Equity Clock

The above chart represents the seasonality for Nikkei 225 Yen Denominated Futures (NIY) Continuous Contract for the past 5 years.

• Date range: January 1, 2005 to December 31, 2009
• Type: Index Futures – US
• Symbol: NIY

Nikkei 225 Yen Denominated Futures Continuous Contract Seasonality

Analysis has revealed that with a buy date of March 15 and a sell date of September 20, investors have benefited from a total return of 75.63% over the last 5 years. This scenario has shown positive results in 3 of those periods.

Conversely, the best return over the maximum number of positive periods reveals a buy date of November 22 and a sell date of December 31, producing a total return over the same 5-year range of 53.27% with positive results in 5 of those periods.

The buy and hold return for the past 5 years was -7.33%.

**Results shown are compounded

Stocks mentioned in this post: NIY