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From 1987 to 2010. Calculations start at the open of the first trading day of the month and end on the close of the last trading day.
February Statistics:
- Average Monthly Profit/Loss = +0.74%
- Winning Months= 58.33%
- Worst February = 2006 loss of -6.96%
- Best February = 2008 gain of +11.70%
Profit Distributions:
With the influence of the unrest in Egypt adding to an already positive seasonality, it looks like February may be a good month to add exposure from commodities.