Here’s something that surprised me when I first started tracking patterns: the average month has only 20-21 actual market sessions. Most investors plan like every day counts equally. That gap between calendar days and real opportunities has cost me money more times than I want to admit.
I’ve spent years watching how many trading days in a month affects everything. It impacts my options plays and when I deploy fresh capital. The 2026 calendar brings some quirky patterns worth understanding before they catch you off guard.
Stock market schedules aren’t random. Exchange holidays, weekends, and occasional closures create a rhythm that directly impacts your portfolio timing. Miss these patterns, and you might find yourself scrambling during shortened weeks or surprised by early expirations.
This guide walks through each month of 2026 with actual session counts. We cover holiday impacts and practical implications I’ve learned matter for real-world investing. You’ll get the complete market schedule so you can plan strategies that depend on precise timing.
Key Takeaways
- Most months contain 20-21 actual market sessions despite having 28-31 calendar days
- Federal holidays and weekends reduce available investment opportunities by roughly 30% annually
- Options expiration cycles align with monthly patterns, affecting strategy timing significantly
- 2026 presents unique calendar quirks with holiday placements that impact quarterly planning
- Understanding session counts helps optimize dollar-cost averaging and salary-based investing schedules
- Exchange closures create shortened weeks that require advance preparation for active portfolios
Understanding the 2026 U.S. Stock Market Calendar
I once thought every weekday was a trading day. I was wrong by about nine days each year. That mistake messed up my compound interest calculations and my return projections.
Getting the actual count right matters more than most investors realize. This is especially true for strategies that depend on precise timing.
The 2026 market calendar follows patterns established decades ago. Understanding these patterns gives you a real edge in planning. Let’s look at what we’re measuring and why it affects your portfolio performance.
What Defines a Trading Day
A trading day is any weekday when the major U.S. exchanges open for standard business. The NYSE and NASDAQ both operate Monday through Friday. They exclude federal holidays recognized by the securities industry.
Standard trading hours run from 9:30 AM to 4:00 PM Eastern Time. During these sessions, volume can be absolutely massive. Daily volumes regularly hit 6.244 billion shares worth over 29 billion dollars.
The key distinction is that business days for stock trading don’t include weekends or market holidays. Your brokerage might be open on Presidents’ Day for customer service. But if the exchanges are closed, no trading happens.
I’ve seen new investors get confused by this. They place orders on holidays and wonder why nothing executes.
| Trading Day Component | Specification | Impact on Investors |
|---|---|---|
| Operating Days | Monday through Friday | Five potential trading opportunities per week |
| Standard Hours | 9:30 AM – 4:00 PM ET | 6.5 hours of active market time daily |
| Holiday Closures | 9-10 federal holidays annually | Reduced monthly trading day counts |
| Early Closures | 1:00 PM ET on select days | Half trading sessions affect options expiration |
The Standard Trading Week Structure
The American financial markets operate on a predictable five-day cycle. This Monday-through-Friday structure has remained consistent for generations. It creates a rhythm that affects everything from algorithmic trading to earnings reports.
Most months deliver between 19 and 23 weekday trading sessions per month. This depends on how weekends fall and where holidays land. February typically gives you the fewest opportunities because it’s the shortest month.
March and October often provide the most trading days. They have 31 calendar days and fewer holiday interruptions.
I’ve noticed something interesting about this weekly pattern. Market behavior actually changes based on the day of the week. Mondays often see position adjustments from weekend news.
Fridays frequently experience lower volume as traders close positions before the weekend. This isn’t just anecdotal. There’s solid research backing these patterns.
The structure matters for practical reasons too. Knowing which months have more trading days helps you calculate your actual cost basis. Options traders need to know this because contracts expire on specific trading days.
Why Trading Day Counts Matter for Investors
The difference between 19 and 23 business days for stock trading might not seem significant. But those four extra days compound into real money over time. This affects annualized returns, investment schedules, and options strategies.
Settlement periods depend on trading day counts, not calendar days. The current T+2 settlement rule means your trade settles two trading days after execution. If you sell on a Thursday before a three-day holiday weekend, funds settle the following Tuesday.
I’ve seen investors get caught short because they didn’t account for this timing.
For covered call sellers like myself, the number of weekday trading sessions per month affects income potential. More trading days mean more opportunities for theta decay to work in your favor. Fewer days compress the timeline for collecting premium.
Compound growth calculations also need accurate day counts. If you assume 252 trading days when the actual count for 2026 is different, your projections will be off. The error might seem small monthly, but it accumulates.
I’ve watched investors miscalculate their retirement timelines by months or even years. They used rough estimates instead of actual trading day counts.
There’s also a psychological component I’ve observed in my own trading. Knowing exactly how many days your capital is actively at work versus sitting idle during closures changes your thinking. It makes you more intentional about timing large purchases or sales around holiday periods.
How Many Trading Days in a Month: The 2026 Breakdown
Looking at 2026’s opening quarter, the market trading day count varies more than expected. Each month presents a different schedule based on weekend patterns and federal holidays. Knowing these exact numbers ahead of time completely changes how I structure quarterly strategies.
The difference between calendar days and actual trading opportunities catches many people off guard. You need precise numbers when calculating returns or planning rebalancing schedules, not rough estimates.
| Month | Trading Days | Calendar Days | Federal Holidays |
|---|---|---|---|
| January 2026 | 20 | 31 | New Year’s Day |
| February 2026 | 19 | 28 | Presidents’ Day |
| March 2026 | 21 | 31 | None |
| Q1 Total | 60 | 90 | 2 |
January 2026: 20 Trading Days
January starts the year with 20 solid trading days. New Year’s Day falls on a Thursday, which means markets open Friday, January 2nd. That’s favorable compared to years when January 1st lands mid-week and creates a shortened first week.
I always pay extra attention to January because it sets the tone for the entire year. Those 20 days give you a full month of price action without too much disruption.
The way weekends align in January 2026 works in your favor. You get four complete trading weeks plus that bonus Friday to start things off.
February 2026: 19 Trading Days
February drops to just 19 trading days, making it the shortest trading month of the first quarter. Understanding how many trading days in a month really matters for your planning. Presidents’ Day takes out Monday, February 16th, cutting into an already abbreviated month.
I’ve noticed something consistent over the years. February’s compressed schedule creates concentrated volatility patterns that don’t show up in longer months.
“The shorter the trading month, the more each individual day’s movement matters to your monthly performance metrics.”
