The Thanksgiving Trade

The 'Thanksgiving Trade' has been quite reliable over the years. The trade buys prior to Thanksgiving and sells the third week of January. Over the 19 year history of the SPY, the trade has been a winner 84% of the time with an average return of 3%. The equity curve for the trade and a bar chart of the return for each year is included above.

Will the trade produce a cornucopia of profits this year or will it prove to be a loser like in 2001 and 2002? Even when the trade has been a loser, the losses have been small resulting in a win/loss ratio of 3.5.