E-Mini S&P 500 - Seasonality

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E-Mini S&P 500 - Seasonality

Seasonality Charts

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Correlation

Election

82.74%

2020

81.31%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	70%	60%	50%	70%	90%	80%	90%	70%	56%	56%	78%	67%
Average return %	+1.88%	-0.66%	-0.76%	+1.97%	+1.85%	+1.94%	+2.88%	+1.07%	-1.24%	+0.81%	+4.09%	+0.17%
2026	+1.06%	-1.10%	-4.62%	+10.52%	+5.11%	-1.12%	-0.38%	+2.39%	+0.26%	--	--	--
2025	+2.22%	-1.71%	-5.20%	-1.73%	+6.49%	+5.71%	+1.93%	+1.53%	+4.13%	+2.01%	-0.90%	+1.18%
2024	+1.05%	+4.79%	+4.01%	-4.55%	+4.51%	+4.27%	+0.66%	+1.85%	+2.71%	-1.30%	+5.45%	-1.91%
2023	+5.93%	-2.80%	+4.08%	+1.23%	+0.05%	+7.11%	+2.81%	-2.13%	-4.22%	-2.62%	+8.65%	+5.31%
2022	-5.34%	-3.02%	+3.73%	-8.90%	+0.09%	-8.27%	+9.08%	-4.28%	-8.97%	+7.82%	+5.11%	-5.40%
2021	-1.16%	+2.81%	+4.15%	+5.22%	+0.57%	+2.14%	+2.36%	+2.98%	-4.93%	+6.96%	-0.67%	+4.21%
2020	-0.22%	-8.47%	-12.92%	+12.95%	+4.81%	+1.59%	+5.61%	+7.22%	-4.20%	-2.60%	+10.98%	+3.46%
2019	+7.95%	+2.97%	+1.90%	+3.90%	-6.65%	+6.97%	+1.29%	-1.93%	+1.84%	+1.92%	+3.56%	+2.78%
2018	+5.60%	-3.94%	-2.63%	+0.15%	+2.21%	+0.59%	+3.51%	+3.02%	+0.59%	-7.13%	+1.74%	-9.17%
2017	+1.71%	+3.88%	-0.15%	+0.90%	+1.28%	+0.41%	+1.94%	+0.08%	+1.86%	+2.26%	+2.92%	+1.06%

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