ANNUAL FOREX SEASONALITY CALENDAR
These are some key seasonal patterns behind 15 Forex Pairs, based on 18 years of monthly data
- Data Period: 12/31/1999 to 10/1/2018
- Calculations/Formulas: Microsoft Excel 2016 Professional Plus
- Time: GMT (Eastern Time = GMT - 05:00)
◙ JANUARY:
(↓) BEARISH PATTERNS
- EURGBP, average negative returns -0.72%, times (5-14), and -0.89% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a relatively reliable seasonal pattern
◙ FEBRUARY:
(↑) BULLISH PATTERNS
- EURGBP, average returns +0.71%, times (13-6), and -0.21% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a relatively reliable seasonal pattern, after 2011
(↓) BEARISH PATTERNS
- GBPCHF, average negative returns -0.99%, times (3-16), and -0.71% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a considerably reliable seasonal pattern
◙ APRIL:
April is an excellent month to buy the British Pound Sterling.
(↑) BULLISH PATTERNS
- GBPUSD, average returns +1.30%, times (16-3), and +0.56% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a considerably reliable seasonal pattern, especially after 2004
- GBPCHF, average returns +0.94%, times (14-5), and +0.21% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a considerably reliable seasonal pattern
- GBPJPY, average returns +1.33%, times (14-5), and +0.79% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a considerably reliable seasonal pattern
- EURUSD, average returns +0.78%, times (11-8), and +0.53% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a considerably reliable seasonal pattern
- EURCHF, average returns +0.40%, times (11-8), and +0.07% momentum
RECENT 5 PERIODS: 5 bullish out of 5
RELIABILITY: a reliable seasonal pattern, after 2012
(↓) BEARISH PATTERNS
- USDCAD, average negative returns -1.11%, times (5-14), and -0.94% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a considerably reliable seasonal pattern
◙ MAY:
(↓) BEARISH PATTERNS
- EURUSD, average negative returns -0.72%, times (7-12), and -0.68% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a considerably reliable seasonal pattern, after 2009
- GBPUSD, average negative returns -0.57%, times (5-14), and -0.33% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a considerably reliable seasonal pattern
◙ JUNE:
(↑) BULLISH PATTERNS
- AUDUSD, average returns +0.85%, times (13-6), and +0.49% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a relatively reliable bullish seasonal pattern
- EURUSD, average returns +0.62%, times (13-6), and +0.40% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a relatively reliable bullish seasonal pattern, after 2010
◙ AUGUST:
(↑) BULLISH PATTERNS
- EURAUD, average returns +0.93%, times (12-7), and -0.20% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a relatively reliable seasonal pattern, after 2014
- EURNZD, average returns +0.85%, times (9-10), and -0.09% momentum
RECENT 5 PERIODS: 3 bullish out of 5
RELIABILITY: a relatively reliable seasonal pattern, only after 2009
(↓) BEARISH PATTERNS
- NZDUSD, average returns -0.94%, times (7-12), and -0.44% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a reliable seasonal pattern, after 2006
- GBPUSD, average returns -0.94%, times (6-13), and -0.62% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a considerably reliable seasonal pattern
◙ OCTOBER:
Historically, October is a good month to sell the Euro.
(↑) BULLISH PATTERNS
- USDCAD, average returns +0.73%, times (11-7), and +0.05% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a reliable seasonal pattern, after 2011
(↓) BEARISH PATTERNS
- EURAUD, average returns -0.95%, times (5-13), and -1.00% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a relatively reliable seasonal pattern, after 2008
- EURNZD, average returns -1.02%, times (6-12), and -1.01% momentum
RECENT 5 PERIODS: 4 bearish out of 5
RELIABILITY: a relatively reliable seasonal pattern, after 2009
- EURUSD, average negative returns -0.70%, times (7-11), and -0.64% momentum
RECENT 5 PERIODS: 5 bearish out of 5
RELIABILITY: a reliable seasonal pattern, over the past five years
◙ NOVEMBER:
(↑) BULLISH PATTERNS
- EURJPY, average returns +0.94%, times (12-6), and +0.35% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a relatively reliable seasonal pattern, after 2011
- USDJPY, average returns +0.89%, times (10-8), and +0.52% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a considerably reliable seasonal pattern, after 2011
◙ DECEMBER:
Historically, December is a good month to sell the Japanese Yen.
(↑) BULLISH PATTERNS
- EURJPY, average returns +2.27%, times (13-5), and +1.22% momentum
RECENT 5 PERIODS: 3 bullish out of 5
RELIABILITY: a relatively reliable seasonal pattern. Historically, many strong bullish movements occurred in December
- EURGBP, average returns +1.36%, times (14-4), and +0.14% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a relatively reliable seasonal pattern, after 2011
- EURAUD, average returns +0.80%, times (13-5), and +0.18% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a relatively reliable seasonal pattern, after 2011
- GBPJPY, average returns +0.95%, times (11-7), and +0.79% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a considerably reliable seasonal pattern
- USDJPY, average returns +0.91%, times (11-7), and +0.75% momentum
RECENT 5 PERIODS: 4 bullish out of 5
RELIABILITY: a considerably reliable pattern, after 2011
The full statistics of all Forex pairs are presented in the book (licensed by G. Protonotarios): ► The Hidden Patterns Behind 15 Forex Pairs: Revealing Momentum and Seasonal Patterns Based on 18.5 Years of Daily Exchange Rates
■ Annual Forex Calendar
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