- Consumer Discretionary
- Consumer Staples
- Health Care
2 Year U.S. Treasury Notes Futures (TU) Seasonal Chart
The above chart represents the seasonality for 2 Year U.S. Treasury Notes Futures (TU) Continuous Contract for the past 17 years.
- Date range: January 1,1993 to December 31, 2009
- Type: Interest Futures – US
- Symbol: TU
2 Year U.S. Treasury Notes Futures Continuous Contract Seasonality
Analysis has revealed that with a buy date of October 16 and a sell date of October 2, investors have benefited from a total return of 25.33% 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 May 8 and a sell date of September 5, producing a total return over the same 10-year range of 11.46% with positive results in 10 of those periods.
The buy and hold return for the past 10 years was 23.47%.
**Results shown are compounded
Stocks mentioned in this post: TU.FUT