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.
Many investors are familiar with the phrase “Sell in May and go away,” but the Nasdaq 100 often defies that logic. Over the past decade, the tech-heavy index has delivered an average return of +3.40% from May 19 to June 7, with a remarkable 90% win rate. Strong seasonal momentum, driven by optimism in AI and supportive macro factors, continues to offer opportunities. Recent technical indicators also support a bullish setup.
Despite growing economic concerns, the S&P 500 has historically shown resilience around US GDP releases. The IMF’s recent downgrade of US growth to 1.8% for 2025 underscores growing recession risks, yet seasonal data suggests the index could still rally. Market participants are closely watching how this week’s GDP data might shape future policy and equity sentiment.
The U.S. Dollar Index (DXY) has historically posted strong gains between May 1 and May 25, with a 66.67% win rate. However, this year’s macro backdrop could disrupt that pattern. Mounting trade tensions and declining confidence in U.S. policy undermine traditional safe-haven flows. According to Deutsche Bank, we may be in the early stages of a “dramatic regime change” that challenges the dollar's status.
Did you know that the FTSE 100 has one of the strongest April patterns among global indices? With an average gain of +1.90% and a 72% win rate over the past 25 years, April has proven to be a key month for UK equities. Institutional inflows, tax-related investments, and dividend reinvestment all contribute to this seasonal strength. Explore the data behind this trend and see how you can leverage it in your strategy.
April has historically been the strongest month for the FTSE 100, delivering consistent gains over the past 25 years. Seasonal drivers like earnings momentum, fiscal year-end flows, and dividend reinvestment have supported this trend. However, with UK fiscal tightening in focus, market dynamics could shift.
Historically, the S&P 500 has shown an upside bias after Non-Farm Payrolls (NFP) releases, with an average return of +0.17% in the following 10 days. With Fed Chair Powell’s cautious stance on rate cuts, this NFP report could be pivotal for market trends.
Historically, the DAX has gained +1.72% in the 16 days following German elections, with an 80% success rate. As political uncertainty clears, market-friendly policies could fuel another rally. Will this election follow the trend?
Learn why the year within the election cycle matters more to market performance than the election outcome itself. Uncover key trends, including gold's potential rise after a weak start and the Nasdaq's challenging February-March period.
The Russell 2000 shows a striking seasonal pattern depending on whether the year ends with an odd or even digit. In even years, like 2024, small-cap stocks underperform significantly compared to the S&P 500, with a widening gap from March to October.
