Thursday, March 15, 2012

Seasonal Charts S&P 500

The below chart represents the seasonality for S&P 500 Futures (SP) Continuous Contract for the past 20 years.
    Date range: January 1, 1990 to December 31, 2009
    Type: Index Futures – US
    Symbol: SP

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 77.16% 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 23.57% with positive results in 9 of those periods.

The buy and hold return for the past 10 years was -32.28%.