A monthly S&P500 seasonality study was conducted on a data set going back to 1928.
June historically has the probability of being an up month 53.40% of the time. With an average gain of 4.08% and average loss of 3.17%. The most frequent sized gain was in the 3% range.
Methodology:
Months In Sample: 1062
Total Junes In Sample: 88
Month Close - Previous Month Close / Previous Month Close *100
Total count positive and negative months
Dataset: 19280131 To Present
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| June Statistics |
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