With a government shutdown looming, many pros are looking back at the last time something similar happened for insights.

"That was in 1995-96," Cramer said.

"There were actually two shutdowns back then, one that spanned the November 14 to November 19 timeframe and one that went from December 15 to January 6th."

At the time President Clinton refused to go along with demands for substantial budget cuts by the Newt Gingrich-led Republican Congress.

As it turned out the impasse was actually good for markets – you read that right good.

"During the first shutdown the Dow actually gained 2%. It then proceeded to rally 3% between the shutdowns. It then it was unchanged during the second shutdown. It then embarked on a remarkable 40% run over the next year. "

Looking back, the 1995-96 shutdown forced lawmakers to not only compromise but develop a budget in which they spent money with discipline.

That sounds bullish.

If you didn't know any better, you'd almost embrace another shutdown. After all, if history is any indication, stocks should rally, right?.

Fortunately, Cramer knows better. And he thinks expecting a shutdown to generate a rally is misguided at best.

This time around the environment is very different.

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The last time, "We were in the midst of an economic expansion and we were riding the wave of new technologies and jobs were fairly plentiful, with the unemployment rate falling from 5.6% to 5.4% from 1995 through 1996."

That is, the robust economy provided plenty of tailwinds for stocks.

Today, the fragile economy is much more of a headwind. And beyond that, Cramer says almost every stock in the S&P is at the mercy of Washington one way or another.

Everything from banks to to defense to oil and gas to utilities to autos to retailers can be traced back to Washington in some form either through legislation or because of the Fed. It's not so much intrusion as it is total immersion.

Therefore, Cramer says don't look to history to navigate a government shutdown. In this case, history does not look like it's going to repeat itself.

Call Cramer: 1-800-743-CNBC

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