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E-Mini S&P 500 Futures (ES) Seasonal Chart

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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

 

 

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