Check historical price trends and seasonality for S&P Composite 1500 ESG Tilted I (ZM=F).
S&P Composite 1500 ESG Tilted I (ZM=F) average YTD return over the past 10 years is +2.61%.
Over the past 10 years, the return for the specified period (Feb 22 for 30 days) is -0.90%.
5 wins 3 losses with a win rate of 62.50%.
1) Overview:
The S&P Composite 1500 ESG Tilted I (ZM=F) exhibits a strong bullish tendency from February through June, with a peak around May 29 at +4.1%. A significant bearish phase typically occurs from mid-August through early October, bottoming out around September 29 with a substantial -5.5% decline. The index then experiences a recovery in late December, reaching +2.6% by December 31.
2) Buy-the-dip points:
The most pronounced pullback period occurs from mid-August through early October, presenting a potential buying opportunity as the index bottoms out around September 29. This decline is followed by a recovery phase. Another potential, albeit less pronounced, buying opportunity may arise in late June, as the index experiences a slight dip before recovering in early July.
3) Summary:
Seasonality suggests a strategy of buying the dip in late summer/early fall, specifically around September 29, to capitalize on the subsequent recovery. Consider holding through the bullish period that peaks around May 29. Another opportunity to consider is buying in late June, holding through early July, and selling before the major dip in mid-August.
| Year | Start Date | Start Price | End Date | End Price | Return | Rate (%) |
|---|---|---|---|---|---|---|
| 2024 | 2024-02-22 | 334.9000 | 2024-03-22 | 339.1000 | 4.2000 | 1.25 |
| 2023 | 2023-02-22 | 492.6000 | 2023-03-23 | 438.3000 | -54.3000 | -11.02 |
| 2022 | 2022-02-22 | 453.7000 | 2022-03-23 | 485.1000 | 31.4000 | 6.92 |
| 2021 | 2021-02-22 | 423.1000 | 2021-03-23 | 398.8000 | -24.3000 | -5.74 |
| 2019 | 2019-02-22 | 305.6000 | 2019-03-23 | 315.0000 | 9.4000 | 3.08 |
| 2018 | 2018-02-22 | 376.9000 | 2018-03-23 | 377.9000 | 1.0000 | 0.27 |
| 2017 | 2017-02-22 | 335.0000 | 2017-03-23 | 320.7000 | -14.3000 | -4.27 |
| 2016 | 2016-02-22 | 264.9000 | 2016-03-22 | 271.0000 | 6.1000 | 2.30 |
| Avg | 373.3375 | 368.2375 | -5.10 | -0.90 |
| Day \ Month | Jan Total +1.46% | Feb Total +0.40% | Mar Total +0.65% | Apr Total +0.11% | May Total +0.13% | Jun Total -0.28% | Jul Total -0.65% | Aug Total -4.59% | Sep Total -0.91% | Oct Total +4.89% | Nov Total +0.55% | Dec Total +2.56% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Avg -0.11% | 0.00% | +0.16% | +0.40% | -0.86% | +0.06% | +0.24% | -0.04% | -0.88% | -0.44% | +0.69% | -0.28% | -0.37% |
| 2 Avg -0.06% | +0.13% | -0.08% | -0.06% | -0.65% | +0.57% | +0.41% | +0.04% | -0.04% | -0.63% | -0.27% | +0.01% | -0.18% |
| 3 Avg +0.00% | -0.25% | +0.13% | +0.16% | -0.09% | -0.20% | -0.38% | +0.36% | -0.54% | +0.41% | -0.32% | +0.15% | +0.61% |
| 4 Avg +0.21% | +0.35% | +0.26% | +0.37% | -0.16% | -0.18% | +0.08% | 0.00% | +0.66% | +0.70% | -0.07% | +0.30% | +0.21% |
| 5 Avg +0.04% | +0.03% | -0.42% | -0.03% | -0.02% | -0.27% | 0.00% | -0.11% | +0.02% | -0.07% | +0.30% | +0.19% | +0.87% |
| 6 Avg -0.10% | +0.24% | -0.08% | +0.24% | -0.20% | +0.37% | -0.25% | +0.05% | -0.59% | -0.03% | -0.01% | -0.68% | -0.26% |
