Equity Clock

mini Russell 2000 Futures (TF) Seasonal Chart

The above chart represents the seasonality for mini Russell 2000 Futures (TF) Continuous Contract for the past 8 years.

• Date range: January 1, 2002 to December 31, 2009
• Type: Index Futures – US
• Symbol: TF

mini Russell 2000 Futures Continuous Contract Seasonality

Analysis has revealed that with a buy date of March 9 and a sell date of September 20, investors have benefited from a total return of 131.49% over the last 8 years. This scenario has shown positive results in 6 of those periods.

Conversely, the best return over the maximum number of positive periods reveals a buy date of November 21 and a sell date of June 1, producing a total return over the same 8-year range of 92.38% with positive results in 8 of those periods.

The buy and hold return for the past 8 years was 50.66%.

**Results shown are compounded

Stocks mentioned in this post: TF.FUT