S&P 500 — US500 Seasonality & Best Time to Trade
When S&P 500 — US500 is most volatile and how it has moved by month and weekday, measured from daily candles across broker feeds.
By day of week
| Day | Avg daily range | Avg return |
|---|---|---|
| Mon | 1.21% | 0.214% |
| Tue | 1.51% | -0.064% |
| Wed | 1.57% | -0.067% |
| Thu | 1.65% | 0.011% |
| Fri | 1.63% | 0.074% |
Monthly figures below are based on limited history (n=2 per month) — directional, not a strong seasonal signal. Day-of-week is well-sampled.
By month
| Month | Avg daily range | Avg return | Years |
|---|---|---|---|
| Jan | 1.33% | 5.02% | 1 |
| Feb | 1.31% | -4.32% | 1 |
| Mar | 1.70% | 3.97% | 1 |
| Apr | 0.90% | 1.49% | 1 |
| May | 1.02% | 0.56% | 1 |
| Jun | 0.86% | 5.19% | 1 |
| Jul | 0.71% | 3.20% | 1 |
| Aug | 1.25% | -2.67% | 2 |
| Sep | 1.50% | -7.14% | 2 |
| Oct | 1.78% | 2.53% | 2 |
| Nov | 1.25% | 6.74% | 2 |
| Dec | 1.56% | -3.16% | 2 |
Range = average high−low as % of price; return = average change over the period. Real measured market behaviour of the instrument, straight from broker price feeds.