Forex Market: Myth or Strategy? — Analysis by Valtrix Group

Every year in June, forex traders pay close attention to historical price movements, hoping to identify recurring seasonal patterns. But does June really offer a strategic edge, or is it a marketing myth and an overrated idea?

At Valtrix Group, we view seasonality as a secondary but useful filter — especially during periods of low volatility and a lack of macroeconomic catalysts.

What Does History Tell Us?
Historical data on major currency pairs (EUR/USD, USD/JPY, GBP/USD) shows that June often exhibits:

A rise in volatility in the first half of the month — driven by inflation data releases (U.S., EU);

Moderate strengthening of the U.S. dollar, particularly between the FOMC meeting and the quarterly earnings season;

In some years — flat movements caused by low liquidity ahead of the summer holiday season.

However, long-term statistics are mixed. For example, from 2013 to 2023, EUR/USD rose in June in 6 out of 10 years and declined in 4, showing no strong directional bias.

Why Seasonality Doesn’t Always Work
The forex market is driven not only by technicals and statistics but also by macroeconomics, geopolitics, and monetary policy. When major events occur in June (Fed meetings, crises, elections), seasonal patterns can easily be disrupted.

Moreover, algorithmic trading and arbitrage strategies reduce the likelihood of consistent price movements repeating year after year.