KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM)
Seasonality Analysis
KraneShares Mount Lucas Managed Futures Index Strategy ETF Annual Seasonality Statistics
KraneShares Mount Lucas Managed Futures Index Strategy ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | -0.36% | Very Weak | |
| February | 2.44% | Strong | |
| March | 1.46% | Moderate | |
| April BEST | 3.81% | Very Strong | |
| May | -0.28% | Weak | |
| June | -1.91% | Very Weak | |
| July | -1.11% | Very Weak | |
| August | 2.16% | Moderate | |
| September | 2.05% | Moderate | |
| October | -0.10% | Weak | |
| November WORST | -4.25% | Very Weak | |
| December | -2.14% | Very Weak |
KraneShares Mount Lucas Managed Futures Index Strategy ETF 2026 vs Historical Pattern
KraneShares Mount Lucas Managed Futures Index Strategy ETF Interactive Seasonality Chart
KraneShares Mount Lucas Managed Futures Index Strategy ETF Pattern Scanner
KraneShares Mount Lucas Managed Futures Index Strategy ETF Seasonal Historical Performance
About KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) Seasonality
KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) has been analyzed using 6 years of historical data to identify seasonal patterns. Classified under ETFs, KraneShares Mount Lucas Managed Futures Index Strategy ETF shows distinct seasonal tendencies based on historical data.
The strongest month for KraneShares Mount Lucas Managed Futures Index Strategy ETF is historically April, with an average return of 3.81% and a win rate of 83%. Conversely, November tends to be the weakest month, averaging -4.25% return.
Looking at the full calendar year, KraneShares Mount Lucas Managed Futures Index Strategy ETF has an average annual return of 1.75% with an overall monthly win rate of 46.7%. Out of 12 months, 5 typically show positive average returns.
The seasonal pattern for KraneShares Mount Lucas Managed Futures Index Strategy ETF has a consistency score of 64 (Good), based on 7 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
KraneShares Mount Lucas Managed Futures Index Strategy ETF Seasonality FAQ
What is the best month to buy KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM)?
Historically, April has been the best month for KraneShares Mount Lucas Managed Futures Index Strategy ETF, with an average return of 3.81% and a win rate of 83%. However, past performance does not guarantee future results.
What is the worst month for KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM)?
Based on historical data, November has been the weakest month for KraneShares Mount Lucas Managed Futures Index Strategy ETF, with an average return of -4.25%. This is a historical observation and does not guarantee future results.
How reliable is KMLM seasonality data?
The seasonality analysis for KraneShares Mount Lucas Managed Futures Index Strategy ETF is based on 6 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 KraneShares Mount Lucas Managed Futures Index Strategy ETF seasonality in my trading?
Use KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) 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.