Page 116: Sector Seasonality: Selected Percentage Plays There is a very nice table on page 116. It says that XOI (Amex Oil Index) is in seasonal period from December to June with an average 10-year return of 16.2% The other indexes featured are: XNG RXH XCI RXP MSH IIX BTK XAU UTY CMR DRG XTC BXK XBD XCI CYC S5MATR RMZ SOX DJT