Find a plausible reason for why September should be the worst month of the calendar for average stock market performance. This is a timely question because September is just around the corner. Since 1896, when the Dow Jones Industrial Average DJIA, +0.26% was created, the Dow has lost an average of 1.03% in September. September is historically the worst month for stocks. And you've probably read your fair share of stories about the darkest September of all — the financial meltdown in 2008. But if you sat out the market this month, you missed a decent rally. With trading for September set to end on Friday, September, the worst-performing month for the Dow Jones industrial average in the past 50 years, has been an even spookier month for investors than October, a month best known for stock market crashes in 1929 and 1987. The Dow has dipped 0.87 percent, on average,