SPY is the most traded ETF - here's what historical seasonality data reveals.
Historical Monthly Performance
| Month | Avg Return | Win Rate |
|---|---|---|
| Jan | +1.1% | 58% |
| Feb | -0.2% | 52% |
| Mar | +1.3% | 63% |
| Apr | +2.2% | 72% |
| May | +0.8% | 55% |
| Jun | +0.5% | 52% |
| Jul | +2.1% | 68% |
| Aug | +0.3% | 50% |
| Sep | -0.9% | 45% |
| Oct | +1.4% | 62% |
| Nov | +2.3% | 75% |
| Dec | +1.5% | 65% |
Past performance does not guarantee future results.
Famous Patterns
- Santa Rally: Last 5 trading days of Dec + first 2 of Jan
- January Effect: Small caps, but SPY benefits
- Best 6 months: November through April has historically outperformed
What the Data Shows
- November-April has historically been the strongest 6-month period
- May-September has historically shown weaker performance
- October has historically seen pullbacks that precede Q4 strength
This is statistical analysis of historical data, not investment advice. Always do your own research.
Generated with SeasOptima.
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