The above chart represents the seasonality for Natural Gas Futures (NG) Continuous Contract for the past 19 years.
Conversely, the best return over the maximum number of positive periods reveals a buy date of April 29 and a sell date of May 11, producing a total return over the same 10-year range of 26.69% with positive results in 9 of those periods.
The buy and hold return for the past 10 years was -72.36%.
**Results shown are compounded
Source:http://www.equityclock.com/charts/natural-gas-futures-ng-seasonal-chart/
How seasonality is calculated..
These two will give a clear picutre
- Date range: January 1, 1991 to December 31, 2009
- Type: Commodity Futures – US
- Symbol: NG
Natural Gas Futures Continuous Contract Seasonality
Analysis has revealed that with a buy date of September 2 and a sell date of October 20, investors have benefited from a total return of 56.09% over the last 10 years. This scenario has shown positive results in 7 of those periods.Conversely, the best return over the maximum number of positive periods reveals a buy date of April 29 and a sell date of May 11, producing a total return over the same 10-year range of 26.69% with positive results in 9 of those periods.
The buy and hold return for the past 10 years was -72.36%.
**Results shown are compounded
Source:http://www.equityclock.com/charts/natural-gas-futures-ng-seasonal-chart/
How seasonality is calculated..
These two will give a clear picutre
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