Seasonality
E-mini Russell 2000
^RUT · daily history 1987-09-10 → 2026-07-09
July avg return (15y)
2.0%
month-over-month, n = 15 years
July positive-close prob. (15y)
66.7%
share of those years the month closed positive
Years in 15y sample
15
complete calendar years
Strongest month (15y)
4.2%
November
Seasonal path
Average cumulative return through the year (blue, 15-year window), each year indexed to its own first session, with 2026 so far overlaid in amber.
Monthly averages
Average month-over-month return by calendar month (positive blue, negative amber), with the positive-close probability labelled above each bar.
Bars: average month-over-month return (15-year window). Labels above each bar: positive-close probability (share of those years the month closed positive).
Monthly table
Every calendar month over the 15-year window. Sortable by average return or positive-close probability.
| Month | n years | ||
|---|---|---|---|
| January | 0.83% | 53.3% | 15 |
| February | 1.25% | 66.7% | 15 |
| March | -0.80% | 60.0% | 15 |
| April | -0.32% | 46.7% | 15 |
| May | 0.76% | 60.0% | 15 |
| June | 1.80% | 66.7% | 15 |
| July | 2.04% | 66.7% | 15 |
| August | -0.36% | 46.7% | 15 |
| September | -1.71% | 46.7% | 15 |
| October | 1.70% | 66.7% | 15 |
| November | 4.18% | 80.0% | 15 |
| December | 0.18% | 60.0% | 15 |