% 2.63% 0.34% -1.06% -0.90% 1.10% 1.47% 11.22% Averages 4.4% -0.8% -0.4% 1.1% 4.5% 0.5% 2.0% -1.1% -2.8% 0.8% 1.9% 1.4% 11.8% Win% 71% 57% 43% 57% 100% 71% 71% 43% 29% 57% 71% 57% 86% Year 2 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1982-2 -4.0% -4.3% -1.8% 4.1% -3.3% -3.4% -1.2% 6.9% 4.0% 13.4% 8.0% -0.2% 20.7% 1986-2 1.2% 6.5% 4.5% 2.0% 3.7% 0.1% -9.8% 3.2% -5.7% 3.3% -0.5% -2.6% 3.9% 1990-2 -9.8% 2.2% 3.5% -2.6% 6.6% -0.3% -4.4% -13.2% -8.9% -7.5% 7.2% 3.2% -21.5% 1994-2 3.9% -0.4% -5.0% 2.2% -1.9% -3.9% 1.2% 5.0% 0.0% 0.1% -3.6% 3.4% -3.2% 1998-2 -1.5% 6.3% 4.1% -0.4% -5.8% 1.4% -8.7% -18.2% 4.4% 8.0% 2.8% 5.8% -3.4% 2002-2 -0.8% -2.2% 5.9% 1.2% -4.6% -2.5% -12.4% 0.4% -4.4% 1.5% 6.0% -6.2% -21.6% 2006-2 7.2% 0.3% .0% Avg -0.21% 1.24% 2.14% 0.10% -1.43% -1.34% -6.07% -6.50% -2.22% 0.53% 3.10% 1.55% -12.42% Averages -0.5% 1.2% 1.9% 1.1% -0.9% -1.4% -5.9% -2.7% -1.8% 3.1% 3.3% 0.6% -4.2% Win% 43% 57% 67% 67% 33% 33% 17% 67% 50% 83% 67% 50% 33% Year 3 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1979-3 6.4% -3.1% 8.9% 2.9% -1.9% 5.0% 3.9% 7.3% 1.1% -11.0% 7.3% 6.9% 34.6% 1983-3 8.2% 6.2% 1.9% 7.6% 7.6% 4.5% -3.9% -3.0% 1.2% -6.5% 5.6% -2.1% 26.3% 1987-3 9.7% 6.9% 2.6% -2.5% -0.4% 2.5% 3.3% 2.9% -1.2% -30.9% -7.1% 8.2% -10.3% 1991-3 9.5% 10.0% 6.1% 0.2% 3.6% -6.2% 2.6% 3.7% 1.2% 2.7% -4.5% 7.5% 43.7% 1995-3 -0.2% 3.7% 1.8% 2.1% 1.6% 4.5% 5.6% 2.3% 1.4% -3.5% 3.7% 2.0% 26.2% 1999-3 1.4% -7.9% 0.8% 8.5% 1.2% 4.6% -2.1% -3.3% -0.9% 1.2% 5.2% 11.3% 19.6% 2003-3 -5.2% -2.6% 1.5% 8.1% 10.6% 1.3% 6.0% 6.3% -3.9% 5.6% 1.6% 0.4% 45.4% Avg 3.05% 2.00% 2.55% 3.29% 3.33% 1.34% 3.07% 2.38% -0.67% -4.97% -0.22% 5.89% 24.93% Averages 4.3% 1.9% 3.4% 3.9% 3.2% 2.3% 2.2% 2.3% -0.1% -6.1% 1.7% 4.9% 26.5% Win% 71% 57% 100% 86% 71% 86% 71% 71% 57% 43% 71% 86% 86% Year 4 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Totals 1980-4 10.1% -2.6% -17.9% 4.9% 8.3% 4.1% 10.5% 5.9% 2.0% 2.9% 6.4% -2.2% 33.8% 1984-4 -1.9% -5.4% -0.1% -0.4% -6.3% 1.3% -4.6% 9.9% -0.3% -1.3% -3.2% 2.0% -9.6% 1988-4 1.3% 8.3% 4.4% 3.4% -2.7% 5.8% -0.8% -3.3% 3.1% -0.4% -3.5% 3.4% 22.2% 1992-4 8.0% 2.6% -3.8% -3.0% 1.0% -5.4% 2.7% -3.4% 2.0% 3.9% 7.0% 3.4% 16.4% 1996-4 -0.5% 2.4% 2.1% 4.8% 3.3% -4.1% -9.1% 4.5% 3.9% -1.4% 4.2% 2.0% 14.8% 2000-4 -0.2% 14.7% -8.4% -1.9% -8.2% 5.0% -4.5% 8.1% -3.8% -2.7% -9.9% 5.8% -4.2% 2004-4 3.5% 0.9% -0.7% -6.0% 0.5% 3.3% -5.3% -0.7% 3.7% -0.2% 8.0% 1.2% 17.0% Avg 2.44% 5.76% -1.31% -0.55% -1.23% 0.93% -3.41% 1.05% 1.78% -0.15% 1.13% 3.17% 13.22% Averages 2.9% 3.0% -3.5% 0.3% -0.6% 1.4% -1.6% 3.0% 1.5% 0.1% 1.3% 2.2% 12.9% Win% 57% 71% 29% 43% 57% 71% 29% 57% 71% 29% 57% 86% 71%