Is it normal that horror movies make me feel better?

Whenever I've had a bad day or I just feel kind of depressed I'll put on a good horror or slasher movie and it just instantly makes me feel better. They're probably more effective for me than feel-good movies are.

I've noticed that Slasher movies especially make me feel better, though... like Nightmare on elm street, Chucky, Scream, I love them all.