Running systematic strategies or setting up dollar-cost averaging schedules changes with that missing trading day. It’s not huge, but it’s enough to throw off monthly comparisons if you’re not accounting for it.
March 2026: 21 Trading Days
March rebounds nicely with 21 trading days, the highest count of the first quarter. No federal holidays interrupt the schedule, and you get a clean five-week trading period. This makes March my favorite month for testing new strategies because you have maximum opportunity without holiday disruptions.
That extra day compared to January might not seem like much. But calculating how many trading days in a month for performance benchmarking matters. It represents a 5% difference in available market time.
March also benefits from typically higher trading volumes as winter ends. More participation means better liquidity for position entries and exits.
First Quarter 2026 Total Trading Days
Adding it all up, the first quarter of 2026 gives you 60 total trading days. That’s your baseline for quarterly planning, portfolio rebalancing, and performance analysis.
Calculating quarterly returns means your money has exactly 60 opportunities for price movement. Not the 90 calendar days you might assume. This matters for comparing your performance to benchmarks or setting realistic expectations.
I use this market trading day count for screening criteria that run daily. Sixty iterations of your strategy parameters gives you enough data to see patterns without waiting through an entire year.
The distribution across these three months is fairly balanced. You’re not dealing with a situation where one month dominates the quarterly total. January and March bookend the quarter with strong numbers, while February’s shortened schedule sits right in the middle.
For systematic rebalancing strategies, knowing you have 60 days helps determine optimal frequency. Should you rebalance weekly? Every 12 trading days? The math gets cleaner when you work with actual trading days instead of calendar dates.
Second Quarter 2026 Monthly Trading Schedule
Spring trading season in 2026 delivers more market days than you might expect. The second quarter consistently outperforms the first three months in available NYSE trading days. This makes Q2 particularly important for investors working with quarterly benchmarks and performance targets.
Spring months tend to have fewer federal holiday interruptions compared to winter periods. That pattern holds true for 2026. This gives us a solid foundation for mid-year trading strategies.
April 2026: 22 Trading Days
April starts the quarter strong with 22 trading days. That’s about as good as it gets for a single month. April represents a full complement of trading weeks with minimal disruption.
The only potential holiday impact comes from Good Friday, which major exchanges typically observe. Beyond that, April runs smoothly from start to finish. This makes it ideal for executing longer-term strategies that need consistent market access.
April is particularly valuable because you get nearly a full month of data. Your technical indicators and moving averages aren’t skewed by extended closures. This creates cleaner analysis opportunities for traders.
May 2026: 20 Trading Days
May drops to 20 trading days, primarily because Memorial Day falls on the last Monday. That end-of-month holiday creates a four-day weekend. Many traders use this time to reposition portfolios before summer patterns emerge.
The reduction in NYSE trading days for May isn’t dramatic, but it matters. Those two missing days represent a 9% reduction in available trading time compared to April. This affects daily average volumes and month-over-month performance metrics.
May can feel longer than it actually is. The holiday weekend creates a natural break in momentum right when summer patterns start. Volume often thins out in the days leading up to Memorial Day.
June 2026: 22 Trading Days
June bounces back to 22 trading days, matching April’s total. There are no federal holidays cutting into the schedule. This gives you a clean month for quarter-end positioning and portfolio rebalancing.
June becomes strategically important because it’s your last chance to influence Q2 numbers. Fund managers and institutional investors often increase activity during the final weeks. This can create interesting volatility patterns that individual investors should understand.
The full trading schedule in June means you’re working with complete weekly patterns. No short weeks throw off your rhythm. This eliminates artificial price movements around extended weekends.
Second Quarter 2026 Total Trading Days
The monthly market schedule for Q2 adds up to 64 total trading days. That’s actually four more than Q1’s 60-day count. This discrepancy matters more than most investors realize when analyzing quarterly performance.
Here’s the breakdown that puts it in perspective:
- April 2026: 22 trading days
- May 2026: 20 trading days
- June 2026: 22 trading days
- Total Q2: 64 trading days
A 5% gain over 64 days represents a different velocity than the same gain over 60 days. Comparing quarterly returns against benchmarks requires normalization by actual trading days available. Otherwise, you’re comparing apples to oranges.
The extra days in Q2 also affect options expiration cycles and earnings season density. Settlement periods change as well. If you’re trading derivatives or managing T+2 settlement schedules, those four additional days create more opportunities.
Professional traders account for this in their risk management models. Your position sizes should reflect the actual time you have to manage them. More trading days mean more opportunities for both gains and losses to compound.
Third Quarter 2026 Trading Day Analysis
Summer trading brings its own rhythm to the markets. The third quarter of 2026 reflects this seasonal shift. July, August, and September each have their own character for market activity.
Counting days doesn’t give you the full picture during summer months. The calendar numbers tell one story. Trading volume and market behavior tell another.
Let’s break down what Q3 2026 looks like. This helps investors plan their strategies around these specific timeframes.
July Kicks Off with 22 Trading Days
July 2026 delivers 22 trading days. This represents one of the fuller months on the calendar. Independence Day falls on Saturday, July 4th.
The markets observe the holiday on Friday, July 3rd. This creates a long weekend that impacts trading behavior. We technically lose only one session.
The days before and after July 4th typically see reduced volume. Traders take extended vacations. Institutional activity drops off.
The number 22 looks robust on paper. Those holiday-adjacent days function differently than regular sessions. Full-week stretches in July tend to compensate for this slowdown.
July’s 22 days include at least 3-4 sessions with below-average participation. Factor this in for monthly strategies.
August Settles at 21 Trading Days
August 2026 gives us 21 trading days. Zero federal holidays interrupt the schedule. It’s a full month of sessions.
Understanding market psychology becomes crucial here. August has earned its reputation as the vacation month on Wall Street. Trading volume traditionally drops 15-20% compared to spring months.
Desks run with skeleton crews. Major institutional players delay significant moves until September. This pattern repeats year after year.
The quality of these 21 sessions varies more than any other month. Early August often maintains decent activity. The middle two weeks can feel like ghost town sessions.
By late August, some energy returns. Traders prepare for the fall push.
September Delivers 21 Trading Days
September 2026 also features 21 trading days. Labor Day eliminates the first Monday. That holiday on September 7th creates another long weekend.
This works well from a market perspective. It gives everyone a chance to reset after the summer doldrums.
