Stock Markets July 26, 2026 05:24 PM

Midterm Election Season Seen as a Volatility Headwind, Not a Market Catalyst

Goldman Sachs expects policy uncertainty and swings in volatility before November, but sees limited direct impact from the vote itself

By Marcus Reed
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Goldman Sachs warns that U.S. midterm elections will likely raise policy uncertainty and market volatility in the months ahead, with investors historically trimming equity exposure before rebuilding after the vote. The bank notes that the election outcome itself is unlikely to be a primary determinant of equity performance and highlights other market drivers such as rising Treasury yields, inflation concerns, and shifting investor focus toward macro risks.

Midterm Election Season Seen as a Volatility Headwind, Not a Market Catalyst
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Key Points

  • Historical pattern: S&P 500 has shown a median return of 0% from early August to Election Day since 1974, then a median 6% gain in the following three months.
  • Market mechanics: Policy uncertainty and equity volatility typically rise in the late summer, prompting mutual funds and foreign investors to trim U.S. equity exposure and rebuild it after results are known.
  • Drivers and focus: Rising Treasury yields, inflation concerns, and low stock correlations are shaping investor responses, with attention shifting from earnings to macro risks including elections, geopolitics, and interest-rate moves.

Investor focus is set to move toward the U.S. midterm elections over the coming months, and Goldman Sachs projects a rise in policy uncertainty and market volatility as the November vote approaches. Despite that, the firm argues the election result itself is unlikely to be a decisive factor in equity returns.

Examining historical patterns, Goldman finds that equities have tended to trade sideways in the run-up to midterms. Since 1974, the S&P 500 produced a median return of 0% from the start of August through Election Day. By contrast, performance has generally improved after the uncertainty of the campaign fades - the index has delivered a median gain of 6% in the three months following Election Day.

The bank highlights several mechanics behind these moves. Economic policy uncertainty and equity volatility typically rise in the late summer ahead of midterms, prompting portfolio adjustments from both mutual funds and foreign investors. These investors commonly pare back exposure to U.S. shares before the vote and then rebuild positions once outcomes are known, feeding the pattern of muted pre-election returns followed by post-election gains.

Goldman also points to the current market environment of unusually low correlations across stocks. That backdrop increases the appeal of owning equity index volatility as investor focus shifts away from corporate earnings and toward macro issues - including elections, geopolitics, and interest-rate trends.

The firm warned that rising Treasury yields could add further strain on equities. It notes that stocks have historically had difficulty when 10-year Treasury yields increase by more than two standard deviations over a one-month period - a move that under present market conditions corresponds to roughly a 50-basis-point rise. Such sudden moves in yields could amplify downside pressure on equity markets.

While the run-up to the vote may lift uncertainty and volatility, Goldman says the election outcome is unlikely to produce large legislative surprises. Prediction markets, the report notes, imply about an 85% probability that Democrats will regain control of the House, while the Senate picture remains roughly a toss-up. That mix would limit the potential for unexpected policy shifts and instead push investors to consider what election signals mean for the 2028 presidential contest and the longer-term policy path.

On voter priorities, the report finds inflation remains the dominant concern this cycle, with survey data placing prices ahead of other issues. Market participants are also monitoring potential consequences for artificial intelligence regulation, an area where polling suggests bipartisan support for action.

Finally, Goldman reports little evidence that changes in election odds have materially shifted most sectors or investment themes recently. Consumer discretionary names display the strongest, albeit modest, correlation with evolving election probabilities, while the broader market appears to be driven more by non-election factors.

Risks

  • Rising Treasury yields - A greater-than-two-standard-deviation monthly increase in 10-year yields (roughly 50 basis points today) has historically accompanied weaker equity performance, posing downside risk to stocks and interest-rate sensitive sectors.
  • Elevated policy uncertainty - Late-summer increases in economic policy uncertainty and equity volatility could prompt short-term trimming of U.S. equity exposure, affecting sectors with high discretionary spending and cyclicality.
  • Unclear legislative outcomes - Although large legislative surprises are deemed unlikely, the near-toss-up Senate outcome and shifts in House control probabilities create uncertainty about future policy direction that could influence market expectations and sector outlooks.

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