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
- # : 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