September traditionally marks the return to serious trading. Volume picks up. Volatility increases, and institutional money comes back to work.
Those 21 days in September typically pack more punch. They outperform August’s 21 sessions despite identical counts.
September historically shows unique patterns. The month has a reputation for weakness, though that’s not guaranteed. What is consistent is increased engagement from market participants.
Third Quarter Totals 64 Trading Days
Q3 2026 delivers 64 trading days total. This matches Q2 exactly. It creates helpful consistency for quarterly comparisons.
Fund managers appreciate this symmetry. It helps when evaluating performance metrics.
The average number of trading days per month for Q3 comes to 21.3 days. This sits slightly above the annual average. The practical trading environment differs significantly from busier quarters.
The math says 21.3 days. The market behavior tells a more nuanced story.
That 64-day count helps with several calculations. Options expiration cycles work with this number. Monthly reporting deadlines and portfolio rebalancing schedules tie to these trading day totals.
Having the same count as Q2 removes one variable. This helps when comparing second and third quarter results.
Summer trading requires adjusted expectations. Those 64 days won’t deliver the same volatility as 64 days in Q1 or Q4. The calendar provides structure, but seasonal patterns provide context.
Understanding this quarterly breakdown helps with practical decisions. Knowing you have 64 sessions helps space out purchases for dollar-cost averaging. Recognizing the July holiday impact and August slowdown informs position sizing.
Active traders benefit from this knowledge. It helps with risk management throughout the quarter.
Fourth Quarter 2026 Market Trading Days
October through December 2026 brings the year to a close with a distinctive distribution of market trading days. The final quarter shows some interesting variation that deserves close attention. Understanding the market trading day count for Q4 becomes especially important during this period.
This quarter combines regular market activity with significant holiday interruptions and year-end financial behaviors. The fourth quarter traditionally sees heightened trading activity as investors position themselves for the new year. Portfolio managers engage in window dressing, individual investors pursue tax-loss harvesting, and institutional funds complete their annual rebalancing.
October 2026: 22 Trading Days
October delivers a full complement of 22 trading days in 2026. This makes it one of the most active months in the entire year for market participation. Columbus Day falls during October, but the stock market remains open on Columbus Day.
Bond markets close for this federal holiday, but equity markets continue normal operations. Traders sometimes get confused by this discrepancy, especially when working across different asset classes. The full 22-day schedule means October provides maximum opportunity for implementing strategies before the holiday season disrupts normal patterns.
October has earned a reputation for volatility in market history. Having the complete set of trading days means more data points and more chances to respond. Those extra days matter when volatility picks up.
November 2026: 19 Trading Days
November drops significantly to just 19 trading days, making it the shortest month in the fourth quarter. Thanksgiving creates the primary disruption here. The market closes completely on Thanksgiving Thursday.
Friday following Thanksgiving typically sees an early closure around 1:00 PM Eastern Time. That Friday still counts as a trading day despite the shortened hours. The abbreviated schedule affects how traders approach positions going into the holiday week.
Volume drops noticeably, liquidity thins out, and price movements can become less predictable with fewer participants. The week of Thanksgiving often sees reduced institutional participation as traders take extended holidays. Those missing days in November compress the timeline for quarterly positioning.
December 2026: 22 Trading Days
December rebounds to 22 trading days in 2026, though the calendar includes some quirks worth noting. Christmas falls on a Friday in 2026, so the market closes for that holiday. Christmas Eve on Thursday, December 24th, will likely see an early closure around 1:00 PM Eastern.
New Year’s Eve on December 31st might also feature reduced hours depending on final exchange decisions. Even with these shortened sessions, December maintains its full count of 22 trading days. Partial days still count in the official tally.
December brings unique market dynamics that play out year after year. Tax-loss harvesting accelerates as investors realize losses to offset gains before December 31st. Portfolio rebalancing by mutual funds and pension managers creates unusual volume patterns.
Window dressing sees fund managers adjusting holdings to show attractive positions in year-end statements. The combination of 22 trading days with these behavioral patterns makes December fascinating from a strategy perspective.
Fourth Quarter 2026 Total Trading Days
The fourth quarter of 2026 delivers 63 total trading days across its three months. This puts Q4 one day behind both Q2 and Q3, which each offered 64 trading days. However, Q4 still provides three more trading days than Q1’s 60-day count.
Here’s how the complete market trading day count breaks down for the final quarter:
| Month | Calendar Days | Market Holidays | Trading Days | Key Characteristics |
|---|---|---|---|---|
| October 2026 | 31 | None (Columbus Day open) | 22 | Full trading schedule, historically volatile period |
| November 2026 | 30 | Thanksgiving + early Friday close | 19 | Shortest Q4 month, reduced holiday week volume |
| December 2026 | 31 | Christmas (early close Dec 24) | 22 | Year-end positioning, tax-loss harvesting active |
| Q4 2026 Total | 92 | 2 full + 2 early closes | 63 | Critical period for annual portfolio adjustments |
The uneven distribution across Q4 months creates strategic considerations for planning. November’s reduced count means less time to react to late-year developments. October and December’s fuller schedules provide more flexibility for position adjustments and tactical moves.
Year-end patterns combine with this schedule in ways that experienced traders recognize. The Santa Claus rally phenomenon typically spans the last five trading days of December. It also includes the first two trading days of January.
Understanding exactly how many trading days remain in December helps time entries and exits around this seasonal pattern. Quarter-end effects also amplify in Q4 since it coincides with year-end. The 63 trading days host not just regular market activity but also institutional flows tied to annual reporting.
Index rebalancing, dividend reinvestment programs, and options expiration all concentrate into this final period. Knowing Q4 contains 63 trading days helps with several planning aspects:
- Calculating required daily returns to meet annual performance targets
- Timing tax-loss harvesting to optimize holding periods
- Scheduling portfolio reviews before key holidays disrupt normal operations
- Planning vacation time around the most critical trading periods
- Setting realistic expectations for strategy implementation timelines
The fourth quarter consistently proves to be one of the most consequential periods in the market calendar. Those 63 days carry outsized importance relative to their proportion of the annual total. Understanding the specific trading day count for each Q4 month gives you an edge in timing and execution.
Average Number of Trading Days Per Month in 2026
I’ve spent years tracking market calendars. One question keeps coming up: what’s the typical number of trading days each month? For 2026, the answer is more nuanced than you might expect.
Understanding the average number of trading days per month helps you build realistic investment timelines. It also helps you calculate monthly returns with precision.
