Seasonality
E-mini Dow
^DJI · daily history 1992-01-02 → 2026-07-09
July avg return (15y)
2.1%
month-over-month, n = 15 years
July positive-close prob. (15y)
86.7%
share of those years the month closed positive
Years in 15y sample
15
complete calendar years
Strongest month (15y)
3.4%
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 | 0.88% | 60.0% | 15 |
| February | 0.45% | 66.7% | 15 |
| March | 0.20% | 66.7% | 15 |
| April | 0.98% | 80.0% | 15 |
| May | -0.05% | 73.3% | 15 |
| June | 0.92% | 60.0% | 15 |
| July | 2.06% | 86.7% | 15 |
| August | -0.24% | 53.3% | 15 |
| September | -0.85% | 46.7% | 15 |
| October | 2.27% | 60.0% | 15 |
| November | 3.44% | 86.7% | 15 |
| December | 0.43% | 66.7% | 15 |