What is ES January effect?
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What is ES January effect?
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ES Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +0.49% | 6000% |
| February | -0.59% | 6000% |
| March | +2.68% | 7619% |
| April | +0.53% | 5500% |
| May | -0.71% | 3500% |
| June | -0.19% | 6000% |
| July | +2.62% | 7500% |
| August | +0.03% | 6000% |
| September | -0.05% | 5000% |
| October | +1.66% | 7000% |
| November | +2.10% | 5500% |
| December | +2.23% | 7000% |
Best month: March (+2.68%)
Worst month: May (-0.71%)
Earnings Seasonality
Beat Rate8/8 (100%)