ICE BofAML Move Index (^MOVE)
Seasonality Analysis
ICE BofAML Move Index Annual Seasonality Statistics
ICE BofAML Move Index Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | -4.10% | Very Weak | |
| February | 7.14% | Strong | |
| March | -0.40% | Weak | |
| April WORST | -5.71% | Very Weak | |
| May BEST | 7.33% | Moderate | |
| June | 1.07% | Weak | |
| July | -3.97% | Very Weak | |
| August | 5.12% | Strong | |
| September | -1.46% | Very Weak | |
| October | 5.16% | Moderate | |
| November | -4.83% | Very Weak | |
| December | 1.09% | Weak |
ICE BofAML Move Index 2026 vs Historical Pattern
ICE BofAML Move Index Interactive Seasonality Chart
ICE BofAML Move Index Pattern Scanner
ICE BofAML Move Index Seasonal Historical Performance
About ICE BofAML Move Index (^MOVE) Seasonality
ICE BofAML Move Index (^MOVE) has been analyzed using 24 years of historical data to identify seasonal patterns. Classified under Indices, ICE BofAML Move Index shows distinct seasonal tendencies based on historical data.
The strongest month for ICE BofAML Move Index is historically May, with an average return of 7.33% and a win rate of 57%. Conversely, April tends to be the weakest month, averaging -5.71% return.
Looking at the full calendar year, ICE BofAML Move Index has an average annual return of 6.44% with an overall monthly win rate of 44.4%. Out of 12 months, 6 typically show positive average returns.
The seasonal pattern for ICE BofAML Move Index has a consistency score of 50.3 (Fair), based on 25 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
ICE BofAML Move Index Seasonality FAQ
What is the best month to buy ICE BofAML Move Index (^MOVE)?
Historically, May has been the best month for ICE BofAML Move Index, with an average return of 7.33% and a win rate of 57%. However, past performance does not guarantee future results.
What is the worst month for ICE BofAML Move Index (^MOVE)?
Based on historical data, April has been the weakest month for ICE BofAML Move Index, with an average return of -5.71%. This is a historical observation and does not guarantee future results.
How reliable is ^MOVE seasonality data?
The seasonality analysis for ICE BofAML Move Index is based on 24 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use ICE BofAML Move Index seasonality in my trading?
Use ICE BofAML Move Index (^MOVE) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.