History Shows Most Volatile Month Could Disrupt Market Calm

(Bloomberg) -- It's been a calm year for U.S. equities, but if history is any indicator, that's about to change.

October is the month with the highest share of daily moves of 1 percent or more in either direction for the S&P 500, according to 50 years of data compiled by Bloomberg.

That would be a change from this year's steady markets. The S&P 500 has moved 1 percent or more in either direction on 4.3 percent of this year's trading days through September, a rate that if it lasts through the end of the year would make 2017 the least volatile stretch on record.

--With assistance from Dani Burger

To contact the reporter on this story: Sarah Ponczek in New York at sponczek2@bloomberg.net.

To contact the editors responsible for this story: Jeremy Herron at jherron8@bloomberg.net, Andrew Dunn, Brendan Walsh

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