The small cap sector has tended to find strength around the turn of the month. Prices usually make a low five days before month end and rise until two days after month end. On average the market has risen 69.5% of the time between day 5 and day -2. The average gain has been 1.23%. However, the average gain in an up period is 2.80%, while the average loss in a down period is 2.36%. It should be noted that in recent months the rally has become much less reliable. Prices have been down three out of the last tour months and have not traded well during the recent credit crisis.