The variation between months matters more than most people realize. These differences can impact your actual results versus your expectations.
Statistical Breakdown: 2026 Monthly Averages
Let me walk you through the actual numbers. In 2026, we’re looking at 251 total trading days spread across twelve months. Divide that evenly, and you get 20.9 trading days per month on average.
That’s your benchmark answer for typical monthly trading opportunities. Round it to 21 days, and you’ve got a reliable planning number.
Here’s what makes this interesting – the range is wider than you’d think:
- Shortest months: February and November with just 19 trading days each
- Longest months: April, June, July, October, and December with 22 trading days
- Variance: 15.8% difference between the shortest and longest months
- Most common count: 21-22 trading days appears in 8 out of 12 months
This variance isn’t random. It’s driven by how weekends align with federal holidays throughout the year. February always struggles because it’s shorter, and November gets hit by Thanksgiving closures.
Comparison with 2024 and 2025 Trading Days
Compare the annual trading days calendar across multiple years, and patterns emerge. The total trading days typically fall within a narrow range of 250-252 days annually.
| Year | Total Trading Days | Monthly Average | Shortest Month | Longest Month |
|---|---|---|---|---|
| 2024 | 252 | 21.0 | 19 days | 23 days |
| 2025 | 251 | 20.9 | 19 days | 22 days |
| 2026 | 251 | 20.9 | 19 days | 22 days |
The consistency is remarkable. Year after year, the average number of trading days per month hovers right around 21 days. What changes is which specific months gain or lose a day based on weekend positioning.
This stability makes long-term planning easier. You can confidently project that any given year will deliver approximately 251 trading opportunities.
Interactive Graph: 2026 Trading Days by Month
Visual patterns tell stories that raw numbers sometimes hide. Chart out 2026’s monthly trading day counts, and you’ll notice something interesting. Spring and fall months consistently provide more trading opportunities.
The graph would show a wave pattern throughout the year. February dips to 19 days, then March climbs to 21. The second quarter peaks with April and June at 22 days each.
Summer maintains steady 21-22 day counts. Then comes fall with another peak – October hits 22 days. November drops sharply to 19, and December rebounds to 22 days to close out the year.
Understanding these monthly patterns isn’t just academic – it directly impacts how you should structure systematic investment strategies and evaluate monthly performance metrics.
I reference this annual trading days calendar constantly for projecting compound growth scenarios. The visual representation makes it easier to spot which months might require strategy adjustments.
Annual Trading Day Total for 2026
The bottom line for 2026: 251 trading days total. That’s your complete opportunity window for the entire year.
Breaking it down by quarter gives you planning benchmarks:
- First Quarter: 60 trading days (20+19+21)
- Second Quarter: 64 trading days (22+20+22)
- Third Quarter: 64 trading days (22+21+21)
- Fourth Quarter: 63 trading days (22+19+22)
Notice how Q2 and Q3 are tied for the most trading opportunities? That’s not coincidence. Summer months benefit from fewer holiday interruptions compared to the holiday-heavy periods at year-end and early year.
I always emphasize this annual context. Yes, the monthly average is 21 days. But knowing the quarterly distribution helps you understand when to expect maximum market participation.
This annual total of 251 days becomes your baseline for calculating daily average volumes. It helps with setting up systematic withdrawal strategies or planning vacation time around market activity.
NYSE and NASDAQ Trading Days: 2026 Official Schedule
Both major U.S. stock exchanges release their holiday calendars well in advance. This gives traders clear visibility into exactly when markets will be open or closed. The NYSE and NASDAQ publish these schedules typically a year ahead.
These official calendars are your authoritative source for calculating NYSE trading days in a month. I’ve learned to bookmark these calendar pages at the start of each year. It saves me from scrambling to figure out why markets are closed.
The coordination between these two exchanges ensures that the monthly stock market trading calendar remains consistent. This synchronization prevents pricing discrepancies. It maintains market integrity throughout the trading year.
NYSE Market Holiday Calendar 2026
The New York Stock Exchange observes nine federal holidays throughout 2026. Each one reduces the NYSE trading days in the month where they occur. These closures are published months in advance on the official NYSE website.
Here’s the complete list of NYSE market closures for 2026:
- New Year’s Day – Thursday, January 1, 2026
- Martin Luther King Jr. Day – Monday, January 19, 2026
- Presidents’ Day – Monday, February 16, 2026
- Good Friday – Friday, April 3, 2026
- Memorial Day – Monday, May 25, 2026
- Independence Day – Friday, July 3, 2026 (observed)
- Labor Day – Monday, September 7, 2026
- Thanksgiving Day – Thursday, November 26, 2026
- Christmas Day – Friday, December 25, 2026
Each of these closures directly impacts your monthly trading calculations. January, for example, loses two trading days due to New Year’s and MLK Day.
The NYSE schedule serves as the benchmark for the broader U.S. equities market. All equity trading halts across the country when the NYSE closes.
NASDAQ Trading Hours and Closure Dates
NASDAQ follows an identical holiday schedule to the NYSE. This creates perfect alignment across the monthly stock market trading calendar. Regular trading hours run from 9:30 AM to 4:00 PM Eastern Time.
NASDAQ also offers pre-market sessions from 4:00 AM to 9:30 AM. After-hours trading runs from 4:00 PM to 8:00 PM. However, these extended sessions don’t count toward official trading day calculations.
Pre-market and after-hours sessions have dramatically different characteristics than regular hours. Volume drops significantly. Spreads widen considerably.
The synchronization between NYSE and NASDAQ closure dates prevents arbitrage opportunities. This coordination maintains fair pricing across all listed securities.
Early Closure Days and Half Trading Sessions
Both exchanges schedule early closure days that still count as complete trading sessions. These shortened days typically close at 1:00 PM Eastern Time instead of 4:00 PM.
The most predictable early closure occurs the day after Thanksgiving. Friday, November 27, 2026, will see this traditional shortened session.
Additional early closures may occur on Christmas Eve and New Year’s Eve. For 2026, Christmas Eve falls on Thursday, December 24. This date will likely see an early 1:00 PM closure.
| Early Closure Date | Day of Week | Closing Time | Typical Volume |
|---|---|---|---|
| Day After Thanksgiving | Friday, November 27 | 1:00 PM ET | 30-40% of normal |
| Christmas Eve | Thursday, December 24 | 1:00 PM ET (likely) | 25-35% of normal |
| Day Before Independence Day | Thursday, July 2 | Possible early close | 40-50% of normal |
I treat these shortened sessions almost like half-days in my planning. Liquidity dries up after lunch. Spreads can get uncomfortable if you’re trading anything beyond the most liquid names.
