CBOE NASDAQ Volatility (^VXN)
Seasonality Analysis
CBOE NASDAQ Volatility Annual Seasonality Statistics
CBOE NASDAQ Volatility Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January BEST | 7.05% | Strong | |
| February | 5.60% | Strong | |
| March | -2.53% | Very Weak | |
| April | -0.24% | Weak | |
| May | -2.18% | Very Weak | |
| June | 1.16% | Weak | |
| July | 3.54% | Weak | |
| August | 3.30% | Weak | |
| September | 4.98% | Weak | |
| October | 2.44% | Moderate | |
| November WORST | -7.39% | Very Weak | |
| December | -1.61% | Very Weak |
CBOE NASDAQ Volatility 2026 vs Historical Pattern
CBOE NASDAQ Volatility Interactive Seasonality Chart
CBOE NASDAQ Volatility Pattern Scanner
CBOE NASDAQ Volatility Seasonal Historical Performance
About CBOE NASDAQ Volatility (^VXN) Seasonality
CBOE NASDAQ Volatility (^VXN) has been analyzed using 26 years of historical data to identify seasonal patterns. Classified under Indices, CBOE NASDAQ Volatility shows distinct seasonal tendencies based on historical data.
The strongest month for CBOE NASDAQ Volatility is historically January, with an average return of 7.05% and a win rate of 62%. Conversely, November tends to be the weakest month, averaging -7.39% return.
Looking at the full calendar year, CBOE NASDAQ Volatility has an average annual return of 14.10% with an overall monthly win rate of 43.7%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for CBOE NASDAQ Volatility has a consistency score of 54.2 (Fair), based on 26 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
CBOE NASDAQ Volatility Seasonality FAQ
What is the best month to buy CBOE NASDAQ Volatility (^VXN)?
Historically, January has been the best month for CBOE NASDAQ Volatility, with an average return of 7.05% and a win rate of 62%. However, past performance does not guarantee future results.
What is the worst month for CBOE NASDAQ Volatility (^VXN)?
Based on historical data, November has been the weakest month for CBOE NASDAQ Volatility, with an average return of -7.39%. This is a historical observation and does not guarantee future results.
How reliable is ^VXN seasonality data?
The seasonality analysis for CBOE NASDAQ Volatility is based on 26 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 NASDAQ Volatility seasonality in my trading?
Use CBOE NASDAQ Volatility (^VXN) 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.