Micro E-mini Russell 2000 Index Futures - Seasonality

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Micro E-mini Russell 2000 Index Futures - Seasonality

Seasonality Charts

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Correlation

Midterm

66.72%

2022

64.74%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	67%	56%	56%	56%	78%	78%	78%	50%	56%	67%	78%	56%
Average return %	+1.95%	-0.29%	-3.55%	+1.06%	+2.01%	+2.36%	+2.75%	+0.28%	-1.19%	+0.20%	+4.80%	+0.03%
2026	+5.07%	+0.38%	-4.65%	+11.89%	+4.36%	+3.50%	-3.53%	+0.70%	-2.14%	--	--	--
2025	+2.03%	-5.67%	-6.38%	-2.48%	+4.62%	+5.97%	+1.30%	+6.66%	+3.70%	+1.40%	-0.33%	+0.66%
2024	-4.48%	+5.18%	+4.31%	-7.47%	+4.54%	-0.10%	+9.61%	-2.20%	+1.17%	-1.81%	+10.69%	-7.97%
2023	+9.51%	-2.08%	-4.51%	-2.13%	-1.30%	+8.67%	+5.77%	-5.56%	-5.42%	-7.24%	+8.62%	+13.00%
2022	-9.74%	+0.99%	+1.07%	-9.93%	+0.03%	-8.27%	+10.38%	-2.16%	-9.48%	+10.97%	+1.86%	-6.18%
2021	+4.73%	+6.33%	+1.06%	+1.75%	+1.43%	+0.61%	-3.74%	+2.23%	-3.10%	+4.29%	-4.27%	+2.07%
2020	-3.35%	-8.66%	-22.19%	+13.86%	+6.59%	+3.22%	+2.80%	+5.65%	-3.64%	+2.15%	+18.43%	+8.50%
2019	+11.21%	+5.02%	-2.01%	+3.26%	-8.01%	+6.86%	+0.61%	-5.23%	+2.06%	+2.52%	+3.86%	+2.88%
2018	+2.57%	-4.11%	+1.32%	+0.82%	+5.86%	+0.81%	+1.51%	+4.08%	-2.29%	-11.11%	+1.50%	-12.09%
2017	--	--	--	--	--	--	--	-1.38%	+6.26%	+0.66%	+2.84%	-0.58%

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