Dow Jones Industrial Average Futures (DJ) Seasonal Chart
The above chart represents the seasonality for Dow Jones Industrial Average Futures Continuous Contract (DJ) for the past 20 years.
- Date range: January 1, 1990 to December 31, 2009
- Type: Commodity Futures – US
- Symbol: DJ
Dow Jones Industrial Average Futures Continuous Contract Seasonality
Analysis has revealed that with a buy date of March 9 and a sell date of June 1, investors have benefited from a total return of 77.54% over the last 10 years. This scenario has shown positive results in 7 of those periods.
Conversely, the best return over the maximum number of positive periods reveals a buy date of October 10 and a sell date of January 2, producing a total return over the same 10-year range of 62.42% with positive results in 9 of those periods.
The buy and hold return for the past 10 years was -19.31%.
**Results shown are compounded
