DB Commodity Double Long ETN (DYY)
Seasonality Analysis
DB Commodity Double Long ETN Annual Seasonality Statistics
DB Commodity Double Long ETN Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | -1.23% | Weak | |
| February | 2.15% | Weak | |
| March BEST | 10.58% | Weak | |
| April | -3.27% | Very Weak | |
| May | -0.08% | Very Weak | |
| June | -0.25% | Very Weak | |
| July | 2.30% | Moderate | |
| August | -1.63% | Very Weak | |
| September WORST | -3.77% | Very Weak | |
| October | 1.15% | Weak | |
| November | 0.18% | Weak | |
| December | -0.18% | Very Weak |
DB Commodity Double Long ETN 2026 vs Historical Pattern
DB Commodity Double Long ETN Interactive Seasonality Chart
DB Commodity Double Long ETN Pattern Scanner
DB Commodity Double Long ETN Seasonal Historical Performance
About DB Commodity Double Long ETN (DYY) Seasonality
DB Commodity Double Long ETN (DYY) has been analyzed using 18 years of historical data to identify seasonal patterns. Classified under ETFs, DB Commodity Double Long ETN shows distinct seasonal tendencies based on historical data.
The strongest month for DB Commodity Double Long ETN is historically March, with an average return of 10.58% and a win rate of 50%. Conversely, September tends to be the weakest month, averaging -3.77% return.
Looking at the full calendar year, DB Commodity Double Long ETN has an average annual return of 5.95% with an overall monthly win rate of 34.9%. Out of 12 months, 5 typically show positive average returns.
The seasonal pattern for DB Commodity Double Long ETN has a consistency score of 45.9 (Poor), based on 18 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
DB Commodity Double Long ETN Seasonality FAQ
What is the best month to buy DB Commodity Double Long ETN (DYY)?
Historically, March has been the best month for DB Commodity Double Long ETN, with an average return of 10.58% and a win rate of 50%. However, past performance does not guarantee future results.
What is the worst month for DB Commodity Double Long ETN (DYY)?
Based on historical data, September has been the weakest month for DB Commodity Double Long ETN, with an average return of -3.77%. This is a historical observation and does not guarantee future results.
How reliable is DYY seasonality data?
The seasonality analysis for DB Commodity Double Long ETN is based on 18 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 DB Commodity Double Long ETN seasonality in my trading?
Use DB Commodity Double Long ETN (DYY) 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.