Read an interesting article. VXO 统计认为选举年11月要小心
Calculated and plotted VXO to verify the idea. Seems right.
Here is Average, 20SMA, BB_lower and BB_upper of all years VXO using yahoo data (1986 - now 2012 Nov.)

Interesting to learn, statistically.

1. Oct to Nov, Wall Street in high Volatility.
2. Mid-Dec is a good time to build long position for oncoming year.
3. June ~ July looks a low point of a year.
4. About 255 trade days a year, some two third of 365 days. An easy job.

The VIX has replaced the older VXO as the preferred volatility index used by the media. VXO was a measure of implied volatility calculated using 30-day S&P 100 index at-the-money options.


When is best time for trade?
per statistics of all years SPY/SPX data,
Seems End of April to sell; Sept-Oct to load,