These figures are computed from 15 years of actual monthly closing prices. Past seasonal patterns are not a guarantee of future performance. See our methodology for how this is calculated, or visit the Academy to learn how to read seasonal data responsibly.
CME Group seasonality — common questions
What is CME Group's best month historically?
Historically, February has been CME Group's strongest month, averaging +5.04% with a 81% win rate over 15 years of data. April has been the weakest at -1.86%.
Is CME Group seasonal?
CME Group shows a measurable seasonal pattern: its best and worst months differ by 6.90 percentage points on average. These figures come from 15 years of real monthly closing prices. Seasonality is a historical tendency, not a prediction.
How does CME Group historically perform in July?
CME Group is currently in July, which has historically averaged +1.04% with a 50% win rate. That is a historically neutral window.
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