May forex seasonals: The strongest month for the Dollar Index

The month of April wraps up today and it was a volatile market, certainly not one that’s typically the strongest seasonally of the year.

Scorecard for April:

  1. Typically the strongest of the year for cable (down 120 pips)
  2. Strongest month for the S&P 500 (down 2.9%)
  3. Copper seasonals strong (up 14.7%)
  4. Oil strong April-June (down 2.1%, though was stronger until this week)
  5. Strongest month for AUD/USD (flat) and AUD/JPY (up 360 pips)
  6. Second-best month for EUR/USD (down 90 pips)
  7. Second-best month for Shanghai Comp (up 2%)

The takeaway here is the that China-related trades did well, along with betting on the ongoing yen decline. Dollar trades and risks traders were wounded by stubbornly high inflation and the way that goes will go a along way towards determining what happens in May. That said, seasonals are nearly as positive in the upcoming month.

Numbers since 2000 for May:

  • Strongest month for the Dollar Index
  • Weakest month for EUR/USD
  • Second-worst month for AUD/USD and AUD/JPY
  • AUD/CAD is particularly weak, softest month by far
  • Second-strongest month for copper
  • Strongest month for oil, though probably skewed by the massive percentage gain (+88%) in May 2020
  • Breaking it down, the first week of May is generally the strongest for stocks while the second week is the weakest
DollarForexIndexmonthseasonalsstrongest
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