CBOE DJIA Volatility (^VXD)
Seasonality Analysis
CBOE DJIA Volatility Annual Seasonality Statistics
CBOE DJIA Volatility Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 9.18% | Strong | |
| February BEST | 11.81% | Very Strong | |
| March WORST | -4.27% | Very Weak | |
| April | -2.48% | Very Weak | |
| May | 2.71% | Weak | |
| June | -2.93% | Weak | |
| July | 5.73% | Weak | |
| August | 4.46% | Weak | |
| September | 7.60% | Moderate | |
| October | 1.42% | Weak | |
| November | -2.30% | Weak | |
| December | -3.61% | Very Weak |
CBOE DJIA Volatility 2026 vs Historical Pattern
CBOE DJIA Volatility Interactive Seasonality Chart
CBOE DJIA Volatility Pattern Scanner
CBOE DJIA Volatility Seasonal Historical Performance
About CBOE DJIA Volatility (^VXD) Seasonality
CBOE DJIA Volatility (^VXD) has been analyzed using 21 years of historical data to identify seasonal patterns. Classified under Indices, CBOE DJIA Volatility shows distinct seasonal tendencies based on historical data.
The strongest month for CBOE DJIA Volatility is historically February, with an average return of 11.81% and a win rate of 71%. Conversely, March tends to be the weakest month, averaging -4.27% return.
Looking at the full calendar year, CBOE DJIA Volatility has an average annual return of 27.31% with an overall monthly win rate of 45.9%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for CBOE DJIA Volatility has a consistency score of 54.8 (Fair), based on 22 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
CBOE DJIA Volatility Seasonality FAQ
What is the best month to buy CBOE DJIA Volatility (^VXD)?
Historically, February has been the best month for CBOE DJIA Volatility, with an average return of 11.81% and a win rate of 71%. However, past performance does not guarantee future results.
What is the worst month for CBOE DJIA Volatility (^VXD)?
Based on historical data, March has been the weakest month for CBOE DJIA Volatility, with an average return of -4.27%. This is a historical observation and does not guarantee future results.
How reliable is ^VXD seasonality data?
The seasonality analysis for CBOE DJIA Volatility is based on 21 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 CBOE DJIA Volatility seasonality in my trading?
Use CBOE DJIA Volatility (^VXD) 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.