FuturesIntel

    Seasonal Futures Data

    Market Seasonality & Election Cycle Patterns

    Historical seasonal patterns showing average monthly returns across major futures markets. Compare all-time averages against the last 20 or 10 years to identify evolving trends. Also includes election year and midterm cycle analysis for equity markets.

    Category:
    Period:
    Monthly Return Heatmap
    Average monthly returns (%) - Green indicates positive, Red indicates negative
    MarketJanFebMarAprMayJunJulAugSepOctNovDecHighest AvgLowest Avg
    ESS&P 500
    27yr
    		-0.7+0.3+1.3+1.0+1.4+0.1+1.8-0.0-1.2+1.2+2.2+1.7
    Nov
    Sep
    NQNasdaq-100
    27yr
    		-0.5-0.3+1.1+1.8+2.9+0.8+2.5+0.1-1.5+3.0+2.9+0.9
    Oct
    Sep
    RTYRussell 2000
    10yr
    		+1.5-0.0-5.2+3.4+2.2+1.9+0.9+1.8-0.8+0.7+4.7-0.2
    Nov
    Mar
    YMDow Jones
    25yr
    		-1.1+0.6+1.1+0.7+0.7-0.0+1.6+0.4-0.7+1.2+2.6+2.0
    Nov
    Jan
    CLCrude Oil
    27yr
    		+3.7+3.1+3.3+3.5+3.6+2.0+2.4+0.3-1.8-2.2-4.0-0.6
    Jan
    Nov
    NGNatural Gas
    27yr
    		-0.8-5.8+2.4+3.3+2.6+0.8-1.8+1.7+6.0+9.8+5.2-8.0
    Oct
    Dec
    RBRBOB Gasoline
    27yr
    		+5.2+3.7+15.5+5.1+3.2-1.0+2.3+1.0-8.7-5.4-5.1+1.7
    Mar
    Sep
    GCGold
    27yr
    		+2.5+2.8+0.9+0.6+1.2-2.0+1.5+1.8+1.5+0.1+1.7+1.3
    Feb
    Jun
    HGCopper
    27yr
    		+0.8+3.3+2.4+2.8+1.0-1.7+2.6-1.3-0.4+0.5+1.1+1.4
    Feb
    Jun
    SISilver
    27yr
    		+2.9+3.3+2.5-0.3+2.5-6.0+5.2+1.1+0.2+0.5+2.4+2.5
    Jul
    Jun
    ZCCorn
    27yr
    		+1.9+1.4+1.2+2.3-0.1-2.9-6.0+0.7+1.8+2.6-0.4+6.4
    Dec
    Jul
    ZSSoybeans
    27yr
    		+0.6+3.4+0.7+2.8-0.6+3.3-4.7-1.1-4.0+2.1+1.6+3.1
    Feb
    Jul
    ZWWheat
    27yr
    		-2.0+0.9-0.9-0.9+4.0-1.5+2.1+1.2+2.1+2.0-1.2+4.0
    May
    Jan
    6EEuro FX
    27yr
    		-0.7+0.1+0.3+0.9-0.3-0.1+0.3+0.1-0.1-0.3+0.0+1.3
    Dec
    Jan
    6JJapanese Yen
    27yr
    		-0.1+0.4-0.9-0.7+0.3-0.7+0.6+0.8+0.1-0.8-0.5+0.3
    Aug
    Mar
    DXUS Dollar Index
    42yr
    		+1.1-3.00.0-0.1-3.3+1.2-0.70.00.0-0.70.00.0
    Jun
    May
    ZB30-Year T-Bond
    27yr
    		-0.1+0.5-1.0-0.0+0.2+0.1+0.3+1.6-0.7-1.0+0.8+0.0
    Aug
    Mar
    ZN10-Year T-Note
    27yr
    		+0.2+0.3-0.6-0.2+0.1-0.2+0.3+1.0-0.5-0.2+0.4-0.3
    Aug
    Mar
    > +1.5%

    Strong Bullish

    +0.5 to +1.5%

    Mild Bullish

    -0.5 to -1.5%

    Mild Bearish

    < -1.5%

    Strong Bearish