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5 Year U.S.Treasury Notes Futures (FV) Seasonal Chart

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The above chart represents the seasonality for 5 Year U.S.Treasury Notes Futures (FV) Continuous Contract for the past 20 years.

  • Date range: January 1,1990 to December 31, 2009
  • Type: Interest Futures – US
  • Symbol: FV
5 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 66.13% 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 April 2 and a sell date of October 2, producing a total return over the same 10-year range of 33.86% with positive results in 10 of those periods.

The buy and hold return for the past 10 years was 56.25%.

**Results shown are compounded

 

 

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