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S&P 500 Mid-Term Election Seasonality

Mid-Term Election Year Market Insight

A review of monthly S&P 500 performance across the last ten U.S. mid-term election years reveals a consistent pattern of elevated volatility, deep mid-year drawdowns, and powerful late-year recoveries. Mid-term years commonly begin with weakness, as January and February frequently tilt negative due to policy uncertainty, tightening financial conditions, and shifts in fiscal expectations ahead of elections. The heatmap highlights that the second and third quarters (May through September) tend to be the most fragile part of the cycle, often producing clusters of materially negative returns. This behavior was especially pronounced in historically stressed mid-term years such as 2002, 1998, 2010, 2018, and 2022, when monthly declines reached as low as –8% to –14%.

Despite these mid-year selloffs, the data strongly confirms the well-known mid-term election year rebound effect. After September, markets typically transition into a phase of strength, with October and November showing repeated patterns of above-average positive performance across nearly all mid-term years. This rebound was clearly evident in 1990 (+5.5%), 1998 (+8.0% and +5.7%), 2002 (+8.6% and +5.9%), 2010 (+3.6% and +1.2%), 2014 (+2.3% and +2.7%), 2018 (+1.8%), and 2022 (+8.0% and +5.4%). This pattern aligns with improved policy clarity once campaigning ends, reduced fiscal uncertainty, and historically supportive seasonal flows into the final quarter of the year.

Taken together, the heatmap shows that mid-term years are structurally volatile, often delivering a mid-year shakeout followed by a strong year-end momentum surge. For active traders, these cycles frequently create high-probability opportunities during Q3 capitulation periods and Q4 recovery trends. For long-term investors, mid-term years have historically provided some of the best entry points of the four-year election cycle, as the 12 months following a mid-term have often delivered outsized gains.

YearJanFebMarApr MayJunJulAug SepOctNovDec
2022 -5.3% -3.1% +3.7% -8.8% -0.6% -8.3% +9.1% -4.1% -9.3% +8.0% +5.4% -5.9%
2018 +5.6% -3.9% -2.7% +0.3% +2.4% +0.5% +3.6% +3.0% 0.0% -6.8% +1.8% -9.0%
2014 -3.5% +4.3% +0.7% +0.7% +2.1% +1.9% +2.0% +3.8% -1.6% +2.3% +2.7% -0.4%
2010 -3.7% +2.9% +5.9% +1.4% -8.2% -5.4% +6.9% -4.5% +8.8% +3.6% +1.2% +6.5%
2006 +2.6% +0.7% +1.1% -1.9% -3.1% -0.3% +0.5% +2.1% +2.4% +3.1% +1.8% +1.3%
2002 -1.6% -1.9% -1.6% +0.3% -0.5% -7.2% -7.9% 0.0% -11.0% +8.6% +5.9% +3.6%
1998 -1.6% +7.0% +5.5% -1.0% +1.6% -0.8% +1.0% -14.5% -0.3% +8.0% +5.7% +5.6%
1994 +3.3% -2.5% -4.4% +0.2% +1.8% -1.7% +4.4% -0.4% -1.6% +0.3% +2.8% -0.3%
1990 +0.8% -6.9% +2.5% +0.3% -1.7% +0.8% +4.0% -9.3% -5.7% +5.5% +3.0% -2.1%
1986 +0.3% -6.2% +6.2% -0.9% +2.5% +3.6% +1.9% -2.7% +1.3% +4.8% +3.0% +1.2%
Month Average Return
January -0.31%
February -0.96%
March +1.69%
April -0.94%
May -0.37%
June -1.69%
July +2.55%
August -2.66%
September -1.70%
October +3.74%
November +3.33%
December +0.05%

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