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 Weekly Seasonal Pattern For Q1 Since 1957
The next chart breaks the seasonal pattern in the S&P 500 down further, into a quarterly time frame via 13 weekly increments, and highlights the month of February in teal.
The chart shows that the first week of February is the seasonally strongest of the month and the third strongest of the entire 1st Quarter, but leads into a sharp and strong collapse into the last week of February, which is the weakest week of the quarter.