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 Quarterly Seasonal Pattern 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 green.
The chart shows that the third week of February, the week of February 19th, is the seasonally weakest of the entire 1st Quarter, and that the 2nd week of March, the week of March 12th, is the strongest of the quarter.