NYSE Composite (^NYA)
Seasonality Analysis
All NYSE stocks
NYSE Composite Annual Seasonality Statistics
NYSE Composite Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | -0.34% | Weak | |
| February | -0.77% | Weak | |
| March | 0.33% | Moderate | |
| April | 1.52% | Strong | |
| May | 0.05% | Moderate | |
| June | -0.50% | Weak | |
| July | 0.88% | Moderate | |
| August | -0.02% | Weak | |
| September WORST | -0.95% | Weak | |
| October | 0.70% | Moderate | |
| November BEST | 1.80% | Strong | |
| December | 1.25% | Moderate |
NYSE Composite 2026 vs Historical Pattern
NYSE Composite Interactive Seasonality Chart
NYSE Composite Pattern Scanner
NYSE Composite Seasonal Historical Performance
About NYSE Composite (^NYA) Seasonality
NYSE Composite (^NYA) has been analyzed using 27 years of historical data to identify seasonal patterns. Classified under Indices, NYSE Composite shows distinct seasonal tendencies based on historical data.
The strongest month for NYSE Composite is historically November, with an average return of 1.80% and a win rate of 73%. Conversely, September tends to be the weakest month, averaging -0.95% return.
Looking at the full calendar year, NYSE Composite has an average annual return of 3.92% with an overall monthly win rate of 58.6%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for NYSE Composite has a consistency score of 43.6 (Poor), based on 27 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
NYSE Composite Seasonality FAQ
What is the best month to buy NYSE Composite (^NYA)?
Historically, November has been the best month for NYSE Composite, with an average return of 1.80% and a win rate of 73%. However, past performance does not guarantee future results.
What is the worst month for NYSE Composite (^NYA)?
Based on historical data, September has been the weakest month for NYSE Composite, with an average return of -0.95%. This is a historical observation and does not guarantee future results.
How reliable is ^NYA seasonality data?
The seasonality analysis for NYSE Composite is based on 27 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 NYSE Composite seasonality in my trading?
Use NYSE Composite (^NYA) 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.