Global Seasonal Analysis is a monthly report that displays and analyzes annual, quarterly and monthly seasonal trends for 17 global asset prices including equities, benchmark interest rates, foreign exchange, and key commodity prices based on historical data going back to the 1950s.
The following is an excerpt from this month’s report.
S&P 500 Monthly Seasonal Pattern Since 1957
In the S&P 500 Index, the barely visible green bar highlights August as the 10th seasonally strongest or 3rd weakest month of the year based on data since 1957. It represents a one-month decline from the 7th weakest month of the year, July, and leads into the weakest month of the year, September, after which the index seasonally rises into December, which is the strongest month of the year.