Equity Clock

10 Year U.S. Treasury Notes Futures (TY) Seasonal Chart

The above chart represents the seasonality for 10 Year U.S. Treasury Notes Futures (TY) Continuous Contract for the past 20 years.

• Date range: January 1, 1990 to December 31, 2009
• Type: Interest Futures – US
• Symbol: TY

10 Year U.S. Treasury Notes Futures Continuous Contract Seasonality

Analysis has revealed that with a buy date of May 13 and a sell date of March 18, investors have benefited from a total return of 109.26% over the last 10 years. This scenario has shown positive results in 8 of those periods.

Conversely, the best return over the maximum number of positive periods reveals a buy date of November 6 and a sell date of September 29, producing a total return over the same 10-year range of 88.24% with positive results in 10 of those periods.

The buy and hold return for the past 10 years was 85.84%.

**Results shown are compounded

Stocks mentioned in this post: TY.TO