The Real Eisman Playbook Market Patterns Work and Jeffrey Hirsch Explains Why | The Real Eisman Playbook Ep 56
59 snips
Apr 20, 2026 
Jeffrey Hirsch, author and publisher of the Stock Traders' Almanac, uses decades of data to study market seasonality and recurring trading patterns. He walks through calendar-driven rhythms, why some indicators stopped working, sector seasonality, the January effects, and why Bitcoin has disappointed seasonally. Human behavior and institutional timing explain most of the patterns discussed.
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Use The Best Six Months Switching Strategy
- Use the Best Six Months switching strategy to tilt exposure toward historically stronger months.
- Buy near the end of October and sell at the end of April (MACD can confirm entries/exits for momentum validation).
Institutions Drive Seasonal Returns
- Institutional mechanics create seasonal returns: window dressing, fiscal deadlines, and retail holiday flows concentrate gains in Oct–Jan.
- October 31 mutual-fund deadlines and year-end bonuses materially shift allocations.
Trade The Midmonth 401(k) Inflow Pattern
- Watch mid-month inflows tied to payroll/401(k) schedules as predictable buying pressure.
- Biweekly retirement contributions produce a mid-month 'super eight days' lift when funds must deploy cash into markets.
