When I say "The Fall" I'm not speaking about Autumn, but there might be a seasonal paradox tied into this question that should make us all sit up and take notice.

Take Citigroup (NYSE: ), please. Since it hit an intra-day low of $2.99 on July 31st it has shot up almost 40%, and the usual "cheerleaders" like Jim Cramer are touting it every chance they can.

Average daily volume on C is around 442 million shares, but on August 5 the volume soared to almost 2.7 billion shares (6 times the average volume) and last Friday the 14th almost 1.2 billion shares traded hands.

Somebody (or bodies) are really filling up their coffers, and who knows, it might even be exchange insiders and some big banks like Goldman Sachs (NYSE: ) and JP Morgan Chase (NYSE: ). In fact, it wouldn't shock me to learn that Bank of America-Merrill Lynch (NYSE: ) might be doing some trading for their own accounts and their biggest clients just when the nervous nellies are hearing the ghosts of the "Fall of 2008".

Then there is the Financial Select Sector SPDR ETF (NYSE:XLF) with an average daily volume of over 134 million shares. On August 6th volume spiked to 236 million shares and the next day another 190 million shares traded hands. Again, some meaningful accumulation is going on usually a typically quiet period.

Yesterday, XLF volume dropped to 81 million shares and it appears today that volume will also remain light. I personally believe volume is a more important indicator than price is when it comes to who is "making the market" in the financial stocks and for what purpose.

Bank and financial stocks have had an amazing run. They've gone from the most oversold sector at the bottom of the market back in March, to the most overbought sector today.

But according to Jeff Clark, the editor of Advanced Income, that run is going to come to an end.