The reduced hours create challenges for day traders. However, they still provide opportunities for longer-term position adjustments. Just don’t expect normal market behavior during these sessions.
Coordinated Market Closures Across Exchanges
The synchronization between NYSE, NASDAQ, and other U.S. exchanges is carefully orchestrated. It maintains market stability. You’re calculating trading days for virtually every U.S. equity exchange.
This coordination extends to regional exchanges and options markets. It also includes futures exchanges tied to equity indexes. The CME Group aligns its equity index futures closures with the stock exchanges.
Without this synchronization, you’d see pricing inefficiencies between exchanges. Stocks listed on both exchanges would face impossible arbitrage situations. Imagine if NASDAQ remained open while NYSE closed.
The coordination becomes especially interesting with international markets. European and Asian exchanges operate on their own calendars. Sometimes they’re open while U.S. markets are closed.
News can break on a U.S. holiday when European markets are open. Prices shift overseas, but American traders can’t react until the next U.S. session. It creates interesting gaps and opportunities.
The official exchange websites remain your best resource for verifying closures. The NYSE publishes its calendar at nyse.com. NASDAQ maintains its schedule at nasdaq.com.
Federal Holidays Impact on Monthly Trading Day Count
Federal holidays disrupt predictable monthly schedules and directly shape your available trading days. These official closures follow established patterns worth understanding. They matter more than most traders realize.
The NYSE and NASDAQ observe specific federal holidays. Some closures aren’t technically federal holidays at all. This creates a unique calendar different from regular business operations.
January and February Holiday Adjustments
January starts with an immediate reduction in available trading days. New Year’s Day removes one opportunity right away. The observance shifts to the nearest weekday if January 1st lands on a weekend.
Martin Luther King Jr. Day hits on the third Monday of January. That’s your second holiday closure for the month. Most January totals drop to around 20 trading days instead of 22 or 23.
February presents its own challenges with Presidents’ Day on the third Monday. February is already the shortest month. The holiday closure creates those compressed 19-day counts we examined earlier.
These early-year holidays create interesting volume patterns. Trading activity surges the week before these long weekends. Activity returns relatively light when markets reopen.
Spring and Summer Market Closures
Good Friday catches many people off guard in your calculations. It’s not actually a federal government holiday. The stock market observes it anyway, falling in March or April.
Memorial Day arrives on the last Monday of May. This holiday consistently removes one trading day from May’s total. That explains why May 2026 sits at 20 trading days.
Summer offers the lightest holiday impact on your trading schedule. Independence Day on July 4th represents the only major summer closure. Weekend observances move to Friday or Monday.
This minimal disruption explains strong trading day counts in July and August. July 2026 delivers 22 full trading days. Independence Day falls on Saturday, leaving plenty of active market days.
Here’s how spring and summer holidays affect specific months:
- Good Friday: Reduces March or April by one trading day annually
- Memorial Day: Consistently takes the last Monday from May
- Independence Day: July 4th closure with weekend adjustment rules
- No August holidays: Full trading month with maximum availability
Fall Holiday Trading Impact
Labor Day kicks off fall trading as the first Monday in September disappears. This federal holiday shaves one day from September’s total. Most September months drop to around 21 trading days.
Labor Day’s timing affects traditional September volatility patterns. Markets reopen after the long weekend as institutional traders return. This often creates increased activity.
Columbus Day and Veterans Day don’t affect your trading calendar despite being federal holidays. The stock exchanges remain open for regular trading hours. This confuses people who assume all federal holidays mean market closures.
Thanksgiving brings the next significant impact in November. The market closes for Thanksgiving Thursday. Friday typically sees an early closure around 1:00 PM ET.
Year-End Holiday Schedule Effects
The year-end concentration creates the most complex trading scenarios. Christmas Day represents a full market closure. The surrounding calendar creates additional wrinkles worth understanding.
Christmas falling midweek means a straightforward one-day closure. Christmas landing on Thursday or Tuesday can lead to extended quiet periods. Some years see early closures on Christmas Eve.
December 2026 shows 22 trading days because Christmas falls on a Friday. The holiday closure happens heading into a weekend anyway. This minimizes disruption to your weekly trading schedule.
New Year’s Eve doesn’t typically close markets. You’ll see early closures around 1:00 PM ET in many years. The NYSE has historically closed early on December 31st.
Here’s the year-end holiday breakdown that affects your trading calendar:
- Thanksgiving Thursday: Full market closure
- Black Friday: Early close at 1:00 PM ET (half day)
- Christmas Day: Full market closure with potential early close on Christmas Eve
- New Year’s Eve: Potential early close at 1:00 PM ET depending on weekday placement
These holiday patterns influence market behavior over multiple years. Volume consistently drops before long weekends as traders close positions. Volatility often spikes when markets reopen after extended closures.
Weekly options traders need especially careful timing around these gaps. A three-day weekend can dramatically change option values. Reduced trading hours on early-close days compress time available for position adjustments.
The concentration of holidays in November and December matters significantly. The fourth quarter doesn’t always deliver proportionally more trading days. Those holiday closures affect anyone calculating their actual available trading time.
Tools and Resources for Tracking Monthly Trading Days
I used to mark trading days on a wall calendar with a pen. Then I discovered smarter, automated ways to track the monthly market schedule. The digital age brought us dozens of tools designed for this purpose.
These tools have saved me countless hours of manual counting. Finding the right tool depends on your trading style. Some traders want everything on their phone, while others need spreadsheet flexibility.
Trading Day Calculator Tools for 2026
Online trading day calculators have become my go-to for quick date range calculations. These web-based tools let you input any start and end date. They automatically calculate how many trading days fall between them.
Sites like TimeAndDate.com offer customizable business day calculators. You can exclude U.S. federal holidays and weekends. I use these when planning multi-month strategies or calculating settlement periods.
The beauty of these calculators is their simplicity. You don’t need to download anything or remember login credentials. Just bookmark the page and access it whenever needed.
Most calculators let you add custom holidays too. This helps if you’re tracking international markets alongside U.S. exchanges. The accuracy is typically excellent since they pull from official holiday databases.
