Category: Seasonal
Midterm Election Year Seasonal Pattern
Post-Election Year Seasonal Pattern
Election Year Seasonal Pattern
US Election Year Cycle Patterns
The charts below show the average course of prices over a total four-year period. Additionally each of the cycle’s four years is displayed separately.
The four-year cycle is determined by the US presidential election. For example, 2004 was an election year and the cycle years are:
| 2004: Election Year | 2006: Midterm Year |
| 2005: Post-Election Year | 2007: Pre-Election Year |
Currency Volatility 20-day Seasonal Pattern
Gold Seasonal Pattern
Gold (CMX): (High: Jan//Low: Jul or Sep) Demand is usually weakest in Northern Hemisphere summer, especially August when European jewelry manufacturers are essentially shut down. Demand is greatest going into fourth quarter, during which consumption is highest as gift-giving peaks beginning with Indian harvest and wedding festivals in autumn and carrying through US religious holidays and Chinese new year.
Gold Spot:
Natural Gas Seasonal Pattern
| Energy Seasonals | ||||||||
|---|---|---|---|---|---|---|---|---|
| Seasonal Strategy |
Entry Date |
Exit Date |
Win Pct |
Win Years |
Loss Years |
Total Years |
Average Profit |
|
| 1 | Buy Unleaded Reg.(NYM)-July | 3/01 | 5/09 | 93 | 14 | 1 | 15 | 2059 |
| 2 | Buy Unleaded Reg.(NYM)-June | 3/20 | 5/14 | 93 | 14 | 1 | 15 | 1885 |
| 3 | Buy Unleaded Reg.(NYM)-June | 4/08 | 5/09 | 93 | 14 | 1 | 15 | 1456 |
| 4 | Buy Unleaded Reg.(NYM)-June | 4/12 | 4/29 | 93 | 14 | 1 | 15 | 1095 |
| 5 | Buy Natural Gas(NYM)-June | 2/25 | 4/15 | 100 | 13 | 0 | 13 | 2862 |
| 6 | Buy Natural Gas(NYM)-July | 2/25 | 4/21 | 92 | 12 | 1 | 13 | 3108 |
| 7 | Buy Natural Gas(NYM)-May | 3/14 | 4/21 | 92 | 12 | 1 | 13 | 2638 |
Crude Oil Seasonal Pattern
Crude Oil (NYM): (High: Oct//Low: Dec) Twin peaks in demand built on pillar of primary product demand. Weakness into Feb due to reduced demand for heating oil. Strength into Mar-May as inventories of gasoline built prior to US driving/vacation consumption. Lowest consumption of heating oil Jun-Aug, but demand for inventory grows prior to winter. Decline into Dec as refiners sharply curtail purchases to avoid year-end inventory tax.
WTI Global Spot:
Possible trade: Seasonal rise in crude oil, starting on July 24 and ending on September 18. The increase was observed in 17 of 24 years, resulting in an average profit of +12.6%. But there were also 7 years, where the price of crude oil fell during this period of the year. The average loss then was -5.4%. The overall rise during all 24 years was +7.1% p.a..
| Crude Oil(NYM)-August | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Buy on approximately 03/20 – Exit on approximately 05/17 | Contract Size: 1,000 barrels | |||||||||
| Cont Year |
Buy Date |
Buy Price |
Exit Date |
Exit Price |
Profit | Profit Amount |
Best Equity Date |
Best Equity Amount |
Worst Equity Date |
Worst Equity Amount |
| 2006 | 03/20/06 | 64.20 | 05/17/06 | 70.33 | 6.13 | 6130.00 | 05/02/06 | 12520.00 | ||
| 2005 | 03/21/05 | 58.55 | 05/17/05 | 51.21 | -7.34 | -7340.00 | 04/04/05 | 570.00 | 05/16/05 | -7730.00 |
| 2004 | 03/22/04 | 35.01 | 05/17/04 | 40.97 | 5.96 | 5960.00 | 05/17/04 | 5960.00 | 04/01/04 | -2160.00 |
| 2003 | 03/20/03 | 26.51 | 05/16/03 | 28.10 | 1.59 | 1590.00 | 05/14/03 | 1670.00 | 04/29/03 | -1500.00 |
| 2002 | 03/20/02 | 24.90 | 05/17/02 | 27.00 | 2.10 | 2100.00 | 05/14/02 | 3120.00 | 04/12/02 | -1500.00 |
| 2001 | 03/20/01 | 26.19 | 05/17/01 | 29.24 | 3.05 | 3050.00 | 05/01/01 | 3170.00 | 04/02/01 | -360.00 |
| 2000 | 03/20/00 | 25.67 | 05/17/00 | 28.96 | 3.29 | 3290.00 | 05/16/00 | 3410.00 | 04/10/00 | -2750.00 |
| 1999 | 03/22/99 | 15.59 | 05/17/99 | 17.76 | 2.17 | 2170.00 | 05/05/99 | 2780.00 | 03/24/99 | -270.00 |
| 1998 | 03/20/98 | 15.61 | 05/15/98 | 15.82 | 0.21 | 210.00 | 03/26/98 | 1860.00 | ||
| 1997 | 03/20/97 | 21.31 | 05/16/97 | 22.02 | 0.71 | 710.00 | 05/16/97 | 710.00 | 04/04/97 | -1960.00 |
| 1996 | 03/20/96 | 18.39 | 05/17/96 | 18.84 | 0.45 | 450.00 | 04/29/96 | 1600.00 | ||
| 1995 | 03/20/95 | 18.20 | 05/17/95 | 19.60 | 1.40 | 1400.00 | 05/01/95 | 1620.00 | 03/21/95 | -40.00 |
| 1994 | 03/21/94 | 15.40 | 05/17/94 | 17.06 | 1.66 | 1660.00 | 05/12/94 | 2030.00 | 03/28/94 | -940.00 |
| 1993 | 03/22/93 | 19.98 | 05/17/93 | 20.02 | 0.04 | 40.00 | 04/02/93 | 920.00 | 05/14/93 | -10.00 |
| 1992 | 03/20/92 | 19.19 | 05/15/92 | 20.91 | 1.72 | 1720.00 | 05/11/92 | 1940.00 | ||
| Percentage Correct | 93 | |||||||||
| Average Profit on Winning Trades | 2.18 | 2177.14 | Winners | 14 | ||||||
| Average Loss on Trades | -7.34 | -7340.00 | Losers | 1 | ||||||
| Average Net Profit Per Trade | 1.54 | 1542.67 | Total trades | 15 | ||||||
30-year T-Bond Seasonal Pattern
30-Year T-Bonds (CBOT): (High: Nov-Dec//Low: Apr-May) Prices decline (and interest rates firm) during first quarter, perhaps as market anticipates tightening liquidity with massive shift of financial resources from private to public sector in form of tax payments. By FND for June contract, FED may begin recirculating funds, fueling rally through remainder of tax year. Taxes due Apr 15; US fiscal year begins October 1.
