- Consumer Discretionary
- Consumer Staples
- Health Care
E-Mini S&P 500 Futures (ES) Seasonal Chart
The above chart represents the seasonality for E-Mini S&P 500 Futures (ES) Continuous Contract for the past 12 years.
- Date range: January 1, 1998 to December 31, 2009
- Type: Index Futures – US
- Symbol: ES
E-Mini S&P 500 Futures Continuous Contract Seasonality
Analysis has revealed that with a buy date of March 9 and a sell date of June 4, investors have benefited from a total return of 77.14% over the last 10 years. This scenario has shown positive results in 7 of those periods.
Conversely, the best return over the maximum number of positive periods reveals a buy date of November 12 and a sell date of January 2, producing a total return over the same 10-year range of 26.04% with positive results in 9 of those periods.
The buy and hold return for the past 10 years was -32.29%.
**Results shown are compounded
Stocks mentioned in this post: ES.FUT