Market Calendar Mobile Applications
Mobile apps changed how I track trading schedules entirely. Having instant access to market hours proved more valuable than expected. Closure dates right in my pocket make planning easier.
Stock Market Calendar and Trading Calendar are two apps I’ve tested extensively. They both provide push notifications before holidays. They show early closure days and often include earnings calendars.
The notification feature alone justifies having one of these apps. I’ve avoided several scheduling mistakes because of phone reminders. My phone alerted me about upcoming holidays I’d forgotten.
Many apps now sync across devices. Updates you make on your phone appear on your tablet. Some even offer widgets that display countdown to the next trading session.
What separates good apps from great ones is data accuracy and update frequency. The best apps pull directly from NYSE and NASDAQ official sources. This ensures the monthly market schedule information stays current.
Excel Spreadsheet Templates for Day Counting
Excel templates remain my personal favorite for comprehensive planning. The customization possibilities beat any pre-built app. You control exactly what information appears and how it’s organized.
You can download 2026-specific templates that already have federal holidays programmed in. Adding your own annotations becomes simple from there. Include options expiration dates, dividend schedules, and personal trading goals.
The NETWORKDAYS function in Excel automatically calculates trading days between any two dates. You just need to set it up with the holiday list once. Then reference those cells in your formulas.
I maintain a master spreadsheet each year. It tracks not just trading days, but also historical volatility patterns by month. This gives me context beyond simple day counts.
Advanced users can create conditional formatting that highlights short trading weeks. You can also highlight months with unusual numbers of trading days. Visual cues like these make planning significantly faster.
Brokerage Platform Calendar Integration Features
Modern brokerage platforms have integrated calendar features. They eliminate the need for separate tracking tools entirely. TD Ameritrade, Fidelity, and Interactive Brokers include comprehensive market hour displays.
These built-in calendars show more than just holidays. They display early closure notifications and countdown timers to the next trading session. Sometimes they even include economic event calendars.
What I appreciate most is how these platforms adjust their order entry screens. A clear warning appears on early-close days. It tells you the session ends at 1:00 PM EST instead of 4:00 PM.
Some brokers offer customizable alerts that notify you about upcoming market closures. You can set these to trigger one day before or one week before. Choose whatever timeframe suits your planning needs.
The integration with your actual trading interface means you see calendar information where you execute trades. This reduces the chance of missing important schedule details.
| Tool Type | Best Use Case | Key Advantage | Typical Cost |
|---|---|---|---|
| Online Calculators | Quick date range calculations | No installation required | Free |
| Mobile Apps | On-the-go schedule checking | Push notifications for holidays | Free to $5/month |
| Excel Templates | Custom planning and analysis | Complete customization control | Free to $20 one-time |
| Brokerage Integration | Real-time trading decisions | Seamless platform integration | Included with account |
The key is finding the tool combination that matches your workflow. I use Excel for monthly planning sessions. I keep a mobile app for quick reference when away from my desk.
I rely on my broker’s calendar for real-time trading decisions. No single tool does everything perfectly. Using two or three complementary resources covers all your tracking needs.
The time investment to set these up pays back quickly. You’ll make fewer scheduling errors and have better preparation.
Business Days vs Trading Days: Key Differences Explained
Not every business day is a trading day. This seems minor until you wait for cash to settle. I learned this after selling stock on Thursday before Good Friday.
The difference affects settlement timing, cash availability, and trading strategy. Most investors discover this when they need money right now. Understanding this distinction directly impacts when you can access your funds.
We use “business day” casually without considering market-specific definitions. Banks, post offices, and most companies operate on business days. Stock exchanges follow a more restrictive calendar that excludes certain holidays.
Defining Business Days in Financial Markets
Business days are Monday through Friday, excluding federal holidays. Banks process transactions, and businesses operate normally. Good Friday fits this definition perfectly.
Trading days represent a subset of business days. The NYSE and NASDAQ close on Good Friday despite it being regular business. This creates a gap that catches people off guard.
I’ve watched this confusion play out repeatedly. Someone sells stock thinking they’ll have cash in two days. Settlement happens one business day later than expected.
Settlement Period Calculations
Settlement timing determines when ownership officially transfers and cash becomes available. The current system operates on specific rules. This requires counting trading days correctly.
The transaction doesn’t complete instantly after you execute a stock trade. The trade date (T) marks when you click buy or sell. Settlement happens later for clearing houses to process paperwork.
| Day Type | Markets Open | Banks Operating | Counts for Settlement | Example |
|---|---|---|---|---|
| Regular Trading Day | Yes | Yes | Yes | Tuesday, March 15 |
| Market Holiday | No | Yes | No | Good Friday |
| Federal Holiday | No | No | No | Thanksgiving |
| Weekend Day | No | No | No | Saturday, Sunday |
The table shows why you can’t just count calendar days. A business day where banks operate doesn’t automatically count toward settlement. This distinction becomes critical for planning trades around holidays.
T+2 Settlement Rules and Trading Day Impact
T+2 settlement means your trade settles two trading days after the trade date. The emphasis on trading days creates timing complications. If you sell stock on Thursday and Monday is a market holiday, settlement happens Wednesday.
I made this mistake before Thanksgiving. I counted Thursday as day one and expected settlement Friday. Thursday didn’t count because markets were closed.
The T+2 system replaced T+3 settlement in 2017. You get your money one day faster. The counting rules remain the same.
Options settlement works differently and creates additional complexity. Options contracts settle on the next business day (T+1). This seems simpler but requires tracking two different settlement calendars simultaneously.
International Market Calendar Variations
Global markets operate on different holiday schedules. U.S. exchanges close for Thanksgiving while European and Asian markets continue. I’ve experienced significant moves in my international holdings on closed domestic days.
The reverse situation happens regularly too. U.S. markets operate on days other countries observe holidays. This creates arbitrage opportunities and information gaps.
Managing a global portfolio requires awareness of multiple calendars simultaneously. I track at least three separate holiday schedules for my international positions. Missing a foreign market holiday has cost me opportunities.
Currency markets add another layer since forex trading happens nearly 24/5. You can trade currencies on days when stock markets are closed. A U.S. stock market holiday doesn’t stop forex trading.
Trading Strategy Implications Based on Monthly Calendar Patterns
The number of trading days each month shapes how markets move and how I position trades. Your monthly stock market trading calendar influences everything from option pricing to liquidity conditions. I’ve watched these patterns play out repeatedly, and ignoring them has cost me money.
