Major US Indices July Monthly Seasonality Since 1990.

Major US  Indices July Monthly Seasonality Since 1990.

Below the details of historical average returns of 26 Major US Indices during the month of July since 1990 , to get an idea about July month Seasonality of various major indices.

We’ve also included the percentage of times that the Index had positive returns during the month of July , as a result, investors can get a good idea of which areas of the market July has been good.

As shown in the table below

  •   NASDAQ Bank  ( Code: IXBK) is the best performing index in the July with an average gains of 1.68% , with 64% times gaining in July
  • Treasury Yield 5Years ( Code:FVX) is the worst performing asset in the July with an average loss of -2.47% , and with 70% loosing in the month of July
  • S&P 500 Index average returns in July month are 0.59% , with 11/23 ( 48%, coin toss !!) times giving positive returns

Below the big table with July  Month Seasonality of 26 Major Indices since 1990

26 Major Indices July  Month Seasonality since 1990

Definitions:

  • # : Total number of instances
  • Avg % : Average JulyMonthly Returns in percentage
  • Max % :  Best July Monthly returns in percentage
  • Min %  Worst July Monthly returns in percentage
  • # Wins : Number of winning July Months ( i’e number of months when returns are positive)
  • Avg % if Win : Average % change if the returns in July month are positive
  • #Loss : Number of loosing July Months ( i’e number of months when returns are negative)
  • Avg % if Loss : Average % change if the returns in July month are negative
  • % Wins : percentage times that July Month had given positive returns.
  • Avg Win / Avg Loss “: Ratio of Average Win % divided by Average Loss% , A.k.a Pay-off Ratio.

check out Day of Month Seasonality for July from MarketSci

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