Loopring (LRC-USD)
Seasonality Analysis
Loopring Annual Seasonality Statistics
Loopring Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January BEST | 34.78% | Moderate | |
| February | -4.15% | Very Weak | |
| March | -3.79% | Very Weak | |
| April | 7.15% | Weak | |
| May | -8.65% | Very Weak | |
| June WORST | -17.01% | Very Weak | |
| July | -3.38% | Weak | |
| August | 17.68% | Weak | |
| September | -10.21% | Very Weak | |
| October | 1.67% | Weak | |
| November | 27.40% | Moderate | |
| December | 1.81% | Weak |
Loopring 2026 vs Historical Pattern
Loopring Interactive Seasonality Chart
Loopring Pattern Scanner
Loopring Seasonal Historical Performance
About Loopring (LRC-USD) Seasonality
Loopring (LRC-USD) has been analyzed using 9 years of historical data to identify seasonal patterns. Classified under Crypto, Loopring shows distinct seasonal tendencies based on historical data.
The strongest month for Loopring is historically January, with an average return of 34.78% and a win rate of 56%. Conversely, June tends to be the weakest month, averaging -17.01% return.
Looking at the full calendar year, Loopring has an average annual return of 43.30% with an overall monthly win rate of 37.2%. Out of 12 months, 6 typically show positive average returns.
The seasonal pattern for Loopring has a consistency score of 53 (Fair), based on 10 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Loopring Seasonality FAQ
What is the best month to buy Loopring (LRC-USD)?
Historically, January has been the best month for Loopring, with an average return of 34.78% and a win rate of 56%. However, past performance does not guarantee future results.
What is the worst month for Loopring (LRC-USD)?
Based on historical data, June has been the weakest month for Loopring, with an average return of -17.01%. This is a historical observation and does not guarantee future results.
How reliable is LRC-USD seasonality data?
The seasonality analysis for Loopring 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 Loopring seasonality in my trading?
Use Loopring (LRC-USD) 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.