US Dollar Index - Seasonality

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US Dollar Index - Seasonality

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	60%	89%	56%	56%	67%	56%	67%	56%	89%	67%	56%	89%
Average return %	-0.49%	+0.90%	-0.01%	-0.02%	-0.22%	-0.04%	-0.35%	-0.03%	+1.04%	+0.75%	-0.84%	-1.04%
2026	-1.31%	-0.11%	--	--	--	--	--	--	--	--	--	--
2025	-0.11%	-0.70%	-3.16%	-4.37%	-0.33%	-2.47%	+3.25%	-2.32%	+0.07%	+2.08%	-0.40%	-1.13%
2024	+1.91%	+0.86%	+0.31%	+1.66%	-1.46%	+1.15%	-1.67%	-2.31%	-0.90%	+3.18%	+1.69%	+2.60%
2023	-1.37%	+2.71%	-2.25%	-0.82%	+2.61%	-1.35%	-1.02%	+1.73%	+2.46%	+0.46%	-2.96%	-2.10%
2022	+0.91%	+0.18%	+1.65%	+4.73%	-1.18%	+2.89%	+1.16%	+2.64%	+3.15%	-0.53%	-5.00%	-2.29%
2021	+0.71%	+0.39%	+2.53%	-2.09%	-1.37%	+2.68%	-0.29%	+0.50%	+1.75%	-0.14%	+1.99%	-0.33%
2020	+1.04%	+0.76%	+0.94%	-0.03%	-0.69%	-0.97%	-4.00%	-1.44%	+1.90%	+0.16%	-2.31%	-2.10%
2019	-0.61%	+0.61%	+1.16%	+0.21%	+0.28%	-1.66%	+2.49%	+0.41%	+0.47%	-2.04%	+0.95%	-1.91%
2018	-3.25%	+1.66%	-0.51%	+1.87%	+2.34%	+0.68%	-0.15%	+0.69%	+0.05%	+2.04%	+0.14%	-1.13%
2017	-2.81%	+1.62%	-0.76%	-1.30%	-2.15%	-1.30%	-2.93%	-0.20%	+0.44%	+1.58%	-1.63%	-0.96%

Seasonality Charts

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Correlation

Pre-election

58.23%

2018

81.46%

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