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S&P Midcap 400 Futures (MD) Seasonal Contract

S&P Midcap 400 Futures (MD) Seasonal Contract

The above chart represents the seasonality for S&P Midcap 400 Futures (MD) Continuous Contract for the past 17 years.

  • Date range: January 1, 1993 to December 31, 2009
  • Type: Index Futures – US
  • Symbol: MD

S&P Midcap 400 Futures Continuous Contract Seasonality

Analysis has revealed that with a buy date of October 25 and a sell date of June 4, investors have benefited from a total return of 172.4% over the last 10 years. This scenario has shown positive results in 9 of those periods.

Conversely, the best return over the maximum number of positive periods reveals a buy date of November 21 and a sell date of June 4, producing a total return over the same 10-year range of 149.23% with positive results in 10 of those periods.

The buy and hold return for the past 10 years was 33.43%.

**Results shown are compounded

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