While summer is often a quiet period for equity markets, Procter & Gamble has consistently bucked the trend. With a 90% win rate and an annualized return of +26.61% from June 18 to September 15, PG is one of the most reliable seasonal performers. Backed by strong risk-adjusted returns and defensive appeal, PG often thrives when market volatility subsides.
From mid-June to early October, soybeans have posted losses in 11 of the past 14 years, averaging a -4.87% decline. With a win rate of just 21.43%, it’s one of the weakest seasonal periods. In 2025, trade tensions and weak Chinese demand could intensify this trend. Without a shift in trade dynamics, further downside is likely.
Tyler Technologies has delivered consistent summer gains, boasting a 90% win rate and an average return of 10.24% from mid-June to early September. Backed by strong SaaS momentum and recurring public sector contracts, TYL offers a mix of reliability and seasonal strength for tech-focused investors.
USD/JPY has delivered negative summer returns in 18 of the past 25 years, averaging a –6.32% drop. This recurring seasonal weakness aligns with rising macroeconomic pressures, including Japanese investor repatriation and changing central bank dynamics. Technical indicators also point to potential downside, making this summer a critical period for traders watching the yen’s next move.
June has historically been a challenging month for gold. Data shows a consistent drop between June 6 and July 6, with an average decline of -1.46% and gains in just 28% of years. This weakness often aligns with lower physical demand and subdued trading activity. While a recent breakout may appear bullish, seasonal trends still warrant caution.
The FTSE 100 has a strong seasonal tendency to weaken from June 9 to June 27, posting losses in 13 of the last 15 years. Despite the index recently pushing toward new highs, historical data points to a period of caution. A surge in UK defense spending has lifted select stocks, but may not be enough to offset broader market pressures.
Apple’s stock has historically surged in summer, gaining an average of +12.38% between June and September. With WWDC this week and AI expectations rising, the stage may be set to ignite the next rally. Despite macro headwinds, technicals and timing look favorable. This seasonal window has delivered consistent upside for over a decade, often outperforming broader tech benchmarks.
Silver has recently enjoyed a strong rally, driven by safe-haven demand and momentum across the precious metals space. However, early June has historically marked a period of weakness for silver prices, with a notable negative seasonal pattern. Silver has shown an average move of -1.66% and just a 33% win rate over the past 15 years, in this period. Still, technical and macro factors suggest the dip could be temporary.
Gold has been a strong performer this year, driven by geopolitical risks and central bank demand, yet history shows June tends to be the weakest month for gold prices. According to a 25-year Seasonax study, gold averages a loss of 0.8% from June 1 to July 1, with only a 40% chance of gains during this period. This downturn is often linked to reduced physical demand and a lull in global jewelry consumption.
The seasonal pattern for EUR/USD from May 29 to June 6 favors euro strength, with a 78.57% win rate and +1.14% average return. This year, the “Sell USD” narrative may gain traction as Moody’s downgrade and China’s reduced Treasury exposure highlight US fiscal concerns. The pair nears key resistance levels that could trigger another leg higher. However, risks remain if the Fed turns hawkish or economic data surprises. The seasonal setup offers timely insight into current macro trends.
