Index

Index futures research across 4 instruments — sixteen years of seasonality, contract-month studies and full specification cards.

• E-mini S&P 500 (ES) — 4 contract-month studies, 64 tenures measured.
• E-mini Nasdaq-100 (NQ) — 4 contract-month studies, 64 tenures measured.
• E-mini Dow (YM) — 4 contract-month studies, 64 tenures measured.
• E-mini Russell 2000 (RTY) — 4 contract-month studies, 35 tenures measured.

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