Over the last 21 years, DJIA has advanced just 47.6% of the time during the week before Memorial Day weekend. Of the five major indices we frequently cite, it is the weakest averaging a 0.29% loss. S&P 500, NASDAQ and Russell 1000 are better, but average performance over the last 21 years is still just a fractional gain. Russell 2000 has the best track record, up 71.4% of the time with an average gain of 0.42%. Since 2003, Russell 2000 has been even stronger, up 13 of 15 weeks with an average 1.16% gain.