GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB)
Seasonality Analysis
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF Annual Seasonality Statistics
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January BEST | 2.90% | Strong | |
| February | 0.67% | Weak | |
| March | 0.11% | Moderate | |
| April | 1.01% | Moderate | |
| May | 0.43% | Moderate | |
| June | -0.96% | Weak | |
| July | 1.54% | Moderate | |
| August | 1.19% | Moderate | |
| September | 0.40% | Moderate | |
| October | 0.86% | Moderate | |
| November | -0.66% | Weak | |
| December WORST | -5.45% | Very Weak |
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF 2026 vs Historical Pattern
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF Interactive Seasonality Chart
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF Pattern Scanner
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF Seasonal Historical Performance
About GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) Seasonality
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has been analyzed using 9 years of historical data to identify seasonal patterns. Classified under ETFs, GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF shows distinct seasonal tendencies based on historical data.
The strongest month for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF is historically January, with an average return of 2.90% and a win rate of 89%. Conversely, December tends to be the weakest month, averaging -5.45% return.
Looking at the full calendar year, GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF has an average annual return of 2.06% with an overall monthly win rate of 58.6%. Out of 12 months, 9 typically show positive average returns.
The seasonal pattern for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF has a consistency score of 51.7 (Fair), based on 10 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF Seasonality FAQ
What is the best month to buy GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB)?
Historically, January has been the best month for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF, with an average return of 2.90% and a win rate of 89%. However, past performance does not guarantee future results.
What is the worst month for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB)?
Based on historical data, December has been the weakest month for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF, with an average return of -5.45%. This is a historical observation and does not guarantee future results.
How reliable is COMB seasonality data?
The seasonality analysis for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF is based on 9 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 GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF seasonality in my trading?
Use GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) 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.