← All seasonality|America1980–2025

USA 500 Index (USA500IDXUSD) Seasonality

Over 1980 to 2025 (46 years of data), USA500IDXUSD has tended to move long between 07.07 and 17.07, closing higher in 76.1% of those years for an average +0.68% move and an annualized Sharpe of 1.55.

Average seasonal curve

USA500IDXUSD average seasonal curve, 1980 to 2025
Index	Value
1	100
2	100.0714
3	100.2369
4	100.262
5	100.1435
6	100.3186
7	100.0842
8	100.289
9	100.2242
10	100.3676
11	100.51
12	100.476
13	100.3079
14	100.3047
15	100.0958
16	100.1798
17	100.1125
18	100.103
19	100.195
20	99.8544
21	99.9691
22	99.8838
23	100.1501
24	100.1145
25	100.0348
26	100.2219
27	99.9518
28	100.1915
29	100.0677
30	99.9062
31	99.9512
32	100.6385
33	100.5478
34	100.7153
35	100.5316
36	100.392
37	100.6895
38	100.7176
39	100.5072
40	100.6619
41	100.4108
42	100.499
43	100.8264
44	101.0548
45	101.2277
46	101.5416
47	101.6081
48	101.4431
49	101.399
50	101.3507
51	101.2304
52	100.8522

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
07.07 → 17.07	Long	76.1%	+0.68%	1.55	46
09.07 → 14.07	Long	76.1%	+0.56%	2.73	46
10.07 → 13.07	Long	76.1%	+0.50%	4.24	46
10.07 → 14.07	Long	73.9%	+0.68%	3.95	46
08.07 → 14.07	Long	73.9%	+0.66%	2.69	46
10.07 → 17.07	Long	73.9%	+0.64%	2.37	46
07.07 → 15.07	Long	73.9%

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