| 7 Avg 0.00% | +0.11% | -0.20% | -0.16% | +0.03% | -0.03% | -0.09% | -0.34% | +0.11% | +0.11% | -0.02% | +0.53% | -0.05% |
| 8 Avg +0.13% | +0.10% | +0.41% | +0.40% | +0.56% | -0.02% | +0.23% | +0.07% | -0.19% | +0.08% | +0.06% | -0.02% | -0.15% |
| 9 Avg -0.02% | -0.21% | +0.42% | -0.37% | +0.04% | -0.69% | -0.11% | -0.20% | -0.13% | +0.61% | +0.09% | +0.07% | +0.25% |
| 10 Avg -0.01% | -0.27% | -0.39% | -0.04% | -0.16% | +0.55% | +0.24% | +0.37% | -0.59% | -0.03% | -0.13% | +0.12% | +0.22% |
| 11 Avg 0.00% | +0.01% | +0.13% | -0.61% | +0.21% | -0.04% | -0.37% | +0.28% | +0.34% | +0.16% | +0.02% | -0.19% | +0.02% |
| 12 Avg +0.25% | +1.06% | +0.45% | -0.20% | +0.77% | +0.27% | +0.11% | -0.18% | -0.40% | +0.65% | +0.61% | +0.51% | -0.66% |
| 13 Avg +0.00% | +0.17% | +0.20% | +0.17% | +0.11% | -1.04% | -0.43% | -0.16% | +0.53% | -0.41% | +0.19% | +0.53% | +0.16% |
| 14 Avg +0.13% | +0.21% | -0.33% | +0.30% | -0.14% | +0.58% | -0.60% | +0.34% | +0.95% | +0.13% | +0.10% | -0.33% | +0.38% |
| 15 Avg -0.44% | +0.30% | -0.17% | -0.17% | +0.29% | +0.85% | +0.01% | -2.67% | -2.94% | -1.36% | +1.08% | +0.49% | -0.97% |
| 16 Avg +0.15% | +0.77% | +0.41% | -0.15% | -0.29% | -0.10% | +0.52% | +0.13% | -0.32% | +0.46% | -0.20% | -0.11% | +0.69% |
| 17 Avg +0.06% | -0.25% | -0.05% | -0.07% | -0.06% | -0.38% | -0.18% | +0.16% | +0.22% | -0.06% | +0.50% | +0.68% | +0.17% |
| 18 Avg -0.14% | -0.94% | -0.20% | -0.19% | -0.30% | -0.51% | +0.31% | +0.52% | +0.03% | -0.04% | -0.08% | -0.34% | +0.10% |
| 19 Avg -0.03% | -0.30% | +0.02% | +0.23% | +0.40% | +0.05% | -0.23% | -0.17% | +0.09% | +0.32% | +0.51% | -0.45% | -0.89% |
| 20 Avg +0.26% | -0.32% | +0.18% | +0.54% | +0.44% | +0.77% | -0.29% | +0.05% | +0.18% | +0.49% | +0.40% | +0.08% | +0.54% |
| 21 Avg +0.07% | +0.21% | -0.20% | +0.46% | +0.15% | -0.15% | -0.01% | -0.13% | +0.07% | -0.38% | +0.35% | +0.26% | +0.24% |
| 22 Avg -0.11% | -0.28% | -0.30% | -0.62% | -0.46% | +0.53% | -0.56% | -0.14% | -0.06% | -0.10% | +0.25% | +0.20% | +0.17% |
| 23 Avg -0.15% | +0.01% | +0.15% | +0.37% | -0.10% | -0.56% | -0.99% | -0.25% | -0.34% | +0.09% | -0.03% | -0.47% | +0.29% |
| 24 Avg -0.01% | -0.27% | -0.21% | +0.18% | -0.02% | +0.35% | +0.02% | -0.04% | +0.51% | -0.48% | -0.25% | -0.10% | +0.21% |
| 25 Avg -0.08% | +0.29% | -0.49% | -0.19% | +0.09% | -0.04% | -0.61% | +0.20% | -0.48% | -0.03% | -0.17% | +0.30% | +0.11% |
| 26 Avg +0.06% | +0.11% | +0.09% | -0.29% | -0.36% | +0.11% | -0.36% | +1.00% | +0.81% | -0.43% | +0.26% | -0.44% | +0.25% |
| 27 Avg +0.25% | -0.01% | +0.24% | -0.34% | +0.48% | +0.03% | +0.26% | +0.73% | -0.18% | +0.43% | +0.85% | +0.40% | +0.04% |
| 28 Avg -0.05% | -0.30% | +0.27% | -0.07% | -0.19% | +0.28% | +0.45% | -0.63% | -0.27% | -0.31% | +0.01% | -0.11% | +0.20% |
| 29 Avg -0.03% | +0.71% | - | -0.01% | +0.41% | +0.05% | +0.22% | +0.28% | -0.41% | -0.79% | +0.03% | -0.69% | -0.14% |
| 30 Avg +0.12% | +0.07% | - | +0.19% | +0.16% | -0.35% | +2.08% | -0.24% | -0.70% | +0.02% | -0.22% | -0.06% | +0.39% |
| 31 Avg 0.00% | 0.00% | - | +0.23% | - | -0.72% | - | +0.07% | -0.02% | - | +0.34% | - | +0.08% |
| Rank | Stock | Avg Return (%) | Wins | Losses |
|---|
