E-mini Dow (YM) June (M) contract study: year-by-year results, the day-by-day shape of the move and where highs and lows printed.
Contract Almanac · E-mini Dow
Every June Dow contract 2011–2026, measured over its tenure as the lead contract · Typically leads Mar 12 – Jun 11
The June contract holds the Dow from mid-March to mid-June, and its file owns a distinction no other seat in our 95-card study can claim: the mildest worst-year anywhere. In sixteen springs, the worst this seat ever did was lose 2.8%. Thirteen of sixteen finished higher (81%), and the floor never cracked.
Each year is one contract, measured from the open of the day it took over the lead to the close of the day it handed off, the same roll convention used across all Traders Brief research. An index contract holds the lead for a full quarter, roughly 63 trading days from one roll to the next — these are quarterly seats, not months, and the day counts read accordingly. All highs and lows are the contract’s own trades, marked by trading day of the tenure, not calendar day.