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 Q2 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 May in green.
The chart shows that the first week of May is the strongest week of the month and the 5th strongest of the quarter, after which the index has historically declined into the final week of the month, which is the 2nd weakest of the quarter.