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 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 middle three months of May are among the weakest of the quarter, but are book-ended by the first and last weeks of the month which are the 4th and 2nd strongest of the quarter.