Major US Indices May Monthly Seasonality Since 1990.

Major US  Indices May Monthly Seasonality Since 1990.

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

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

As shown in the table below

  • CBOE Interest Rate 10-Year T-Note ( ^TNX) is the worst performing index by average % returns , with average May returns of -1.41% since 1990.
  •  PHLX Gold/Silver Sector (^XAU) is the best performing index with average returns of 3.57%

  •  PHLX Gold/Silver Sector (^XAU) has given positive returns 17/23 times in the month of May
  • INTERACTIVE WEEK INTERNET INDEX , ( ^IIX) ,  NASDAQ Computer ( ^IXK) ,  NASDAQ Telecommunications ( ^IXUT) ,  PHLX Semiconductor (^SOX) has given positive returns only for 47% of the times.

  • S&P 500 Index average returns in May month are 0.93% , with 15/23 ( 65%) times giving positive returns

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

26 Major Indices May Month Seasonality since 1990


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

You might want to download ,Pay What You Want ,”S&P 500 Stocks and Major ETF May Month Seasonality” Excel Working Sheet , which includes the May Month Seasonality for all the S&P 500 Stocks since 1990 and for the Major ETF’s with more than 1 mil average volume.

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