More often than not, since the financial crisis began the stock market has been a real turkey around Thanksgiving.
The S&P 500 has been positive in only two of the last six years in the two weeks before Thanksgiving, with dramatic losses in some of the other years. Over the last six years, the average performance for the two-week period has been a negative return of 1.8 percent for the S&P.
(Read more: The deceptively simple reason stocks won't quit)
However, historically the market tends to trade higher before Thanksgiving and for November as a whole. Since 1980, the S&P 500 was higher more than two-thirds of the time in the two-week period before Thanksgiving.