Russell 2000 Rebalancing Trading Strategy (Results)

In this video, we dive into the Russell 2000 rebalancing that occurs at the end of June and how it has historically triggered a rally during the last few days of the month. The seasonality effect is real, as our analysis reveals a consistent outperformance during this period. Our backtested results suggest that the Russell 2000 typically performs much better at the end of June compared to any other time of the year. Tune in to explore how you can potentially capitalize on this phenomenon!