Calendar-based market behavior shows up in the data consistently. Trading volumes shift, volatility patterns emerge, and institutional activity creates predictable rhythms. Understanding these dynamics helps you adjust your trading strategy to work with market tendencies.
Short Month Strategy Adjustments
February and November present unique challenges with their reduced trading days. February 2026 offers just 19 trading days, while November matches that count. This compression changes how I approach positions during these periods.
Time decay accelerates on a per-day basis in shorter months. If you’re running theta strategies, those 19-day months require different position sizing compared to 22-day months. The same amount of time value must decay over fewer days.
I’ve learned to reduce position size by approximately 15% during short months. The compressed timeline means less room for error if the market moves against you. You also have fewer days to adjust or roll positions before expiration cycles hit.
Short months affect monthly performance calculations too. A 2% gain in February represents stronger per-day performance than the same gain in April. Accounting for trading day differences gives you more accurate performance metrics.
Holiday Week Volatility and Market Behavior
Holiday weeks transform normal market conditions in ways that catch unprepared traders off guard. Volume typically drops 20-30% before major three-day weekends. That reduced liquidity creates wider bid-ask spreads and allows smaller orders to move prices dramatically.
The Wednesday before Thanksgiving stands out as particularly treacherous. Most institutional traders have already left for the holiday. I avoid initiating new positions that afternoon unless I’m specifically trading the expected volatility increase.
Market behavior around holidays follows recognizable patterns:
- Pre-holiday drift: Markets often trend slightly higher going into extended weekends as shorts cover positions
- Liquidity gaps: Normal support and resistance levels become less reliable with reduced participation
- Spread widening: Options markets show particularly dramatic spread increases as market makers reduce inventory
- Flash moves: Sudden price swings occur more frequently on lower volume
These conditions don’t mean you should avoid trading entirely during holiday weeks. They do mean your risk management needs adjustment. I typically reduce position sizes by 25-30% and widen stop-loss levels to avoid erratic price action.
Month-End and Quarter-End Trading Effects
The final trading days of each month bring institutional activity that creates measurable market patterns. Mutual funds rebalance portfolios, hedge funds engage in window dressing, and pension funds settle accounts. This concentrated activity particularly intensifies at quarter-end.
Window dressing describes how fund managers buy winners and sell losers right before reporting periods. They want their holdings statements to show the successful stocks that performed well. This creates additional buying pressure on stocks with strong monthly or quarterly performance.
Tax-loss selling amplifies these effects. Losing positions get dumped to generate deductible losses, while winners see continued accumulation. Quarter-end during short trading months like November intensifies these price movements.
I’ve developed a simple approach for month-end periods. The final three trading days of any month, I look for:
- Recent strong performers likely to see additional institutional buying
- High short-interest stocks that might squeeze as quarter-end approaches
- Stocks near psychological price levels ($50, $100) where options activity concentrates
The first two trading days of the new month often see reversals. Stocks that got pushed higher through window dressing frequently pull back. It’s a predictable rhythm once you know to watch for it.
Historical Evidence of Calendar-Based Market Patterns
Calendar patterns in market performance have shown up repeatedly throughout market history. While past performance never guarantees future results, awareness of these tendencies helps contextualize price movements. Understanding these patterns provides valuable context for trading decisions.
The “January effect” describes small-cap stocks typically outperforming large-caps early in the year. Tax-loss selling in December depresses small-cap prices, then January buying pressure reverses those declines. Whether this pattern continues working depends partly on how many traders try to front-run it.
“Sell in May and go away” references historically weaker summer performance. Markets have tended to deliver better returns from November through April than May through October. The data supporting this goes back decades, though recent years show less consistency.
September stands out as historically the worst-performing month. Since 1950, September has delivered negative average returns for the S&P 500. The pattern persists regardless of the cause.
Individual stock patterns can override broader calendar tendencies. Company-specific catalysts matter more than seasonal trends. Nvidia gained after earnings announcements 7 out of 9 times over various 6-month periods.
I don’t base entire trading strategies on calendar patterns alone. They serve as additional context when analyzing potential trades. If I’m considering a position in September and the setup looks marginal, historical weakness might tip my decision.
| Calendar Pattern | Historical Tendency | Strategic Application | Reliability Rating |
|---|---|---|---|
| January Effect | Small-cap outperformance | Rotate into small-caps late December | Moderate |
| Sell in May | Weaker summer returns | Reduce exposure or shift defensive | Variable |
| September Weakness | Historically worst month | Tighten stops, increase cash | Moderate |
| Year-End Rally | November-December strength | Maintain full exposure, favor momentum | Moderate-High |
The key is treating calendar patterns as one input among many in your decision-making process. Market structure, technical setup, fundamental catalysts, and macroeconomic conditions all matter more than the calendar month. But when multiple factors align and calendar patterns support your thesis, that confluence strengthens conviction.
Your monthly stock market trading calendar for 2026 should account for these behavioral patterns. Mark the short months, highlight holiday weeks, and note quarter-end dates. This preparation helps you anticipate when normal market conditions might shift.
2026 Market Predictions and Trading Day Forecasts
The 2026 annual trading days calendar is set in stone. What happens during those 251 trading days remains the real mystery investors want to solve. I’ve spent years tracking how market predictions align with actual trading outcomes.
The fascinating part isn’t the forecasting itself. It’s understanding how the fixed structure shapes when and how market movements occur.
This year presents unique factors worth considering. The intersection of technological transformation, infrastructure spending, and traditional market cycles creates an unusual environment.
Let me walk you through what analysts expect. I’ll show you where to find reliable information to plan your 2026 strategy.
Expected Market Volatility Throughout 2026
Market volatility in 2026 will likely center on several key themes. The artificial intelligence infrastructure buildout stands out as a primary driver. Industry projections suggest the AI market could expand from approximately $300 billion.
It could potentially reach trillions of dollars by the early 2030s. That trajectory means 2026 sits in a critical growth phase.
Infrastructure spending to support this expansion could eventually hit $4 trillion by decade’s end. These massive investment flows create sustained volatility, particularly in technology sectors.
The 251 trading days ahead will likely see significant price swings. Investors will constantly reassess which companies capture the largest share of infrastructure spending.
I’ve noticed that major capital deployment cycles create uneven volatility distribution. Certain months historically show amplified movements. The trading day counts become your framework for understanding how quickly these trends might develop.
