Professional Seasonal Analysis for Trading

Invesco DB Commodity Index (DBC)

Seasonality Analysis

ETFs 21 Years Analyzed

Invesco DB Commodity Index Annual Seasonality Statistics

2.52%
Avg Annual Return
57.1%
Avg Monthly Win Rate
7/12
Positive Months
21
Years Analyzed

Invesco DB Commodity Index Monthly Seasonality Performance

Month Avg Return Win Rate Strength
January 0.41%
70%
Moderate
February 1.66%
57%
Moderate
March 0.59%
67%
Moderate
April BEST 1.88%
71%
Strong
May 0.05%
50%
Weak
June 0.70%
65%
Moderate
July -0.01%
55%
Weak
August -0.30%
50%
Weak
September -0.35%
50%
Weak
October 0.32%
60%
Moderate
November WORST -1.42%
50%
Weak
December -1.02%
40%
Weak

Invesco DB Commodity Index 2026 vs Historical Pattern

Current Position
100
Historical Avg Position
50.64
Deviation
+49.36
Performance
Significantly Above Average

Invesco DB Commodity Index Interactive Seasonality Chart

Interactive Seasonality Chart

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Invesco DB Commodity Index Pattern Scanner

Pattern Scanner

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Invesco DB Commodity Index Seasonal Historical Performance

Historical Performance

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About Invesco DB Commodity Index (DBC) Seasonality

Invesco DB Commodity Index (DBC) has been analyzed using 21 years of historical data to identify seasonal patterns. Classified under ETFs, Invesco DB Commodity Index shows distinct seasonal tendencies based on historical data.

The strongest month for Invesco DB Commodity Index is historically April, with an average return of 1.88% and a win rate of 71%. Conversely, November tends to be the weakest month, averaging -1.42% return.

Looking at the full calendar year, Invesco DB Commodity Index has an average annual return of 2.52% with an overall monthly win rate of 57.1%. Out of 12 months, 7 typically show positive average returns.

The seasonal pattern for Invesco DB Commodity Index has a consistency score of 38 (Poor), based on 21 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.

Invesco DB Commodity Index Seasonality FAQ

What is the best month to buy Invesco DB Commodity Index (DBC)?

Historically, April has been the best month for Invesco DB Commodity Index, with an average return of 1.88% and a win rate of 71%. However, past performance does not guarantee future results.

What is the worst month for Invesco DB Commodity Index (DBC)?

Based on historical data, November has been the weakest month for Invesco DB Commodity Index, with an average return of -1.42%. This is a historical observation and does not guarantee future results.

How reliable is DBC seasonality data?

The seasonality analysis for Invesco DB Commodity Index 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 Invesco DB Commodity Index seasonality in my trading?

Use Invesco DB Commodity Index (DBC) 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.

More ETFs Seasonality Analysis

Statistical information based on historical data. Does not constitute investment advice or recommendation. Past performance does not guarantee future results.