E-Mini S&P MidCap 400 Futures (EMD) Seasonal Chart
The above chart represents the seasonality for E-Mini S&P MidCap 400 Futures (EMD) Continuous Contract for the past 7 years.
- Date range: January 1, 2003 to December 31, 2009
- Type: Index Futures – US
- Symbol: EMD
E-Mini S&P MidCap 400 Futures Continuous Contract Seasonality
Analysis has revealed that with a buy date of March 9 and a sell date of September 20, investors have benefited from a total return of 137.37% over the last 7 years. This scenario has shown positive results in 5 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 7-year range of 106.84% with positive results in 7 of those periods.
The buy and hold return for the past 7 years was 46.09%.
**Results shown are compounded