Quarters with more trading days provide more opportunities for gradual trend development. Q2 and Q4 with 64 and 63 days respectively allow trends to unfold steadily. Shorter months like February’s 19 trading days can compress volatility into more intense bursts.
Free cash flow growth expectations add another dimension. Forward-looking projections from major corporations suggest improving cash generation. But the timing of when markets recognize and price in these improvements matters significantly.
Seasonal Trading Pattern Predictions
Seasonal patterns will probably follow historical norms unless disrupted by macro events. I’ve tracked these patterns for years. They tend to persist because they’re driven by institutional behavior that changes slowly.
January 2026’s 20 trading days typically see what traders call the “January effect.” Portfolio repositioning occurs as fund managers deploy fresh capital. Retail investors act on year-end tax planning.
The summer months present interesting dynamics. Despite solid trading day counts in Q3, volume typically decreases. Lower volume doesn’t necessarily mean lower volatility.
Sometimes it amplifies price swings. Fewer participants are available to absorb large orders.
Here’s a breakdown of seasonal expectations mapped to your annual trading days calendar:
| Season/Period | Trading Days | Typical Pattern | 2026 Considerations |
|---|---|---|---|
| January Effect | 20 days | Strong performance, high volume | AI sector rotation potential |
| Spring Volatility | 63 days (Q2) | Earnings-driven movements | Infrastructure spending reports |
| Summer Doldrums | 64 days (Q3) | Lower volume, range-bound | Fed policy assessment period |
| Fall Momentum | 43 days (Oct-Nov) | Strongest historical returns | Election cycle effects possible |
| Year-End Rally | 22 days (December) | Tax loss harvesting, window dressing | Compressed volatility window |
The “sell in May and go away” adage refers to historically weaker summer performance. I’ve found this pattern works better as a volume indicator than a strict trading rule. Understanding it helps you anticipate when the market might need less volume to move significantly.
Year-end dynamics compress into December’s 22 trading days. Tax loss harvesting creates selling pressure on losing positions. Winners get bid up through “window dressing” as fund managers want them visible in year-end reports.
Expert Market Outlook for 2026
Expert outlooks for 2026 vary considerably. Several common themes emerge across forecasts I’ve reviewed. Interest rate trajectories remain a central focus.
Whether the Federal Reserve continues adjusting rates or holds steady will significantly impact equity valuations. This will affect the entire trading calendar.
Inflation trends tie directly to rate decisions. Most analysts I follow expect inflation to moderate further in 2026. The pace of that moderation creates uncertainty.
Each inflation report across our 251 trading days could trigger market reassessments.
Sector rotation between growth and value stocks represents another key theme. The specific number of trading days in each quarter affects how these rotations play out. More trading days generally allow for gradual, orderly transitions as investors reposition portfolios.
Compressed months force more decisive moves. February’s 19 trading days versus March’s 21 might seem like a small difference. But to portfolio managers executing large positions, those extra days provide meaningful flexibility.
The AI infrastructure theme dominates many expert forecasts. Analysts debate which sectors benefit most. Semiconductor manufacturers, cloud infrastructure providers, energy suppliers for data centers, or software companies building AI applications.
This debate will play out across the annual trading days calendar. Quarterly earnings reports will provide data points. I expect each earnings season to trigger reassessments as actual capital deployment becomes visible.
Geopolitical factors add unpredictability. Trade relationships, regulatory changes affecting technology companies, and international market conditions create variables. No forecast captures these perfectly.
Reliable Sources for Market Calendar Information
For accurate market calendar information, stick with official sources. This matters more than most investors realize. I’ve seen people make costly trading errors by relying on incorrect holiday schedules.
NYSE.com publishes the definitive holiday schedule for New York Stock Exchange trading. Their calendar typically releases 12-18 months in advance. This gives you plenty of time to plan around the annual trading days calendar.
NASDAQ.com maintains its own official market calendar. While NYSE and NASDAQ coordinate their closure dates for major holidays, checking both sources ensures accuracy. You won’t miss any exchange-specific information.
The Securities Industry and Financial Markets Association (SIFMA) provides comprehensive market calendars. They cover multiple asset classes. Their recommendations for bond markets sometimes differ from equity market schedules.
I cross-reference these sources annually. Occasionally early-close days aren’t federal holidays but exchanges still observe shortened hours. The day before Independence Day or Christmas Eve sometimes falls into this category.
Several reliable secondary sources aggregate this information:
- CME Group publishes detailed trading calendars for futures and options markets
- Federal Reserve Bank holiday schedules affect settlement timing even when markets remain open
- Major brokerage platforms like Fidelity, Schwab, and TD Ameritrade maintain calendar tools integrated into their trading platforms
- Financial news services including Bloomberg, Reuters, and MarketWatch provide calendar information with market commentary
Building your 2026 trading plan around the accurate 251-trading-day calendar gives you a realistic framework. Whether specific predictions about AI spending or sector rotations pan out or not matters less. At least you’ll know exactly how many opportunities you have to respond.
The calendar itself is certain. January’s 20 days, February’s 19, and so on through December’s 22 trading days. What happens during those days remains speculation worth considering but not betting your entire strategy on.
I recommend revisiting official sources quarterly. Confirm no unexpected market closures have been announced. Weather emergencies or extraordinary events occasionally force unscheduled closures, though these remain rare.
The combination of a fixed annual trading days calendar and flexible strategy positioning gives you the best preparation. Know your dates, understand the patterns, but stay ready to adapt as conditions change.
Conclusion
Understanding how many trading days in a month helps you plan your strategy better. For 2026, that ranges from 19 days in February and November to 22 days in several months. April, June, July, October, and December each have 22 trading days.
The other months fall at 20 or 21 days each. These specific numbers change how you should approach position sizing and timing.
A month with 19 trading days requires different planning than one with 22 days. Your monthly goals need to account for this reality.
The 251 total trading days in 2026 represent your actual working calendar for the year. That’s what you have to build positions, execute strategies, and achieve your targets. Calendar months mean nothing to market mechanics.
Keep this guide accessible throughout the year. Reference it for planning entries around holidays or calculating settlement dates. Use it for setting realistic monthly targets.
The NYSE and NASDAQ don’t adjust their schedules based on our wishes. We adjust our strategies based on their calendars.
Your trading performance gets measured against actual market days, not calendar dates. Now you know exactly how many trading days each month offers in 2026. That puts you ahead of traders who haven’t done this homework.
