Investors don’t have a crystal ball that can predict the market, but they can study its past performance. History tells us that bull markets follow bear markets and that printing money causes inflation. It also shows that September is the worst month for the market. The average return for stocks during September has been about -1% during the past 40 years.

That doesn’t mean investors should dread September, it just means they should look for something that can outperform the market.

One investment that consistently trounces the market during this month is gold. The average return for gold in September has been +2.5% during the past 40 years. While that handily outperforms the S&P during September, it’s a pretty weak return. But I’ve found something far more appealing.

What I’ve discovered is an investment that has clobbered even gold for the past 16 years.

#-ad_banner-#When gold rises in September — and the price just hit $1,000 an ounce — gold-mining stocks do even better. The 16-year average return for the AMEX Gold Miners Index is +8% during September. That’s about twice the return of gold during that same period, and it’s nine percentage points ahead of the market.

Here’s what’s going on: Demand for gold spikes in September, when India, the largest consumer of the metal, prepares for its holiday season by stockpiling gold for the upcoming gift-giving that surrounds the beginning of wedding season and Diwali, a religious festival in October.

It’s a similar story in other parts of the world. Gold demand picks up in Muslim countries after Ramadan, which is also a gift-giving occasion. And certainly U.S. jewelers start to stock up in preparation for the Christmas season.

There’s no guarantee that the price of gold or gold miners shares will jump this September. But if history is any indicator, the odds look pretty good.

Investors have two easy ways to speculation on a rise in gold this month.

The first option: Bullion. This is physical ownership of gold through an exchange-traded fund such as SPDR Gold Shares, which trades under the ticker GLD.

The second option is the Market Vectors Gold Miners ETF (NYSE: GDX), which tracks the performance of the AMEX Gold Miners Index, the standout performer for this time of year.

The strategy: If you think the overall market is going to drop, then pull your dollars out and move them to where they’re likely to see growth. When September ends, you can put your expanded nest egg back to work in equities. If the market does indeed follow tradition and dip in September, you’ll be not only be able to invest more dollars — which you earned from your gold play — but you’ll also get better prices on the stocks you buy, putting you in good shape to take advantage of another typical seasonal fluctuation, the Santa Claus rally.