Alpha Architect U.S. Quantitative Momentum ETF (QMOM)
Seasonality Analysis
Alpha Architect U.S. Quantitative Momentum ETF Annual Seasonality Statistics
Alpha Architect U.S. Quantitative Momentum ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January BEST | 4.18% | Very Strong | |
| February | -0.27% | Very Weak | |
| March WORST | -3.49% | Very Weak | |
| April | 1.88% | Moderate | |
| May | 3.02% | Moderate | |
| June | 0.46% | Weak | |
| July | 3.39% | Very Strong | |
| August | 1.74% | Moderate | |
| September | -0.98% | Weak | |
| October | -0.25% | Weak | |
| November | 3.99% | Moderate | |
| December | -1.13% | Weak |
Alpha Architect U.S. Quantitative Momentum ETF 2026 vs Historical Pattern
Alpha Architect U.S. Quantitative Momentum ETF Interactive Seasonality Chart
Alpha Architect U.S. Quantitative Momentum ETF Pattern Scanner
Alpha Architect U.S. Quantitative Momentum ETF Seasonal Historical Performance
About Alpha Architect U.S. Quantitative Momentum ETF (QMOM) Seasonality
Alpha Architect U.S. Quantitative Momentum ETF (QMOM) has been analyzed using 11 years of historical data to identify seasonal patterns. Classified under ETFs, Alpha Architect U.S. Quantitative Momentum ETF shows distinct seasonal tendencies based on historical data.
The strongest month for Alpha Architect U.S. Quantitative Momentum ETF is historically January, with an average return of 4.18% and a win rate of 82%. Conversely, March tends to be the weakest month, averaging -3.49% return.
Looking at the full calendar year, Alpha Architect U.S. Quantitative Momentum ETF has an average annual return of 12.52% with an overall monthly win rate of 55.4%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for Alpha Architect U.S. Quantitative Momentum ETF has a consistency score of 53 (Fair), based on 12 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Alpha Architect U.S. Quantitative Momentum ETF Seasonality FAQ
What is the best month to buy Alpha Architect U.S. Quantitative Momentum ETF (QMOM)?
Historically, January has been the best month for Alpha Architect U.S. Quantitative Momentum ETF, with an average return of 4.18% and a win rate of 82%. However, past performance does not guarantee future results.
What is the worst month for Alpha Architect U.S. Quantitative Momentum ETF (QMOM)?
Based on historical data, March has been the weakest month for Alpha Architect U.S. Quantitative Momentum ETF, with an average return of -3.49%. This is a historical observation and does not guarantee future results.
How reliable is QMOM seasonality data?
The seasonality analysis for Alpha Architect U.S. Quantitative Momentum ETF is based on 11 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Alpha Architect U.S. Quantitative Momentum ETF seasonality in my trading?
Use Alpha Architect U.S. Quantitative Momentum ETF (QMOM) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.